ForecastEx 合约示例

下面示例演示 ForecastEx 合约查询的基本写法：连接 TWS、发送 reqContractDetails()、接收合约详情或错误信息。示例使用 GCE ForecastEx 合约说明字段结构；实际开发应先在 TWS 或宽泛合约详情查询中找到仍可用的到期日、行权价和方向。

示例代码

import threading
import time

from ibapi.client import EClient
from ibapi.contract import Contract
from ibapi.wrapper import EWrapper


INFO_CODES = {2104, 2106, 2158, 2107, 2108}


class ForecastExContractApp(EWrapper, EClient):
    def __init__(self):
        EClient.__init__(self, self)
        self.ready = threading.Event()
        self.finished = threading.Event()
        self.rows = []
        self.errors = []

    def nextValidId(self, orderId):
        # 收到 nextValidId 表示 API 握手完成，可以发送请求
        self.ready.set()

    def contractDetails(self, reqId, contractDetails):
        contract = contractDetails.contract
        self.rows.append({
            "conId": contract.conId,
            "localSymbol": contract.localSymbol,
            "tradingClass": contract.tradingClass,
            "longName": contractDetails.longName,
        })

    def contractDetailsEnd(self, reqId):
        self.finished.set()

    def error(self, reqId, errorTime, errorCode, errorString, advancedOrderRejectJson=""):
        if errorCode not in INFO_CODES:
            self.errors.append((reqId, errorCode, errorString))


def build_contract():
    contract = Contract()
    contract.symbol = "GCE"
    contract.secType = "OPT"
    contract.exchange = "FORECASTX"
    contract.currency = "USD"
    contract.lastTradeDateOrContractMonth = "20251231"
    contract.strike = 40500
    contract.right = "C"
    return contract


app = ForecastExContractApp()
app.connect("127.0.0.1", 7497, clientId=151)

thread = threading.Thread(target=app.run, daemon=True)
thread.start()

if not app.ready.wait(8):
    raise RuntimeError("等待 TWS API 握手超时")

app.reqContractDetails(1001, build_contract())
app.finished.wait(8)
time.sleep(1)

print("合约详情数量:", len(app.rows))
print("错误:", app.errors)

app.disconnect()

返回结果怎么读

结果	含义	下一步
rows 有数据	TWS 能识别这组字段	保存 conId、localSymbol、tradingClass。
rows 为 0 且错误码 200	合约定义不够准确或合约不可用	回到 TWS 查找目标合约，补全字段。
连接超时	TWS API 未开启、端口不对或客户端 ID 冲突	先解决连接问题。

参考输出

CONNECTED=True
REQ_SENT=FORECAST_GCE_FULL;reqId=95191;symbol=GCE;secType=OPT;exchange=FORECASTX;expiry=20251231;strike=40500;right=C
DETAIL_END_FORECAST_GCE_FULL=True
DETAIL_ROWS_FORECAST_GCE_FULL=1
DETAIL=reqId=95191;conId=753279929;symbol=GCE;secType=OPT;exchange=FORECASTX;localSymbol=GCE_1225_40500_YES;tradingClass=GCE;lastTradeDateOrContractMonth=20251231;strike=40500.0;right=C;multiplier=1;longName=Global Carbon Dioxide Emissions

这个结果说明：合约详情返回后，应保存 conId、localSymbol、tradingClass、到期日、行权价、方向和乘数，再进入行情或订单测试。

注意：事件合约会随到期日和产品状态变化。示例里的 20251231 适合理解字段结构；正式请求行情或下单前，应重新查询并确认仍可交易或可查看的合约。