Feature: add ability to filter instruments and contracts #7
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get_conid
by default returns the first contract of the first instrument it finds. This causes problems if multiple markets have instruments using this symbol, as a contract different from what was expected might be returned. I found this when looking up the $MUB US equity, which is not the first $MUB instrument returned by IB, so I didn't receive the contract ID I wanted.Two parameters,
instrument_filters
andcontract_filters
, are added toget_conid
.instrument_filters
filters the instrument data, i.e. thename
,chineseName
, andassetClass
fields.contract_filters
filters the contract data, i.e theexchange
andisUS
fields. All filters must be fulfilled for the instrument/contract to be included. The filters can be used together.I've added some samples of searching for US $MUB using the filters.