Interactive Brokers data analysis using Anaconda Python 3.6 and IBAPI

I need a Anaconda Python 3.6 code that provides streaming tick data from Interactive Brokers IBAPI gateway. I want it to use 'tickByTickBidAsk ' ( http://interactivebrokers.github.io/tws-api/interfaceIBApi_1_1EWrapper.html#af2dbd8140709c9439fc2731a5ee6f7ab) and I want the returned information in a tuple with a rolling ask price average of 10 samples. Realtime time stamp is important to me. I am including an example of a working streaming tick code that does not provide the realtime time stamp that I need and and example of the type of moving average I am looking for.

Thank you