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require 'ib-ruby/models/model' module IB module Models # This is a single data point delivered by HistoricData messages. # Instantiate with a Hash of attributes, to be auto-set via initialize in Model. class Bar < Model prop :time, # The date-time stamp of the start of the bar. The format is # determined by the reqHistoricalData() formatDate parameter. :open, # The bar opening price. :high, # The high price during the time covered by the bar. :low, # The low price during the time covered by the bar. :close, # The bar closing price. :volume, # The bar opening price. :wap, # Weighted average price during the time covered by the bar. :has_gaps, # Whether or not there are gaps in the data. :trades # int: When TRADES data history is returned, represents number # of trades that occurred during the time period the bar covers def to_s "<Bar #{time}: wap: #{wap}, OHLC: #{open}, #{high}, #{low}, #{close}, " + (trades ? "trades: #{trades}," : "") + " vol: #{volume}, gaps? #{has_gaps}>" end end # class Bar end # module Models end # module IB
Version data entries
5 entries across 5 versions & 1 rubygems