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Contents
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