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Contents
require 'message_helper' # The API can receive frozen market data from Trader Workstation. Frozen market # data is the last data recorded in our system. During normal trading hours, # the API receives real-time market data. If you use this function, you are # telling TWS to automatically switch to frozen market data AFTER the close. # Then, before the opening of the next trading day, market data will automatically # switch back to real-time market data. # :market_data_type = 1 for real-time streaming, 2 for frozen market data describe "Request Market Data Type", :connected => true, :integration => true do before(:all) do verify_account @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger) end after(:all) { close_connection } context "switching to real_time streaming after-hours" do before(:all) do @ib.send_message :RequestMarketDataType, :market_data_type => :real_time @ib.wait_for 2 # sec end after(:all) { clean_connection } it 'just works' do end end context "switching to frozen market data after-hours" do before(:all) do @ib.send_message :RequestMarketDataType, :market_data_type => :frozen @ib.wait_for 2 # sec end after(:all) { clean_connection } it 'just works' do end end end # Request Market Data Type
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14 entries across 14 versions & 1 rubygems