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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
Version data entries
14 entries across 14 versions & 1 rubygems