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Contents
module IB
module Messages
module Incoming
# RealTimeBar contains following @data:
# :request_id - The ID of the *request* to which this is responding
# :time - The date-time stamp of the start of the bar. The format is offset in
# seconds from the beginning of 1970, same format as the UNIX epoch time
# :bar - received RT Bar
RealTimeBar = def_message [50, 3],
[:request_id, :int],
[:bar, :time, :int_date],
[:bar, :open, :decimal],
[:bar, :high, :decimal],
[:bar, :low, :decimal],
[:bar, :close, :decimal],
[:bar, :volume, :int],
[:bar, :wap, :decimal],
[:bar, :trades, :int]
class RealTimeBar
def bar
@bar = IB::Bar.new @data[:bar]
end
def to_human
"<RealTimeBar: #{request_id} #{bar}>"
end
end # RealTimeBar
end # module Incoming
end # module Messages
end # module IB
Version data entries
9 entries across 9 versions & 1 rubygems