Contents

#!/usr/bin/env ruby
#
# This script gets details for specific contract from IB

require 'bundler/setup'
require 'ib/symbols'
require './contract_samples'
include IB
# Definition of what we want market data for.  We have to keep track of what ticker id
# corresponds to what symbol ourselves, because the ticks don't include any other
# identifying information. The choice of ticker ids is, as far as I can tell, arbitrary.
contract_definitions =  ContractSamples.public_instance_methods

# get contracts from contract_samples db
include ContractSamples
the_contracts =  contract_definitions.map{ | method | self.send( method )}


# Connect to IB TWS.
ib = Connection.new( :client_id => 11912, :port => 4002 ) do | gw| # 7496 # TWS
  # subscribe to TWS alerts/errors and contract data end marker
  gw.subscribe(:Alert, :ContractDataEnd) { |msg| puts msg.to_human }

  # subscribe to ContractData incoming events.  The code passed in the block
  # will be executed when a message of that type is received, with the received
  # message as its argument. In this case, we just print out the data.
  gw.subscribe(:ContractData, :BondContractData) do |msg| 
    puts "------------------> Recieved Contract Confirmation <----------------------------"
    puts msg.contract.to_human + "\n"
    puts "Attributes: "
    puts "\t"+ msg.contract.attributes.map{ |k,v|  "#{k} : #{v}" unless v.blank?  }.join("\n\t")
  end
# Set log level
	gw.logger.level = Logger::DEBUG #FATAL
end

ib.wait_for :NextValidOrderId


the_contracts.each do | contract|
  puts "\nRequesting contract data: #{contract_definitions}: #{contract.to_human}"

  # Request Contract details for the symbols we're interested in. TWS will
  # respond with ContractData messages, which will be processed by the code above.
  ib.send_message :RequestContractData, contract: contract

  # Wait for IB to respond to our request
  ib.wait_for :ContractDataEnd, 1 #sec
  ib.clear_received :ContractDataEnd
end

Version data entries

1 entries across 1 versions & 1 rubygems

Version	Path
ib-symbols-1.0	examples/contract_sample_details