Contents

#!/usr/bin/env ruby
#
# Subscribe to real time data for specific symbol from IB

require 'bundler/setup'
require 'ib/symbols'

contracts = {1 => IB::Symbols::Stocks[:vxx], 
              9 => IB::Symbols::Forex[:gbpusd] 
	     }

# Connect to IB TWS.
ib = IB::Connection.new :client_id => 1112 do | gw | #, :port => 7497 # TWS

	# Subscribe to TWS alerts/errors
	gw.subscribe(:Alert) { |msg| puts msg.to_human }

	# Subscribe to RealTimeBar incoming events. We have to use message request_id
	# to figure out what contract it's for.
	gw.subscribe(IB::Messages::Incoming::RealTimeBar) do |msg|
		puts contracts[msg.request_id].description + ": #{msg.to_human}"
	end
end
contracts.each_pair do |request_id, contract|
  ib.send_message IB::Messages::Outgoing::RequestRealTimeBars.new(
                        :request_id => request_id,
                        :contract => contract,
                  #      :bar_size => 5, # Only 5 secs bars supported  (hard coded in messages/outgoing/bar_requests)
                        :data_type => :trades,	# possible values: :trades, :bid, :ask , :midpoint
                        :use_rth => false)
end

# So we need to interrupt manually when we do not want any more quotes.
puts "\n******** Press <Enter> to exit... *********\n\n"
STDIN.gets

Version data entries

1 entries across 1 versions & 1 rubygems

Version	Path
ib-symbols-1.0	examples/real_time_data