Sha256: ad38a2d977e188ebfc9dc5290fac491b073a47b85a1efc821eb09f77e21f54bd
Contents?: true
Size: 1.7 KB
Versions: 6
Compression:
Stored size: 1.7 KB
Contents
# Option contracts definitions. # TODO: add next_expiry and other convenience from Futures module. module IB module Symbols module Options extend Symbols def self.contracts @contracts ||= { :wfc20 => IB::Option.new(:symbol => "WFC", :expiry => "201301", :right => "CALL", :strike => 20.0, :description => "Wells Fargo 20 Call 2013-01"), :aapl500 => IB::Option.new(:symbol => "AAPL", :expiry => "201301", :right => "CALL", :strike => 500, :description => "Apple 500 Call 2013-01"), :z50 => IB::Option.new(:symbol => "Z", :exchange => "LIFFE", :expiry => "201301", :right => "CALL", :strike => 50.0, :description => " FTSE-100 index 50 Call 2013-03"), :spy75 => IB::Option.new(:symbol => 'SPY', :expiry => "201301", :right => "P", :currency => "USD", :strike => 75.0, :description => "SPY 75.0 Put 2014-01"), :spy100 => IB::Option.new(:osi => 'SPY 140118P00100000'), :vix20 => IB::Option.new(:osi => 'VIX 121121C00020000'), :vxx40 => IB::Option.new(:osi => 'VXX 121117C00040000'), } end end end end
Version data entries
6 entries across 6 versions & 2 rubygems