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Contents
# Option contracts definitions 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 => "201206", :right => "CALL", :strike => 50.0, :description => " FTSE-100 index 50 Call 2012-06"), :spy75 => IB::Option.new(:symbol => 'SPY', :expiry => "20120615", :right => "P", :currency => "USD", :strike => 75.0, :description => "SPY 75.0 Put 2012-06-16"), :spy100 => IB::Option.new(:osi => 'SPY 121222P00100000'), } end end end end
Version data entries
1 entries across 1 versions & 1 rubygems
Version | Path |
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ib-ruby-0.8.4 | lib/ib/symbols/options.rb |