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Contents
class AddIbExecutions < ActiveRecord::Migration def change create_table(:ib_executions) do |t| # TWS orders have fixed local_id of 0 AND client id of 0 t.references :order t.integer :local_id # TWS orders have a fixed order id of 0 t.integer :client_id # Id of the client that placed the order t.integer :perm_id # Permanent order id, remains the same over TWS sessions t.string :order_ref # Order reference t.string :exec_id # Unique order execution id t.string :side, :limit => 1 # Was the transaction a buy or a sale: BOT|SLD t.integer :quantity # The number of shares filled t.integer :cumulative_quantity # Cumulative quantity t.float :price # double: The order execution price t.float :average_price # double: Average price (for all executions?) t.string :exchange # Exchange that executed the order t.string :account_name # The customer account number t.boolean :liquidation, :limit => 1 # This position to be liquidated last should the need arise t.string :time, :limit => 18 # String! The order execution time t.timestamps end end end __END__ rails generate scaffold execution order_id:integer local_id:integer client_id:integer perm_id:integer order_ref:string exec_id:string side:string quantity:integer cumulative_quantity:integer price:float average_price:float exchange:string account_name:string liquidation:boolean time:string
Version data entries
1 entries across 1 versions & 1 rubygems
Version | Path |
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ib-ruby-0.8.5 | db/migrate/101_add_ib_executions.rb |