lib/ib/symbols/combo.rb in ib-symbols-1.3 vs lib/ib/symbols/combo.rb in ib-symbols-1.4
- old
+ new
@@ -6,44 +6,44 @@
extend Symbols
def self.contracts
@contracts ||= { #super.merge(
- stoxx_straddle: IB::Straddle.build( from: IB::Symbols::Index.stoxx, strike: 3000,
- expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX') ,
- stoxx_calendar: IB::Calendar.build( from: IB::Symbols::Index.stoxx, strike: 3000, back: '2m' ,
- front: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'),
- stoxx_butterfly: IB::Butterfly.fabricate( Symbols::Options.stoxx.merge( strike: 3300), front: 3250, back: 3350 ),
- stoxx_vertical: IB::Vertical.build( from: IB::Symbols::Index.stoxx, sell: 3000, buy: 3500, right: :put,
- expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'),
- zn_calendar: IB::Calendar.fabricate( IB::Symbols::Futures.zn, '3m') ,
+ stoxx_straddle: IB::Straddle.build( from: IB::Symbols::Index.stoxx, strike: 4000,
+ expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX') ,
+ stoxx_calendar: IB::Calendar.build( from: IB::Symbols::Index.stoxx, strike: 4000, back: '2m' ,
+ front: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'),
+ stoxx_butterfly: IB::Butterfly.fabricate( Symbols::Options.stoxx.merge( strike: 3900), front: 3500, back: 4300 ),
+ stoxx_vertical: IB::Vertical.build( from: IB::Symbols::Index.stoxx, sell: 3500, buy: 4000, right: :put,
+ expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'),
+ zn_calendar: IB::Calendar.fabricate( IB::Symbols::Futures.zn, '3m') ,
- dbk_straddle: Bag.new( symbol: 'DBK', currency: 'EUR', exchange: 'EUREX', combo_legs:
- [ ComboLeg.new( con_id: 270581032 , action: :buy, exchange: 'DTB', ratio: 1), #DBK Dez20 2018 C
+ dbk_straddle: Bag.new( symbol: 'DBK', currency: 'EUR', exchange: 'EUREX', combo_legs:
+ [ ComboLeg.new( con_id: 270581032 , action: :buy, exchange: 'DTB', ratio: 1), #DBK Dez20 2018 C
ComboLeg.new( con_id: 270580382, action: :buy, exchange: 'DTB', ratio: 1 ) ], #DBK Dez 20 2018 P
description: 'Option Straddle: Deutsche Bank(20)[Dez 2018]'
- ),
- ib_mcd: Bag.new( symbol: 'IBKR,MCD', currency: 'USD', combo_legs:
+ ),
+ ib_mcd: Bag.new( symbol: 'IBKR,MCD', currency: 'USD', combo_legs:
[ ComboLeg.new( con_id: 43645865, action: :buy, ratio: 1), # IKBR STK
ComboLeg.new( con_id: 9408, action: :sell,ratio: 1 ) ], # MCD STK
description: 'Stock Spread: Buy Interactive Brokers, sell Mc Donalds'
- ),
+ ),
vix_calendar: Bag.new( symbol: 'VIX', currency: 'USD', exchange: 'CFE', combo_legs:
[ ComboLeg.new( con_id: 256038899, action: :buy, exchange: 'CFE', ratio: 1), # VIX FUT 201708
ComboLeg.new( con_id: 260564703, action: :sell, exchange: 'CFE', ratio: 1 ) ], # VIX FUT 201709
description: 'VixFuture Calendar-Spread August - September 2017'
- ),
+ ),
wti_coil: Bag.new( symbol: 'WTI', currency: 'USD', exchange: 'SMART', combo_legs:
- [ ComboLeg.new( con_id: 55928698, action: :buy, exchange: 'IPE', ratio: 1), # WTI future June 2017
+ [ ComboLeg.new( con_id: 55928698, action: :buy, exchange: 'IPE', ratio: 1), # WTI future June 2017
ComboLeg.new( con_id: 55850663, action: :sell, exchange: 'IPE', ratio: 1 ) ], # COIL future June 2017
description: 'Smart Future Spread WTI - COIL (June 2017) '
- ),
+ ),
wti_brent: Bag.new( symbol: 'CL.BZ', currency: 'USD', exchange: 'NYMEX', combo_legs:
[ ComboLeg.new( con_id: 47207310, action: :buy, exchange: 'NYMEX', ratio: 1), # CL Dec'16 @NYMEX
ComboLeg.new( con_id: 47195961, action: :sell, exchange: 'NYMEX', ratio: 1 ) ], #BZ Dec'16 @NYMEX
description: ' WTI - Brent Spread (Dez. 2016)'
- )
+ )
}
# )
end
end