ib-api 10.33.1

data/lib/ib/messages/incoming/tick_generic.rb

@@ -0,0 +1,12 @@
+module IB
+  module Messages
+    module Incoming
+      extend Messages # def_message macros
+
+      TickGeneric = def_message [45, 6], AbstractTick,
+                                [:ticker_id, :int],
+                                [:tick_type, :int],
+                                [:value, :float]
+    end
+  end
+end

data/lib/ib/messages/incoming/tick_option.rb

@@ -0,0 +1,60 @@
+module IB
+  module Messages
+    module Incoming
+      extend Messages # def_message macros
+
+      # This message is received when the market in an option or its underlier moves.
+      # TWS option model volatilities, prices, and deltas, along with the present
+      # value of dividends expected on that options underlier are received.
+      # TickOption message contains following @data:
+      #    :ticker_id - Id that was specified previously in the call to reqMktData()
+      #    :tick_type - Specifies the type of option computation (see TICK_TYPES).
+      #    :implied_volatility - The implied volatility calculated by the TWS option
+      #                          modeler, using the specified :tick_type value.
+      #    :delta - The option delta value.
+      #    :option_price - The option price.
+      #    :pv_dividend - The present value of dividends expected on the options underlier
+      #    :gamma - The option gamma value.
+      #    :vega - The option vega value.
+      #    :theta - The option theta value.
+      #    :under_price - The price of the underlying.
+      TickOption = TickOptionComputation =
+          def_message([21, 0], AbstractTick,
+                      [:ticker_id, :int],
+                      [:tick_type, :int],
+                      [:tick_attribute, :int],
+                      [:implied_volatility, :decimal_limit_1], # -1 and below
+                      [:delta, :decimal_limit_2],         #      -2 and below
+                      [:option_price, :decimal_limit_1],  #      -1   -"-
+                      [:pv_dividend, :decimal_limit_1],   #      -1   -"-
+                      [:gamma, :decimal_limit_2],         #      -2   -"-
+                      [:vega, :decimal_limit_2],          #      -2   -"-
+                      [:theta, :decimal_limit_2],         #      -2   -"-
+                      [:under_price, :decimal_limit_1]) do
+
+            "<TickOption #{type}   " + 
+                "option @ #{"%8.3f" % (option_price || -1)}, IV: #{"%4.3f" % (implied_volatility || -1)}, " +
+                "delta: #{"%5.3f" % (delta || -1)}, " +
+                "gamma: #{"%6.4f" % (gamma || -1)}, vega: #{ "%6.5f" % (vega || -1)}, " + 
+                "theta: #{"%7.6f" % (theta || -1)}, pv_dividend: #{"%5.3f" % (pv_dividend || -1)}, " +
+                "underlying @ #{"% 8.3f" % (under_price || -1)} >"
+          end
+
+       class TickOption   
+         def greeks
+           { delta: delta, gamma: gamma, vega: vega, theta: theta }
+         end
+
+         def iv
+           implied_volatility
+         end
+      
+         
+         def greeks? 
+           greeks.values.any? &:present?
+         end
+
+       end
+    end
+  end
+end

data/lib/ib/messages/incoming/tick_price.rb

@@ -0,0 +1,60 @@
+module IB
+  module Messages
+    module Incoming
+      extend Messages # def_message macros
+
+      # The IB code seems to dispatch up to two wrapped objects for this message, a tickPrice
+      # and sometimes a tickSize, which seems to be identical to the TICK_SIZE object.
+      #
+      # Important note from
+      # http://chuckcaplan.com/twsapi/index.php/void%20tickPrice%28%29 :
+      #
+      # "The low you get is NOT the low for the day as you'd expect it
+      # to be. It appears IB calculates the low based on all
+      # transactions after 4pm the previous day. The most inaccurate
+      # results occur when the stock moves up in the 4-6pm aftermarket
+      # on the previous day and then gaps open upward in the
+      # morning. The low you receive from TWS can be easily be several
+      # points different from the actual 9:30am-4pm low for the day in
+      # cases like this. If you require a correct traded low for the
+      # day, you can't get it from the TWS API. One possible source to
+      # help build the right data would be to compare against what Yahoo
+      # lists on finance.yahoo.com/q?s=ticker under the "Day's Range"
+      # statistics (be careful here, because Yahoo will use anti-Denial
+      # of Service techniques to hang your connection if you try to
+      # request too many bytes in a short period of time from them). For
+      # most purposes, a good enough approach would start by replacing
+      # the TWS low for the day with Yahoo's day low when you first
+      # start watching a stock ticker; let's call this time T. Then,
+      # update your internal low if the bid or ask tick you receive is
+      # lower than that for the remainder of the day. You should check
+      # against Yahoo again at time T+20min to handle the occasional
+      # case where the stock set a new low for the day in between
+      # T-20min (the real time your original quote was from, taking into
+      # account the delay) and time T. After that you should have a
+      # correct enough low for the rest of the day as long as you keep
+      # updating based on the bid/ask. It could still get slightly off
+      # in a case where a short transaction setting a new low appears in
+      # between ticks of data that TWS sends you.  The high is probably
+      # distorted in the same way the low is, which would throw your
+      # results off if the stock traded after-hours and gapped down. It
+      # should be corrected in a similar way as described above if this
+      # is important to you."
+      #
+      # IB then emits at most 2 events on eWrapper:
+      #          tickPrice( tickerId, tickType, price, canAutoExecute)
+      #          tickSize( tickerId, sizeTickType, size)
+      TickPrice = def_message [1, 6], AbstractTick,
+                              [:ticker_id, :int],
+                              [:tick_type, :int],
+                              [:price, :decimal],
+                              [:size, :int],
+                              [:can_auto_execute, :int]
+      class TickPrice
+        def valid?
+        super &&  !price.zero?
+        end
+      end
+    end
+  end
+end

data/lib/ib/messages/incoming/tick_size.rb

@@ -0,0 +1,55 @@
+module IB
+  module Messages
+    module Incoming
+      extend Messages # def_message macros
+
+      # The IB code seems to dispatch up to two wrapped objects for this message, a tickPrice
+      # and sometimes a tickSize, which seems to be identical to the TICK_SIZE object.
+      #
+      # Important note from
+      # http://chuckcaplan.com/twsapi/index.php/void%20tickPrice%28%29 :
+      #
+      # "The low you get is NOT the low for the day as you'd expect it
+      # to be. It appears IB calculates the low based on all
+      # transactions after 4pm the previous day. The most inaccurate
+      # results occur when the stock moves up in the 4-6pm aftermarket
+      # on the previous day and then gaps open upward in the
+      # morning. The low you receive from TWS can be easily be several
+      # points different from the actual 9:30am-4pm low for the day in
+      # cases like this. If you require a correct traded low for the
+      # day, you can't get it from the TWS API. One possible source to
+      # help build the right data would be to compare against what Yahoo
+      # lists on finance.yahoo.com/q?s=ticker under the "Day's Range"
+      # statistics (be careful here, because Yahoo will use anti-Denial
+      # of Service techniques to hang your connection if you try to
+      # request too many bytes in a short period of time from them). For
+      # most purposes, a good enough approach would start by replacing
+      # the TWS low for the day with Yahoo's day low when you first
+      # start watching a stock ticker; let's call this time T. Then,
+      # update your internal low if the bid or ask tick you receive is
+      # lower than that for the remainder of the day. You should check
+      # against Yahoo again at time T+20min to handle the occasional
+      # case where the stock set a new low for the day in between
+      # T-20min (the real time your original quote was from, taking into
+      # account the delay) and time T. After that you should have a
+      # correct enough low for the rest of the day as long as you keep
+      # updating based on the bid/ask. It could still get slightly off
+      # in a case where a short transaction setting a new low appears in
+      # between ticks of data that TWS sends you.  The high is probably
+      # distorted in the same way the low is, which would throw your
+      # results off if the stock traded after-hours and gapped down. It
+      # should be corrected in a similar way as described above if this
+      # is important to you."
+      #
+      # IB then emits at most 2 events on eWrapper:
+      #          tickPrice( tickerId, tickType, price, canAutoExecute)
+      #          tickSize( tickerId, sizeTickType, size)
+
+      TickSize = def_message [2, 6], AbstractTick,
+                             [:ticker_id, :int],
+                             [:tick_type, :int],
+                             [:size, :int]
+    end
+  end
+end
+

data/lib/ib/messages/incoming/tick_string.rb

@@ -0,0 +1,13 @@
+module IB
+  module Messages
+    module Incoming
+      extend Messages # def_message macros
+
+      TickString = def_message [46, 6], AbstractTick,
+                               [:ticker_id, :int],
+                               [:tick_type, :int],
+                               [:value, :string]
+    end
+  end
+end
+

data/lib/ib/messages/incoming.rb

@@ -0,0 +1,292 @@
+#require 'ib/messages/incoming/abstract_message'
+
+# EClientSocket.java uses sendMax() rather than send() for a number of these.
+# It sends an EOL rather than a number if the value == Integer.MAX_VALUE (or Double.MAX_VALUE).
+# These fields are initialized to this MAX_VALUE.
+# This has been implemented with nils in Ruby to represent the case where an EOL should be sent.
+
+# TODO: Don't instantiate messages, use their classes as just namespace for .encode/decode
+# TODO: realize Message#fire method that raises EWrapper events
+
+module IB
+  module Messages
+
+    # Incoming IB messages (received from TWS/Gateway)
+    module Incoming
+      extend Messages # def_message macros
+
+      ### Define short message classes in-line:
+
+
+      NewsBulletins =
+          def_message 14, [:request_id, :int], # unique incrementing bulletin ID.
+                      [:type, :int], # Type of bulletin. Valid values include:
+                      #     1 = Regular news bulletin
+                      #     2 = Exchange no longer available for trading
+                      #     3 = Exchange is available for trading
+                      [:text, :string], # The bulletin's message text.
+                      [:exchange, :string] # Exchange from which this message originated.
+
+
+      # Receives an converted XML document that describes the valid parameters that a scanner
+      # subscription can have (for outgoing RequestScannerSubscription message).
+      ScannerParameters = def_message 19, [:xml, :xml]
+
+      class  ScannerParameters 
+        # returns a List of Hashes specifing Instruments.
+        # >  C.received[:ScannerParameters].first.instruments.first
+        # => {:name=>"US Stocks",
+        #     :type=>"STK",
+        #     :filters=>"AFTERHRSCHANGEPERC,AVGOPTVOLUME,AVGPRICETARGET,AVGRATING,AVGTARGET2PRICERATIO,AVGVOLUME,AVGVOLUME_USD,CHANGEOPENPERC,CHANGEPERC,EMA_20,EMA_50,EMA_100,EMA_200,PRICE_VS_EMA_20,PRICE_VS_EMA_50,PRICE_VS_EMA_100,PRICE_VS_EMA_200,DAYSTOCOVER,DIVIB,DIVYIELD,DIVYIELDIB,FEERATE,FIRSTTRADEDATE,GROWTHRATE,HALTED,HASOPTIONS,HISTDIVIB,HISTDIVYIELDIB,IMBALANCE,IMBALANCEADVRATIOPERC,IMPVOLAT,IMPVOLATOVERHIST,INSIDEROFFLOATPERC,INSTITUTIONALOFFLOATPERC,MACD,MACD_SIGNAL,MACD_HISTOGRAM,MKTCAP,MKTCAP_USD,NEXTDIVAMOUNT,NEXTDIVDATE,NUMPRICETARGETS,NUMRATINGS,NUMSHARESINSIDER,NUMSHARESINSTITUTIONAL,NUMSHARESSHORT,OPENGAPPERC,OPTVOLUME,OPTVOLUMEPCRATIO,PERATIO,PILOT,PPO,PPO_SIGNAL,PPO_HISTOGRAM,PRICE,PRICE2BK,PRICE2TANBK,PRICERANGE,PRICE_USD,QUICKRATIO,REBATERATE,REGIMBALANCE,REGIMBALANCEADVRATIOPERC,RETEQUITY,SHORTABLESHARES,SHORTOFFLOATPERC,SHORTSALERESTRICTED,SIC,ISSUER_COUNTRY_CODE,SOCSACT,SOCSNET,STKTYPE,STVOLUME_3MIN,STVOLUME_5MIN,STVOLUME_10MIN,TRADECOUNT,TRADERATE,UNSHORTABLE,VOLUME,VOLUMERATE,VOLUME_USD,RCGLTCLASS,RCGLTENDDATE,RCGLTIVALUE,RCGLTTRADE,RCGITCLASS,RCGITENDDATE,RCGITIVALUE,RCGITTRADE,RCGSTCLASS,RCGSTENDDATE,RCGSTIVALUE,RCGSTTRADE",
+        #     :group=>"STK.GLOBAL",
+        #     :shortName=>"US",
+        #     :cloudScanNotSupported=>"false"}
+        def instruments
+          @data[:xml][:ScanParameterResponse][:InstrumentList].first[:Instrument]
+        end
+
+        # returns a List of Hashes specifing ScanTypes
+        # >  C.received[:ScannerParameters].first.scan_types.first
+        # => {:displayName=>"Assets Under Management (AltaVista) Desc",
+        #     :scanCode=>"SCAN_etfAssets_DESC",
+        #     :instruments=>"ETF.EQ.US,ETF.FI.US",
+        #     :absoluteColumns=>"false",
+        #     :Columns=>{:ColumnSetRef=>{:colId=>"0", :name=>"PctPerf", :display=>"false", :displayType=>"DATA"},
+        #     :Column=>{:colId=>"6031", :name=>"Assets Under Management", :display=>"true", :displayType=>"DATA"}},
+        #     :supportsSorting=>"true",
+        #     :respSizeLimit=>"2147483647", :snapshotSizeLimit=>"2147483647",
+        #     :searchDefault=>"false", :access=>"unrestricted"}
+#
+
+        def scan_types
+          @data[:xml][:ScanParameterResponse][:ScanTypeList][:ScanType]
+        end
+      end
+
+      # Receives the current system time on the server side.
+      CurrentTime = def_message 49, [:time, :int] # long!
+
+
+      HeadTimeStamp = def_message( [88, 0], [:request_id, :int], [:date,  :int_date] ) do
+        # def to_human
+          "<#{self.message_type}:" +
+            "Request #{request_id}, First Historical Datapoint @ #{date.to_s}«"
+      end
+
+      # Receive Reuters global fundamental market data. There must be a subscription to
+      # Reuters Fundamental set up in Account Management before you can receive this data.
+      FundamentalData = def_message 51, [:request_id, :int], [:xml, :xml]
+
+      ContractDataEnd = def_message 52, [:request_id, :int]
+
+      OpenOrderEnd = def_message 53
+
+      AccountDownloadEnd = def_message 54, [:account_name, :string]
+
+      ExecutionDataEnd = def_message 55, [:request_id, :int]
+
+      MarketDataType = def_message 58, [:request_id, :int], [:market_data_type, :int] do
+          "<#{self.message_type}:" +
+            " switched to »#{MARKET_DATA_TYPES[market_data_type]}«" # to_human
+        end
+
+      CommissionReport =
+          def_message 59, [:exec_id, :string],
+                      [:commission, :decimal], # Commission amount.
+                      [:currency, :string], # Commission currency
+                      [:realized_pnl, :decimal_max],
+                      [:yield, :decimal_max],
+                      [:yield_redemption_date, :int] # YYYYMMDD format
+
+      SecurityDefinitionOptionParameter = OptionChainDefinition = def_message [75,0] ,
+                                [:request_id, :int],
+                                [:exchange, :string],
+                                [:con_id, :int],   # underlying_con_id
+                                [:trading_class, :string],
+                                [:multiplier, :int]
+
+      class OptionChainDefinition
+          using IB::Support   # defines tws-method for Array  (socket.rb)
+          def load
+            super
+            load_map  [:expirations, :array, proc {  @buffer.read_date }],
+                      [:strikes, :array, proc {  @buffer.read_decimal } ]
+          end
+          def expirations
+            @data[:expirations]
+          end
+          def strikes
+            @data[:strikes]
+          end
+
+          def to_human
+            "OptionChainDefinition #{trading_class}@#{exchange} [#{multiplier} X ] strikes: #{strikes.first} - #{strikes.last} expirations: #{expirations.first} - #{expirations.last}"
+          end
+      end
+
+       OptionChainDefinitionEnd  = SecurityDefinitionOptionParameterEnd = def_message [76,0 ],
+                                [ :request_id, :int ]
+
+
+      #<- 1-9-789--USD-CASH-----IDEALPRO--CAD------
+      #-> ---81-123-5.0E-5--0-
+
+      MarketDepthExchanges =  def_message [80,0],
+                                [ :request_id, :int ]
+
+      TickRequestParameters = def_message [81, 0], [ :ticker_id, :int ],
+                [ :min_tick, :decimal],
+                [ :exchange, :string ],
+                [ :snapshot_permissions, :int ]
+#      class TickRequestParameters
+# def load
+#   simple_load
+# end
+ #     end
+
+
+      RequestManagedAccounts = def_message 17
+      AccountSummaryEnd = def_message 64
+
+      PositionDataEnd = def_message 62
+
+      PositionsMultiEnd =  def_message 72
+
+      TickSnapshotEnd = def_message 57, [:ticker_id, :int]
+
+      AccountUpdatesMultiEnd =  def_message 74
+
+      AccountUpdateTime = def_message 8, [:time_stamp, :string]
+
+      AccountValue = def_message([6, 2], AccountMessage,
+                                 [:account_value, :key, :symbol],
+                                 [:account_value, :value, :string],
+                                 [:account_value, :currency, :string],
+                                 [:account, :string])
+
+
+      AccountUpdatesMulti =  def_message( 73,
+                                [ :request_id, :int ],
+                                [ :account , :string ],
+                                [ :model, :string ],
+                                [ :key    ,  :string ],
+                                [ :value ,   :float],
+                                [ :currency, :string ])
+      AccountSummary = def_message(63, AccountMessage,
+                                   [:request_id, :int],
+                                  [ :account, :string ],
+                                  [:account_value, :key, :symbol],
+                                  [:account_value, :value, :string],
+                                  [:account_value, :currency, :string]
+                                  )
+
+      ### Require standalone source files for more complex message classes:
+
+#      require 'ib/messages/incoming/alert'
+#      require 'ib/messages/incoming/contract_data'
+#      require 'ib/messages/incoming/delta_neutral_validation'
+#      require 'ib/messages/incoming/execution_data'
+#      require 'ib/messages/incoming/historical_data'
+#      require 'ib/messages/incoming/market_depths'
+#      require 'ib/messages/incoming/next_valid_id'
+#      require 'ib/messages/incoming/open_order'
+#      require 'ib/messages/incoming/order_status'
+#      require 'ib/messages/incoming/account_value'
+#      require 'ib/messages/incoming/portfolio_value'
+#      require 'ib/messages/incoming/real_time_bar'
+#      require 'ib/messages/incoming/scanner_data'
+#      require 'ib/messages/incoming/ticks'
+#
+    end # module Incoming
+  end # module Messages
+end # module IB
+
+
+__END__
+    // incoming msg id's
+    ## api 9.71v (python)
+    # incoming msg id's
+    class IN:
+        TICK_PRICE                = 1
+        TICK_SIZE                 = 2
+        ORDER_STATUS              = 3
+        ERR_MSG                   = 4
+        OPEN_ORDER                = 5
+        ACCT_VALUE                = 6
+        PORTFOLIO_VALUE           = 7
+        ACCT_UPDATE_TIME          = 8
+        NEXT_VALID_ID             = 9
+        CONTRACT_DATA             = 10
+        EXECUTION_DATA            = 11
+        MARKET_DEPTH              = 12
+        MARKET_DEPTH_L2           = 13
+        NEWS_BULLETINS            = 14
+        MANAGED_ACCTS             = 15
+        RECEIVE_FA                = 16
+        HISTORICAL_DATA           = 17
+        BOND_CONTRACT_DATA        = 18
+        SCANNER_PARAMETERS        = 19
+        SCANNER_DATA              = 20
+        TICK_OPTION_COMPUTATION   = 21
+        TICK_GENERIC              = 45
+        TICK_STRING               = 46
+        TICK_EFP                  = 47
+        CURRENT_TIME              = 49
+        REAL_TIME_BARS            = 50
+        FUNDAMENTAL_DATA          = 51
+        CONTRACT_DATA_END         = 52
+        OPEN_ORDER_END            = 53
+        ACCT_DOWNLOAD_END         = 54
+        EXECUTION_DATA_END        = 55
+        DELTA_NEUTRAL_VALIDATION  = 56
+        TICK_SNAPSHOT_END         = 57
+        MARKET_DATA_TYPE          = 58
+        COMMISSION_REPORT         = 59   ## 
+  ### const below are new in api 9.71
+        POSITION_DATA             = 61
+        POSITION_END              = 62
+        ACCOUNT_SUMMARY           = 63
+        ACCOUNT_SUMMARY_END       = 64
+        VERIFY_MESSAGE_API        = 65
+        VERIFY_COMPLETED          = 66
+        DISPLAY_GROUP_LIST        = 67
+        DISPLAY_GROUP_UPDATED     = 68
+        VERIFY_AND_AUTH_MESSAGE_API = 69
+        VERIFY_AND_AUTH_COMPLETED   = 70
+        POSITION_MULTI            = 71
+        POSITION_MULTI_END        = 72
+        ACCOUNT_UPDATE_MULTI      = 73
+        ACCOUNT_UPDATE_MULTI_END  = 74
+        SECURITY_DEFINITION_OPTION_PARAMETER = 75
+        SECURITY_DEFINITION_OPTION_PARAMETER_END = 76
+        SOFT_DOLLAR_TIERS         = 77
+        FAMILY_CODES              = 78
+        SYMBOL_SAMPLES            = 79
+        MKT_DEPTH_EXCHANGES       = 80
+        TICK_REQ_PARAMS           = 81
+        SMART_COMPONENTS          = 82
+        NEWS_ARTICLE              = 83
+        TICK_NEWS                 = 84
+        NEWS_PROVIDERS            = 85
+        HISTORICAL_NEWS           = 86
+        HISTORICAL_NEWS_END       = 87
+        HEAD_TIMESTAMP            = 88
+        HISTOGRAM_DATA            = 89
+        HISTORICAL_DATA_UPDATE    = 90
+        REROUTE_MKT_DATA_REQ      = 91
+        REROUTE_MKT_DEPTH_REQ     = 92
+        MARKET_RULE               = 93
+        PNL                       = 94
+        PNL_SINGLE                = 95
+        HISTORICAL_TICKS          = 96
+        HISTORICAL_TICKS_BID_ASK  = 97
+        HISTORICAL_TICKS_LAST     = 98
+        TICK_BY_TICK              = 99
+    # VER 10
+        ORDER_BOUND               = 100
+        COMPLETED_ORDER           = 101
+        COMPLETED_ORDERS_END      = 102
+        REPLACE_FA_END            = 103
+        WSH_META_DATA             = 104
+        WSH_EVENT_DATA            = 105
+        HISTORICAL_SCHEDULE       = 106

data/lib/ib/messages/outgoing/abstract_message.rb

@@ -0,0 +1,84 @@
+module IB
+  module Messages
+    module Outgoing
+
+      # Container for specific message classes, keyed by their message_ids
+      Classes = {}
+
+      class AbstractMessage < IB::Messages::AbstractMessage
+
+        def initialize data={}
+          @data = data
+          @created_at = Time.now
+        end
+
+        # This causes the message to send itself over the server socket in server[:socket].
+        # "server" is the @server instance variable from the IB object.
+        # You can also use this to e.g. get the server version number.
+        #
+        # Subclasses can either override this method for precise control over how
+        # stuff gets sent to the server, or else define a method encode() that returns
+        # an Array of elements that ought to be sent to the server by calling to_s on
+        # each one and postpending a '\0'.
+        #
+        def send_to socket
+          Connection.logger.debug to_s
+          socket.send_messages self.preprocess #.each {|data| socket.write_data data}
+        end
+
+        # Same message representation as logged by TWS into API messages log file
+        def to_s
+          self.preprocess.join('-')
+        end
+
+        # Pre-process encoded message Array before sending into socket, such as
+        # changing booleans into 0/1 and stuff
+        def preprocess
+          self.encode.flatten.reject{ |x| x == "do not include"}.map {|data| data == true ? 1 : data == false ? 0 : data }
+        end
+
+        # Encode message content into (possibly, nested) Array of values.
+        # At minimum, encoded Outgoing message contains message_id and version.
+        # Most messages also contain (ticker, request or order) :id.
+        # Then, content of @data Hash is encoded per instructions in data_map.
+        # This method may be modified by message subclasses!
+  #
+  # If the version is zero, omit its apperance (for redesigned message-types as place-order, historical-data, etc)
+        def encode
+          ## create a proper request_id  and erase :id and :ticker_id if nessesary
+          if self.class.properties?.include?(:request_id)
+            @data[:request_id] = if  @data[:request_id].blank? && @data[:ticker_id].blank? && @data[:id].blank?
+                                   rand(9999)
+                                 else
+                                   @data[:id] || @data[:ticker_id] || @data[:request_id]
+                                 end
+            @data[:id] = @data[:ticker_id] = nil
+          end
+         [
+           self.class.version.zero? ? self.class.message_id : [ self.class.message_id, self.class.version ],
+           #  include :id, :ticker_id, :local_id or :order_id  as first field of the message (if present)
+           @data[:id] || @data[:ticker_id] ||# @data[:request_id] ||  # id, ticker_id, local_id, order_id
+           @data[:local_id] || @data[:order_id] || [],                # do not appear in data_map
+           self.class.data_map.map do |(field, default_method, args)| # but request_id does
+             case
+             when default_method.nil?
+               @data[field]
+
+             when default_method.is_a?(Symbol) # method name with args
+               @data[field].send default_method, *args
+
+             when default_method.respond_to?(:call) # callable with args
+               default_method.call @data[field], *args
+
+             else # default
+               @data[field].nil? ? default_method : @data[field] # may be false still
+             end
+           end
+           ]
+          # TWS wants to receive booleans as 1 or 0
+        end
+
+      end # AbstractMessage
+    end # module Outgoing
+  end # module Messages
+end # module IB