ib-api 972.0 → 972.4

data/example/fa_accounts

@@ -1,25 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script receives Financial Adviser and Managed Accounts info
-
-require 'bundler/setup'
-require 'ib-api'
-
-# First, connect to IB TWS.
-ib = IB::Connection.new client_id: 1114,  port: 4002 #, :port => 7496 # TWS
-
-# Subscribe to TWS alerts/errors and FA/managed account info
-ib.subscribe(:Alert, :ManagedAccounts, :ReceiveFA) { |msg| puts msg.to_human }
-
-##
-## type of Financial Advisor configuration data
- #                    being received from TWS. Valid values include:
- #                    1 = GROUPS, 2 = PROFILE, 3 = ACCOUNT ALIASES
-
-ib.send_message :RequestFA, fa_data_type: 3  
-ib.send_message :RequestManagedAccounts
-
-ib.wait_for :ReceiveFA
-
-
-

data/example/fundamental_data

@@ -1,40 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script downloads Fundamental data for specific symbols from IB
-# This only works IF you have Reuters data subscription!
-
-require 'bundler/setup'
-
-require 'ib-api'
-
-# allocate two variables
-request_id, snapshot_data  =  nil
-
-ib = IB::Connection.new port: 7496,  :client_id => 1112 do  | gw | #, :port => 7496 # TWS
- gw.subscribe(:Alert) { |msg| puts msg.to_human }
-
- # Fundamental Data will arrive in XML format, we need to parse it
- gw.subscribe(:FundamentalData) { |msg| snapshot_data = msg.xml  if msg.request_id == request_id }
-end
-
-# Request Fundamental Data for IBM. Possible report types:
-#     'estimates' - Estimates
-#     'finstat'   - Financial statements
-#     'snapshot' - Summary
-request_id = ib.send_message :RequestFundamentalData,
-                :contract => IB::Stock.new( symbol: 'ibm' ),
-                :report_type => 'snapshot'
-
-# Needs some time to receive and parse XML. Standard timeout of 1 sec is just too low.
-ib.wait_for  :FundamentalData 
-
-# Now just extract and use all the fundamental data you needed
- puts snapshot_data[:ReportSnapshot][:TextInfo][:Text]
- 
- pp snapshot_data[:ReportSnapshot][:Ratios]
-STDIN.gets
-
-puts "Displaying the complete transmitted data:"
-puts ""
-
-pp snapshot_data

data/example/historic_data_cli

@@ -1,186 +0,0 @@
-#!/usr/bin/env ruby
-# This script connects to IB API, and downloads historic data
-
-require 'rubygems'
-require 'time'
-require 'getopt/long'
-require 'bundler/setup'
-require 'ib-api'
-
-include Getopt
-
-opt = Getopt::Long.getopts(
-    ["--help", BOOLEAN],
-    ["--end", REQUIRED],
-    ["--port", REQUIRED],
-    ["--security", REQUIRED],
-    ["--duration", REQUIRED],
-    ["--barsize", REQUIRED],
-    ["--csv", BOOLEAN],
-    ["--dateformat", REQUIRED],
-    ["--nonregularhours", BOOLEAN],
-    ["--what", OPTIONAL]
-)
-
-if opt["help"] || opt["security"].nil? || opt["security"].empty?
-  puts <<ENDHELP
-
-This program requires a TWS or Gateway running on localhost.
-
-----------
-
-One argument is required: --security, the security specification you want, in
-"long serialized IB-Ruby" format. This is a colon-separated string of the format:
-
-   symbol:security_type:expiry:strike:right:multiplier:exchange:primary_exchange:currency:local_symbol
-
-Fields not needed for a particular security should be left blank (e.g. strike and right are only relevant for options.)
-
-For example, to query the Apple 500 Strike Call expiring in January 2013, use:
-
-  $ ./historic_data_cli --security AAPL:OPT:202101:200:CALL::SMART::USD:
-
-Consult contract.rb for allowed values, and see also the examples in the symbols/ directory
-(load them in irb and run security#serialize_ib_ruby to see the appropriate string.)
-
-----------
-
-Options:
-
---end is is the last time we want data for. The default is now.
-  This is eval'ed by Ruby, so you can use a Ruby expression, which must return a Time object.
-
---duration is time period before --end, in seconds. The default is 86400 sec (1 day).
-  TWS imposes limit of 86400 sec (1 day) worth of historic data per request.
-
---what determines what the data will be comprised of. This can be
-  "trades", "midpoint", "bid", or "ask". The default is "trades".
-
---barsize determines how long each bar will be.
-
-  Possible bar values (from the IB documentation):
-  Values less than 30 sec do not appear to work for some securities.
-
-  sec1 = 1 sec
-  sec5 = 5 sec
-  sec15 = 15 sec
-  sec30 = 30 sec
-  min1 = 1 minute
-  min2 = 2 minutes
-  min5 = 5 minutes
-  min15 = 15 minutes (default)
-  min30 = 30 minutes
-  hour1 = 1 hour
-  day1 = 1 day
-
---nonregularhours : Normally, only data from the instrument's regular trading
- hours is returned. If --nonregularhours is given, all data available during the time
- span requested is returned, even for time intervals when the market was illiquid.
-
---dateformat : 1 (default) human-readable time/date format, like "20050307 11:32:16".
- If you set it to 2 instead, you will get UNIX epoch offsets (seconds since Jan 1, 1970).
-
---csv : print out the historic data in CSV format, with header.
-
---port : 4001 for Gateway (default), 7496 for TWS, or your custom port
-
-ENDHELP
-  exit
-end
-
-### Parameters
-
-# DURATION is how much historic data we want, in seconds, before END_DATE_TIME.
-DURATION = (opt["duration"] && opt["duration"].to_i) || 86400
-
-if DURATION > 86400
-  STDERR.puts("\nTWS rejects --duration longer than 86400 seconds (1 day).\n")
-  exit(1)
-end
-
-# This is the last time we want data for.
-END_DATE_TIME = (opt["end"] && eval(opt["end"]).to_ib) || Time.now.to_ib
-
-# This can be :trades, :midpoint, :bid, or :asked
-WHAT = (opt["what"] && opt["what"].to_sym) || :trades
-
-
-# Values less than 4 do not appear to actually work; they are rejected by the server.
-#
-BAR_SIZE = (opt["barsize"] && opt["barsize"].to_sym) || :min15
-
-# If REGULAR_HOURS_ONLY is set to 0, all data available during the time
-# span requested is returned, even data bars covering time
-# intervals where the market in question was illiquid. If useRTH
-# has a non-zero value, only data within the "Regular Trading
-# Hours" of the product in question is returned, even if the time
-# span requested falls partially or completely outside of them.
-
-REGULAR_HOURS_ONLY = opt["nonregularhours"] ? 0 : 1
-
-# Using a DATE_FORMAT of 1 will cause the dates in the returned
-# messages with the historic data to be in a text format, like
-# "20050307 11:32:16". If you set :format_date to 2 instead, you
-# will get an offset in seconds from the beginning of 1970, which
-# is the same format as the UNIX epoch time.
-
-DATE_FORMAT = (opt["dateformat"] && opt["dateformat"].to_i) || 1
-
-PORT = (opt["port"] && opt["port"]) || '4002'
-
-lastMessageTime = Queue.new # for communicating with the reader thread.
-
-# First, connect to IB TWS.
-ib = IB::Connection.new( :client_id => 1112, :port => PORT) do | gw|
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert) { |msg| puts msg.to_human }
-
-
-	# Subscribe to incoming HistoricalData events. The code passed in the
-	# block will be executed when a message of the subscribed type is
-	# received, with the received message as its argument. In this case,
-	# we just print out the data.
-	#
-	# Note that we have to look the ticker id of each incoming message
-	# up in local memory to figure out what security it relates to.
-	# The incoming message packet from TWS just identifies it by ticker id.
-	#
-	gw.subscribe(:HistoricalData) do |msg|
-		if opt["csv"]
-			puts "date,time,open,high,low,close,volume,wap,has_gaps"
-			msg.results.each do |datum|
-				puts "#{datum.time},#{datum.open},#{datum.high},#{datum.low}," +
-				"#{datum.close},#{datum.volume},#{datum.wap},#{datum.has_gaps}"
-			end
-		n
-			STDERR.puts "Received #{msg.count} items:"
-			msg.results.each { |datum| puts datum.to_s }
-		end
-		lastMessageTime.push(Time.now)
-	end
-end 
-# Now we actually request historical data for the symbols we're
-# interested in.  TWS will respond with a HistoricalData message,
-# which will be received by the code above.
-ib.send_message :RequestHistoricalData,
-                :request_id => 123,
-                :contract => opt["security"],
-                :end_date_time => END_DATE_TIME,
-                :duration => DURATION, # seconds == 1 hour
-                :bar_size => BAR_SIZE, # 1 minute bars
-                :what_to_show => WHAT,
-                :use_RTH => REGULAR_HOURS_ONLY,
-		:keep_up_todate => 0,
-                :format_date => DATE_FORMAT
-
-# A complication here is that IB does not send any indication when all historic data
-# is done being delivered. So we have to guess - when there is no more new data for
-# some period, we interpret that as "end of data" and exit.
-sleep 2
-while true
-  lastTime = lastMessageTime.pop # blocks until a message is ready on the queue
-  sleep 0.1 # .. wait ..
-  exit if lastMessageTime.empty? # if still no more messages after 2 more seconds, exit.
-end
-

data/example/list_orders

@@ -1,45 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script retrieves list of all Orders from TWS
-
-require 'bundler/setup'
-require 'ib-api'
-
-# Connect to IB as 0 (TWS) to retrieve all Orders, including TWS-generated ones
-ib = IB::Connection.new :client_id => 0  do |gw| #   , :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors and order-related messages
-	counter = 0
-
-	gw.subscribe(:Alert, :ManagedAccounts, :OrderStatus, :OpenOrderEnd) { |msg| puts msg.to_human }
-
-	gw.subscribe(:OpenOrder) do |msg|
-		counter += 1
-		puts "#{counter}: #{msg.to_human}"
-
-	# Get rid of logging verbosity
-	gw.logger.level =  Logger::FATAL
-	end
-end
-
-## fire request
-ib.send_message :RequestAllOpenOrders
-
-# Wait for IB to respond to our request
-ib.wait_for :OpenOrderEnd
-sleep 1 # Let printer do the job
-
-=begin
----> expected output
-1: <OpenOrder: <Bag: GOOG SMART USD legs: 269330045|1,269562569|1,301964119|-2 > <Order: LMT GTC buy 10.0 0.06 PreSubmitted #9/561364885 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: PreSubmitted #9/561364885 from 1112 filled 0.0/10.0 at 0.0/0.0 why_held locate>>
-2:<OpenOrder: <Stock: WFC USD> <Order: LMT DAY sell 100.0 34.05 PreSubmitted #19/561364895 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: PreSubmitted #19/561364895 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held child,locate>>
-3: <OpenOrder: <Stock: WFC USD> <Order: STP DAY sell 100.0 0.0 PreSubmitted /33.55#18/561364894 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: PreSubmitted #18/561364894 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held child,locate,trigger>>
-4: <OpenOrder: <Bag: GOOG SMART USD legs: 269330045|1,269562569|1,301964119|-2 > <Order: LMT GTC buy 10.0 0.06 PreSubmitted #8/1562725198 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: PreSubmitted #8/1562725198 from 1112 filled 0.0/10.0 at 0.0/0.0 why_held locate>>
-5: <OpenOrder: <Stock: WFC USD> <Order: LMT GTC buy 100.0 1.72 Submitted #3/1562725193 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: Submitted #3/1562725193 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held >>
-<OpenOrderEnd: >
-=end 

data/example/portfolio_csv

@@ -1,81 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script exports your IB portfolio in a CSV format. Usage:
-# $ example/portfolio_csv [account] > portfolio.csv
-
-require 'bundler/setup'
-require 'ib-ruby'
-
-# Only for Advisors: you need to provide account id such as U666777
-account = ARGV[0] || ''
-accounts = []
-
-# Connect to IB TWS and subscribe to events
-ib = IB::Connection.new( :client_id => 1112 , port: 4002 ) do |gw| # , :port => 7496 # TWS
-
-	# Redirect TWS alerts/errors to STDERR to keep output file clean
-	#gw.subscribe(:Alert) { |msg| STDERR.puts msg.to_human }
-
-	# Subscribe to TWS alerts/errors and account-related messages
-	# that TWS sends in response to account data request
-	gw.subscribe(:Alert) do |msg|
-			## if an account is not given. but required, (Error 321 indicates this) 
-			## fetch data from the last account detected. (The first is most probably the Advisor-Account)
-											if  msg.code == 321
-												account = accounts.last
-												gw.send_message :RequestAccountData, :subscribe => true, :account_code => account
-											else
-												puts msg.to_human
-											end
-								end
-	# Silently ignore account-related messages other than :PortfolioValue
-	gw.subscribe(:AccountUpdateTime, :AccountValue, :ManagedAccounts, :AccountDownloadEnd) {}
-	# Get rid of logging verbosity
-	gw.logger.level =  Logger::FATAL
-
-	## Just in case: put account-names into accounts-array
-	gw.subscribe(:ManagedAccounts){  |msg| accounts = msg.accounts_list.split ',' }
-end
-
-# Output CSV headers
-puts %w[Symbol
-        SecType
-        Expiry
-        Strike
-        Right
-        Currency
-        LocalSymbol
-        Position
-        MarketPrice
-        MarketValue
-        AvgCost
-        UnrealizedPNL
-        RealizedPNL
-        Account].map {|val| "\"#{val}\""}.join(",")
-
-# Output each portfolio position as a single line in CSV format
-ib.subscribe(:PortfolioValue) do |msg|
-  contract = msg.contract
-  csv = [ contract.symbol,
-          IB::CODES[:sec_type][contract.sec_type],
-          contract.expiry,
-          contract.strike == 0 ? "" : contract.strike,
-          contract.right == :none ? "" : contract.right,
-          contract.currency,
-          contract.local_symbol,
-          msg.position,
-          msg.market_price,
-          msg.market_value,
-          msg.average_cost,
-          msg.unrealized_pnl,
-          msg.realized_pnl,
-          msg.account_name
-        ].map {|val| "\"#{val}\""}.join(",")
-   puts csv
-end
-
-# Request account data, wait for its end, unsubscribe
-ib.send_message :RequestAccountData, :subscribe => true, :account_code => account
-ib.wait_for :AccountDownloadEnd, 30
-ib.send_message :RequestAccountData, :subscribe => false, :account_code => account
-sleep 0.5

data/example/scanner_data

@@ -1,62 +0,0 @@
-#!/usr/bin/env ruby
-#  This Script needs testing.  remove this line after sucessfully using the scanner facility
-#
-# This script setups a scan request and retreives the results.
-
-require 'rubygems'
-require 'bundler/setup'
-require 'ib-api'
-
-
-
-# Connect to IB TWS.
-ib = IB::Connection.new :client_id => 1112 , port: 7496 do | gw | #, :port => 7497 # TWS
-
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert) { |msg| puts msg.to_human }
-
-
-	# Subscribe to ScannerData incoming events.  The code passed in the block
-	# will be executed when a message of that type is received, with the received
-	# message as its argument. In this case, we just print out the data.
-	#
-	gw.subscribe(IB::Messages::Incoming::ScannerData) do |msg|
-		puts "ID: #{msg.request_id} : #{msg.count} items:"
-		msg.results.each { |entry| puts "  #{entry}" }
-	end
-end
-id = 42
-# Now we actually request scanner data for the type of scan we are interested.
-# Some scan types can be found here:  http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/tables/available_market_scanners.htm
-mess = IB::Messages::Outgoing::RequestScannerSubscription.new(
-                    :request_id => id,
-                    :number_of_rows => 20,
-                    :instrument => "STK",
-                    :location_code => 'STK.US.MAJOR',
-                    :scan_code  => 'TOP_PERC_GAIN',
-                    :above_price => 4.0,
-                    :below_price => Float::MAX,
-                    :above_volume => 5000,
-                    :market_cap_above => 100000000,
-                    :market_cap_below =>  Float::MAX,
-                    :moody_rating_above => "",
-                    :moody_rating_below => "",
-                    :sp_rating_above => "",
-                    :sp_rating_below => "",
-                    :maturity_date_above => "",
-                    :maturity_date_below => "",
-                    :coupon_rate_above => Float::MAX,
-                    :coupon_rate_below => Float::MAX,
-                    :exclude_convertible => "",
-                    :average_option_volume_above => "", # ?
-                    :scanner_setting_pairs => "Annual,true",
-                    :stock_type_filter => "Stock"
-                    )
-                    
-ib.send_message( mess )   
-
-# IB does not send any indication when all  data is done being delivered.
-# So we need to interrupt manually when our request is answered.
-puts "\n******** Press <Enter> to exit... *********\n\n"
-STDIN.gets

data/example/template

@@ -1,19 +0,0 @@
-#!/usr/bin/env ruby
-#
-# Your script description here...
-
-require 'bundler/setup'
-require 'ib-api'
-
-# First, connect to IB TWS and subscribe for events. 
-ib = IB::Connection.new :client_id => 1112  do | gw | #, :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert, :ManagedAccounts) { |msg| puts msg.to_human }
-	# Set log level
-	gw.logger.level = Logger::FATAL # DEBUG  -- INFO -- WARN -- ERROR  -- FATAL
-
-end
-# Put your code here
-# ...
-