ib-api 972.5 → 972.5.2

data/lib/ib/connection.rb

@@ -35,76 +35,81 @@ module IB
     alias next_order_id= next_local_id=
 
     def initialize host: '127.0.0.1',
-                   port: '4002', # IB Gateway connection (default --> demo) 4001:  production
-                       #:port => '7497', # TWS connection  --> demo				  7496:  production
-                   connect: true, # Connect at initialization
-                   received:  true, # Keep all received messages in a @received Hash
-#									 redis: false,    # future plans
-                   logger: nil,
-                   client_id:  rand( 1001 .. 9999 ) ,
-                   client_version: IB::Messages::CLIENT_VERSION,	# lib/ib/server_versions.rb
-									 optional_capacities: "", # TWS-Version 974: "+PACEAPI"
-                   #server_version: IB::Messages::SERVER_VERSION, # lib/messages.rb
-		   **any_other_parameters_which_are_ignored
-			 # V 974 release motes
-# API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect.
-
-    self.class.configure_logger logger
-    # convert parameters into instance-variables and assign them
-    method(__method__).parameters.each do |type, k|
-			next unless type == :key  ##  available: key , keyrest
-      next if k.to_s == 'logger'
-				v = eval(k.to_s)
-				instance_variable_set("@#{k}", v) unless v.nil?
-		end
-
-		# A couple of locks to avoid race conditions in JRuby
-		@subscribe_lock = Mutex.new
-		@receive_lock = Mutex.new
-		@message_lock = Mutex.new
-
-		@connected = false
-		self.next_local_id = nil
+      port: '4002', # IB Gateway connection (default --> demo) 4001:  production
+      #:port => '7497', # TWS connection  --> demo				  7496:  production
+      connect: true, # Connect at initialization
+      received:  true, # Keep all received messages in a @received Hash
+      #									 redis: false,    # future plans
+      logger: nil,
+      client_id:  rand( 1001 .. 9999 ) ,
+      client_version: IB::Messages::CLIENT_VERSION,	# lib/ib/server_versions.rb
+      optional_capacities: "", # TWS-Version 974: "+PACEAPI"
+      #server_version: IB::Messages::SERVER_VERSION, # lib/messages.rb
+      **any_other_parameters_which_are_ignored
+    # V 974 release motes
+    # API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect.
+
+      self.class.configure_logger logger
+      # convert parameters into instance-variables and assign them
+      method(__method__).parameters.each do |type, k|
+        next unless type == :key  ##  available: key , keyrest
+        next if k.to_s == 'logger'
+        v = eval(k.to_s)
+        instance_variable_set("@#{k}", v) unless v.nil?
+      end
 
-		#     self.subscribe(:Alert) do |msg|
-		#       puts msg.to_human
-		#     end
+      # A couple of locks to avoid race conditions in JRuby
+      @subscribe_lock = Mutex.new
+      @receive_lock = Mutex.new
+      @message_lock = Mutex.new
 
-		# TWS always sends NextValidId message at connect -subscribe save this id
-		## this block is executed before tws-communication is established
-		yield self if block_given?
+      @connected = false
+      self.next_local_id = nil
 
-		self.subscribe(:NextValidId) do |msg|
-      self.logger.progname = "Connection#connect"
-			self.next_local_id = msg.local_id
-      self.logger.info { "Got next valid order id: #{next_local_id}." }
-		end
-
-		# Ensure the transmission of NextValidId.
-		# works even if no reader_thread is established
-		if connect
-			disconnect if connected?
-			 update_next_order_id
-			Kernel.exit if self.next_local_id.nil?
-		end
-		#start_reader if @received && connected?
-		Connection.current = self
-		end
+      # TWS always sends NextValidId message at connect -subscribe save this id
+      self.subscribe(:NextValidId) do |msg|
+        self.logger.progname = "Connection#connect"
+        self.next_local_id = msg.local_id
+        self.logger.info { "Got next valid order id: #{next_local_id}." }
+      end
+      #
+      # this block is executed before tws-communication is established
+      # Its intended for globally available subscriptions of tws-messages
+      yield self if block_given?
+
+      if connect
+        disconnect if connected?
+        update_next_order_id
+        Kernel.exit if self.next_local_id.nil?  # emergency exit. 
+        # update_next_order_id should have raised an error
+      end
+      Connection.current = self
+    end
 
 		# read actual order_id and
 		# connect if not connected
 		def update_next_order_id
-			i,finish = 0, false
-			sub = self.subscribe(:NextValidID) { finish =  true }
-			connected? ? self.send_message( :RequestIds ) : open()
-			Timeout::timeout(1, IB::TransmissionError,"Could not get NextValidId" ) do
-				loop { sleep 0.1; break if finish  }
-			end
-			self.unsubscribe sub
-		end
+      q = Queue.new
+      subscription = subscribe(:NextValidId){ |msg| q.push msg.local_id }
+      unless connected?
+        connect() # connect implies requesting NextValidId
+      else
+        send_message :RequestIds
+      end
+      th = Thread.new { sleep 5; q.close }
+      local_id = q.pop
+      if q.closed?
+        error "Could not get NextValidID", :reader
+      else
+        th.kill
+      end
+      unsubscribe subscription
+      local_id  # return next_id
+    end
 
 		### Working with connection
-
+    #
+    ### connect can be called directly. but is mostly called through update_next_order_id
 		def connect
 			logger.progname='IB::Connection#connect'
 			if connected?
@@ -123,10 +128,6 @@ module IB
 				@local_connect_time = Time.now
 			end
 
-			# Sending (arbitrary) client ID to identify subsequent communications.
-			# The client with a client_id of 0 can manage the TWS-owned open orders.
-			# Other clients can only manage their own open orders.
-
 			# V100 initial handshake
 			# Parameters borrowed from the python client
 			start_api = 71
@@ -134,14 +135,11 @@ module IB
 			#			optcap = @optional_capacities.empty? ? "" : " "+ @optional_capacities
 			socket.send_messages start_api, version, @client_id  , @optional_capacities
 			@connected = true
-			logger.info { "Connected to server, version: #{@server_version},\n connection time: " +
+			logger.fatal{ "Connected to server, version: #{@server_version}, " +
+                 "using client-id: #{client_id},\n   connection time: " +
 								 "#{@local_connect_time} local, " +
-									 "#{@remote_connect_time} remote."}
+									 "#{@remote_connect_time} remote." }
 
-			# if the client_id is wrong or the port is not accessible the first read attempt fails
-			# get the first message and proceed if something reasonable is recieved
-			the_message = process_message   # recieve next_order_id
-			error "Check Port/Client_id ", :reader if the_message == " "
 			start_reader
 		end
 
@@ -184,7 +182,7 @@ module IB
           when what.is_a?(Symbol)
             if Messages::Incoming.const_defined?(what)
               [Messages::Incoming.const_get(what)]
-            elsif TechnicalAnalysis::Signals.const_defined?(what)
+            elsif defined?( TechnicalAnalysis ) && TechnicalAnalysis::Signals.const_defined?(what)
               [TechnicalAnalysis::Signals.const_get?(what)]
             else
               error "#{what} is no IB::Messages or TechnicalAnalyis::Signals class"
@@ -258,6 +256,7 @@ module IB
 		#
 		# wait_for depends heavyly on Connection#received. If collection of messages through recieved
 		# is turned off, wait_for loses most of its functionality
+
     def wait_for *args, &block
       timeout = args.find { |arg| arg.is_a? Numeric } # extract timeout from args
       end_time = Time.now + (timeout || 1) # default timeout 1 sec
@@ -282,25 +281,40 @@ module IB
     # Process incoming messages during *poll_time* (200) msecs, nonblocking
     def process_messages poll_time = 50 # in msec
       time_out = Time.now + poll_time/1000.0
+      begin
       while (time_left = time_out - Time.now) > 0
         # If socket is readable, process single incoming message
-				#process_message if select [socket], nil, nil, time_left
+        if  RUBY_PLATFORM.match(/cygwin|mswin|mingw|bccwin|wince|emx/)
+          process_message if select [socket], nil, nil, time_left
+        
+
 				# the following  checks for shutdown of TWS side; ensures we don't run in a spin loop.
 				# unfortunately, it raises Errors in windows environment
-				# disabled for now
-        if select [socket], nil, nil, time_left
-        #  # Peek at the message from the socket; if it's blank then the
-        #  # server side of connection (TWS) has likely shut down.
-          socket_likely_shutdown = socket.recvmsg(100, Socket::MSG_PEEK)[0] == ""
-				#
-        #  # We go ahead process messages regardless (a no-op if socket_likely_shutdown).
-          process_message
-        #
-        #  # After processing, if socket has shut down we sleep for 100ms
-        #  # to avoid spinning in a tight loop. If the server side somehow
-        #  # comes back up (gets reconnedted), normal processing
-        #  # (without the 100ms wait) should happen.
-         sleep(0.1) if socket_likely_shutdown
+        else
+          if select [socket], nil, nil, time_left
+            #  # Peek at the message from the socket; if it's blank then the
+            #  # server side of connection (TWS) has likely shut down.
+            socket_likely_shutdown = socket.recvmsg(100, Socket::MSG_PEEK)[0] == ""
+    				#
+            #  # We go ahead process messages regardless (a no-op if socket_likely_shutdown).
+            process_message
+            #
+            #  # After processing, if socket has shut down we sleep for 100ms
+            #  # to avoid spinning in a tight loop. If the server side somehow
+            #  # comes back up (gets reconnedted), normal processing
+            #  # (without the 100ms wait) should happen.
+            sleep(0.1) if socket_likely_shutdown
+          end
+        end
+      end
+      rescue Errno::ECONNRESET => e
+        logger.fatal e.message
+        if e.message =~ /Connection reset by peer/
+          logger.fatal "Is another client listening on the same port?"
+          error "try reconnecting with a different client-id", :reader
+        else
+          logger.fatal "Aborting"
+          Kernel.exit
         end
       end
     end
@@ -374,15 +388,20 @@ module IB
     # If you don't start reader, you should manually poll @socket for messages
     # or use #process_messages(msec) API.
     def start_reader
-			return(@reader_thread) if @reader_running
-			if connected?
-				Thread.abort_on_exception = true
-				@reader_running = true
-				@reader_thread = Thread.new { process_messages while @reader_running }
-			else
-				logger.fatal {"Could not start reader, not connected!"}
-				nil  # return_value
-			end
+      if @reader_running
+        @reader_thread
+      elsif connected?
+        begin
+        Thread.abort_on_exception = true
+        @reader_running = true
+        @reader_thread = Thread.new { process_messages while @reader_running }
+      rescue Errno::ECONNRESET => e
+          logger.fatal e.message
+          Kernel.exit
+        end
+      else
+        error "Could not start reader, not connected!", :reader, true
+      end
     end
 
 		protected
@@ -408,13 +427,16 @@ module IB
 				# Create new instance of the appropriate message type,
 				# and have it read the message from socket.
 				# NB: Failure here usually means unsupported message type received
-				logger.error { "Got unsupported message #{msg_id}" } unless Messages::Incoming::Classes[msg_id]
-				error "Something strange happened - Reader has to be restarted" , :reader if msg_id.to_i.zero?
-				msg = Messages::Incoming::Classes[msg_id].new(the_decoded_message)
+        unless Messages::Incoming::Classes[msg_id]
+          logger.error { "Got unsupported message #{msg_id}" }
+          error "Something strange happened - Reader has to be restarted" , :reader, true if msg_id.to_i.zero?
+        else
+          msg = Messages::Incoming::Classes[msg_id].new(the_decoded_message)
+        end
 
 				# Deliver message to all registered subscribers, alert if no subscribers
 				# Ruby 2.0 and above: Hashes are ordered.
-				# Thus first declared subscribers of  a class are executed first
+				# Thus first declared subscribers of a class are executed first
 				@subscribe_lock.synchronize do
 					subscribers[msg.class].each { |_, subscriber| subscriber.call(msg) }
 				end

data/lib/ib/constants.rb

@@ -21,7 +21,11 @@ module IB
                '15 mins' =>:min15,
                '30 mins' =>:min30,
                '1 hour' =>:hour1,
-               '1 day' => :day1
+               '4 hours' =>:hour4,
+               '8 hours' =>:hour8,
+               '1 day' => :day1,
+               '1 week' => :week1,
+               '1 month' => :month1,
   }.freeze
 
   # Enumeration of data types.
@@ -199,7 +203,6 @@ module IB
        'PEG MID' => :pegged_to_midpoint, # Pegged-to-Midpoint
        'PEG BENCH' => :pegged_to_benchmark, # Pegged-to-Benmchmark # Vers. 102
        'VWAP' => :vwap, #                  VWAP-Guaranted
-       'OCA' => :one_cancels_all, #        One-Cancels-All
        'VOL' => :volatility, #             Volatility
        'SCALE' => :scale, #                Scale
        'NONE' => :none, # Used to indicate no hedge in :delta_neutral_order_type

data/lib/ib/errors.rb

@@ -38,7 +38,9 @@ def error message, type=:standard, backtrace=nil
     IB::FlexError.new message
   when :reader
     IB::TransmissionError.new message
+  when :verify
+    IB::VerifyError.new message
   end
-  e.set_backtrace(backtrace) if backtrace
+  e.set_backtrace(caller) if backtrace
   raise e
 end

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

@@ -4,10 +4,10 @@ module IB
 
       # Called Error in Java code, but in fact this type of messages also
       # deliver system alerts and additional (non-error) info from TWS.
-      ErrorMessage = Error = Alert = def_message([4, 2],
-                                                 [:error_id, :int],
-                                                 [:code, :int],
-                                                 [:message, :string])
+      Alert = def_message([4, 2],
+                          [:error_id, :int],
+                          [:code, :int],
+                          [:message, :string])
       class Alert
         # Is it an Error message?
         def error?

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

@@ -83,7 +83,7 @@ module IB
       TickGeneric = def_message [45, 6], AbstractTick,
                                 [:ticker_id, :int],
                                 [:tick_type, :int],
-                                [:value, :decimal]
+                                [:value, :float]
 
       TickString = def_message [46, 6], AbstractTick,
                                [:ticker_id, :int],

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

@@ -62,7 +62,7 @@ module IB
            bar_size,
            data_type.to_s.upcase,
            @data[:use_rth] ,
-	   "XYZ"   # not suported realtimebars option string
+	   ""   # not suported realtimebars option string
 	  ]
         end
       end # RequestRealTimeBars
@@ -189,7 +189,7 @@ module IB
           2 , # @data[:format_date], format-date is hard-coded as int_date in incoming/historicalData 
            contract.serialize_legs ,
 	   @data[:keep_up_todate],   # 0 / 1
-	  'XYZ'	#  chartOptions:TagValueList - For internal use only. Use default value XYZ. 	
+	  ''	#  chartOptions:TagValueList - For internal use only. Use default value XYZ. 	
 	  ]
         end
       end # RequestHistoricalData

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

@@ -74,9 +74,9 @@ module IB
            order.all_or_none || false,
            order.min_quantity || "",
            order.percent_offset || '',
-           order.etrade_only || false,
-           order.firm_quote_only || false,
-           order.nbbo_price_cap || "",
+           false, # was: order.etrade_only || false,  desupported in TWS > 981
+           false, # was: order.firm_quote_only || false,    desupported in TWS > 981
+           order.nbbo_price_cap || "", ## desupported in TWS > 981, too. maybe we have to insert a hard-coded "" here
            order[:auction_strategy],
            order.starting_price,
            order.stock_ref_price || "",

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

@@ -96,7 +96,7 @@ module IB
                       [:tick_list, ->(tick_list){ tick_list.is_a?(Array) ? tick_list.join(',') : (tick_list || '')}, []],
                       [:snapshot, false],
 		      [:regulatory_snapshot, false],
-		      [:mkt_data_options, "XYZ"]
+		      [:mkt_data_options, ""]
     end
   end
 end

data/lib/ib/raw_message.rb

@@ -0,0 +1,85 @@
+# frozen_string_literal: true
+
+module IB
+  # Convert data passed in from a TCP socket stream, and convert into
+  # raw messages. The messages
+  class RawMessageParser
+    HEADER_LNGTH = 4
+    def initialize(socket)
+      @socket = socket
+      @data = String.new
+    end
+
+    def each
+      while true
+      append_new_data
+
+      next unless length_data?
+      next unless enough_data?
+
+      length = next_msg_length
+      validate_data_header(length)
+
+      raw = grab_message(length)
+      validate_message_footer(raw, length)
+      msg = parse_message(raw, length)
+      remove_message
+      yield msg
+      end
+    end
+
+    # extract message and convert to
+    # an array split by null characters.
+    def grab_message(length)
+      @data.byteslice(HEADER_LNGTH, length)
+    end
+
+    def parse_message(raw, length)
+      raw.unpack1("A#{length}").split("\0")
+    end
+
+    def remove_message
+      length = next_msg_length
+      leftovers = @data.byteslice(length + HEADER_LNGTH..-1)
+      @data = if leftovers.nil?
+                String.new
+              else
+                leftovers
+              end
+    end
+
+    def enough_data?
+      actual_lngth = next_msg_length + HEADER_LNGTH
+      echo 'too little data' if next_msg_length.nil?
+      return false if next_msg_length.nil?
+      @data.bytesize >= actual_lngth
+    end
+
+    def length_data?
+      @data.bytesize > HEADER_LNGTH
+    end
+
+    def next_msg_length
+      #can't check length if first 4 bytes don't exist
+      length = @data.byteslice(0..3).unpack1('N')
+      return 0 if length.nil?
+      length
+    end
+
+    def append_new_data
+      @data += @socket.recv_from
+    end
+
+    def validate_message_footer(msg,length)
+      last = msg.bytesize
+      last_byte = msg.byteslice(last-1,last)
+      raise 'Could not validate last byte' if last_byte.nil?
+      raise "Message has an invalid last byte. expecting \0, received: #{last_byte}" if last_byte != "\0"
+    end
+
+    def validate_data_header(length)
+      return true if length <= 5000
+      raise 'Message is longer than sane max length'
+    end
+  end
+end

data/lib/ib/socket.rb

@@ -154,7 +154,7 @@ module IB
     def send_messages *data
       self.syswrite prepare_message(data)
     rescue Errno::ECONNRESET =>  e
-      Connection.logger.error{ "Data not accepted by IB \n
+      Connection.logger.fatal{ "Data not accepted by IB \n
 		    #{data.inspect} \n
 		    Backtrace:\n "}
       Connection.logger.error   e.backtrace
@@ -172,7 +172,7 @@ module IB
 	end while buffer.size == 4096
 	complete_message_buffer.join('')
       rescue Errno::ECONNRESET =>  e
-	    Connection.logger.error{ "Data Buffer is not filling \n
+	    Connection.logger.fatal{ "Data Buffer is not filling \n
 		    The Buffer: #{buffer.inspect} \n
 		    Backtrace:\n 
 	 #{e.backtrace.join("\n") } " }

data/lib/logging.rb

@@ -26,20 +26,21 @@ module Support
 				@logger = logger
 			end
 
-			def configure_logger(log=nil)
-				if log
+			def configure_logger(log= STDOUT)
+        if log.is_a? Logger
 					@logger = log
 				else
-          @logger = Logger.new(STDOUT)
-					@logger.level = Logger::INFO
-					@logger.formatter = proc do |severity, datetime, progname, msg|
+					@logger = Logger.new log
+        end
+        @logger.level = Logger::INFO
+        @logger.formatter = proc do |severity, datetime, progname, msg|
 					#	"#{datetime.strftime("%d.%m.(%X)")}#{"%5s" % severity}->#{msg}\n"
-						"#{"%5s" % severity}::#{msg}\n"
+						"#{"%1s" % severity[0]}: #{msg}\n"
 					end
-            @logger.debug "------------------------------ start logging ----------------------------"
-				end # branch
+        @logger.debug "------------------------------ start logging ----------------------------"
 			end # def
 		end # module ClassMethods
 	end # module Logging
 end # module Support
 
+# source: https://github.com/jondot/sneakers/blob/master/lib/sneakers/concerns/logging.rb

data/lib/models/ib/contract.rb

@@ -5,7 +5,7 @@ require 'models/ib/underlying'
 
 module IB
 
-  if defined?(Contract) 
+  if defined?(Contract)
 		#Connection.current.logger.warn "Contract already a #{defined?(Contract)}"
 
 #		puts Contract.ancestors
@@ -235,10 +235,46 @@ module IB
 
 		# creates a new Contract substituting attributes by the provided key-value pairs.
 		#
-		# con_id is resetted
-		def merge **new_attributes
-			self.con_id =  0
-			self.class.new attributes.merge new_attributes
+    # for convenience
+		# con_id, local_symbol and last_trading_day are resetted, 
+    # the link to contract-details is  savaged
+    #
+    # Example
+    #   ge =  Stock.new( symbol: :ge).verify.first
+    #   f = ge.merge symbol: :f
+    #
+    #   c =  Contract.new( con_id: 428520002,  exchange: 'Globex')
+    #puts c.verify.as_table
+#┌────────┬────────┬───────────┬──────────┬──────────┬────────────┬───────────────┬───────┬────────┬──────────┐
+#│        │ symbol │ con_id    │ exchange │ expiry   │ multiplier │ trading-class │ right │ strike │ currency │
+#╞════════╪════════╪═══════════╪══════════╪══════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
+#│ Future │ NQ     │ 428520002 │  GLOBEX  │ 20210917 │     20     │      NQ       │       │        │   USD    │
+#└────────┴────────┴───────────┴──────────┴──────────┴────────────┴───────────────┴───────┴────────┴──────────┘
+    # d= c.merge symbol: :es, trading_class: '', multiplier: 50
+    # puts d.verify.as_table
+#┌────────┬────────┬───────────┬──────────┬──────────┬────────────┬───────────────┬───────┬────────┬──────────┐
+#│        │ symbol │ con_id    │ exchange │ expiry   │ multiplier │ trading-class │ right │ strike │ currency │
+#╞════════╪════════╪═══════════╪══════════╪══════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
+#│ Future │ ES     │ 428520022 │  GLOBEX  │ 20210917 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 446091461 │  GLOBEX  │ 20211217 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 461318816 │  GLOBEX  │ 20220318 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 477836957 │  GLOBEX  │ 20220617 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512551 │  GLOBEX  │ 20221216 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512552 │  GLOBEX  │ 20231215 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512557 │  GLOBEX  │ 20241220 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512563 │  GLOBEX  │ 20251219 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512566 │  GLOBEX  │ 20220916 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512569 │  GLOBEX  │ 20230616 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512572 │  GLOBEX  │ 20230317 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 497222760 │  GLOBEX  │ 20230915 │     50     │      ES       │       │        │   USD    │
+#└────────┴────────┴───────────┴──────────┴──────────┴────────────┴───────────────┴───────┴────────┴──────────┘
+    
+    def merge **new_attributes
+
+      resetted_attributes = [:con_id, :local_symbol, :contract_detail]
+      ## last_trading_day / expiry needs special treatment
+      resetted_attributes << :last_trading_day if  new_attributes.keys.include? :expiry
+      self.class.new attributes.reject{|k,_| resetted_attributes.include? k}.merge(new_attributes)
 		end
 
     # Contract comparison
@@ -376,6 +412,29 @@ In places where these terms are used to indicate a concept, we have left them as
 			Hash.new
 		end
 
+
+    def table_header( &b )
+      if block_given?
+      [ yield(self) , 'symbol',  'con_id', 'exchange', 'expiry','multiplier', 'trading-class' , 'right', 'strike', 'currency' ]
+      else
+      [ '', 'symbol',  'con_id', 'exchange', 'expiry','multiplier', 'trading-class' , 'right', 'strike', 'currency' ]
+      end
+    end
+ 
+    def table_row
+      [ self.class.to_s.demodulize, symbol, 
+        { value: con_id.zero? ? '' : con_id , alignment: :right}, 
+         { value: exchange, alignment: :center}, 
+         expiry, 
+         { value: multiplier.zero??  "" : multiplier, alignment: :center}, 
+         { value: trading_class, alignment: :center},
+         {value: right == :none ? "": right, alignment: :center }, 
+         { value: strike.zero? ? "": strike, alignment: :right}, 
+         { value: currency, alignment: :center} ]
+
+    end
+
+
   end # class Contract
 
 

data/lib/models/ib/index.rb

@@ -4,7 +4,7 @@ module IB
     validates_format_of :sec_type, :with => /\Aind\z/,
       :message => "should be a Index"
     def default_attributes
-      super.merge :sec_type => :ind
+      super.merge :sec_type =>  'IND'
     end
     def to_human
       "<Index: " + [symbol, currency].join(" ") + " (#{description}) >"

data/lib/models/ib/option_detail.rb

@@ -67,5 +67,18 @@ module IB
 
     end
 
+    def table_header
+      [ 'Greeks', 'price',  'impl. vola', 'dividend', 'delta','gamma', 'vega' , 'theta']
+    end
+ 
+    def table_row
+      outstr= ->( item ) { { value: item.nil? ? "--" : sprintf("%g" , item) , alignment: :right } } 
+      outprice= ->( item ) { { value: item.nil? ? "--" : sprintf("%7.2f" , item) , alignment: :right } } 
+      option_short = ->{"#{option.right}  #{option.symbol}#{ "/"+ option.trading_class unless option.trading_class == option.symbol } #{option.expiry}  #{option.strike}"}
+      [ option_short[], outprice[ option_price ], outprice[ implied_volatility ],
+        outprice[ pv_dividend ], 
+        outprice[ delta ], outprice[ gamma ], outprice[ vega ] , outprice[ theta ] ]
+    end
+
   end  # class
 end # module