ib-ruby 0.7.12 → 0.8.0

data/HISTORY

@@ -185,3 +185,7 @@
 == 0.7.12 / 2012-04-27
 
 * ComboLeg is a join Model
+
+== 0.8.0 / 2012-06-07
+
+* TWS 926 support

data/README.md

@@ -69,7 +69,8 @@ other API implementations. The choice is yours.
     |:------------|------------:|:------------:|
     | 0.5.21      |    918-920  |    965       |
     | 0.6.1       |    921-923  |    966       |
-    | 0.7.1+      |      924+   |    967       |
+    | 0.7.1+      |    924-925  |    966       |
+    | 0.8.0+      |      926+   |    967       |
 
 4. Start Interactive Broker's Trader Work Station or Gateway before your code
    attempts to connect to it. Note that TWS and Gateway listen to different ports,
@@ -122,26 +123,6 @@ The sample scripts in `bin` directory provide examples of how common tasks
 can be achieved using ib-ruby. You may also want to look into `spec/integration`
 directory for more scenarios and examples of handling IB messages.
 
-## RUNNING TESTS:
-
-The gem comes with a spec suit that may be used to test ib-ruby compatibility
-with your specific TWS/Gateway installation. The test suit should be run ONLY
-against your IB paper trading account. Running it against live account may result
-in financial losses.
-
-In order to run tests, you should set up your IB paper trading connection parameters
-in 'spec/spec_helper' file. Modify account_name, host and port under section
-'Your IB PAPER ACCOUNT'. Do not change the client_id.
-
-Before running tests, you need to start your TWS/Gateway and allow API connection.
-You should not have any open/pending orders on your IB paper trading account prior
-to running tests, otherwise some tests will fail. Use 'bin/cancel_orders' script for
-bulk cancelling of open orders before running tests as needed.
-
-You can easily create your own tests following the guide in 'spec/README'.
-Help the development! See 'spec/TODO' for the list of use cases/scenarios
-that still need to be tested.
-
 ## DB BACKEND:
 
 Latest versions of the gem added (optional and experimental) support for data
@@ -168,6 +149,48 @@ you don't need IB::DB.connect part, Rails will take care of it for you. So, just
 Now, all your IB Models are just ActiveRecords and you can do whatever you want with them:
 persist to DB, use in Rails applications, develop controllers and views.
 
+
+## RUNNING TESTS:
+
+The gem comes with a spec suit that may be used to test ib-ruby compatibility
+with your specific TWS/Gateway installation. The test suit should be run ONLY
+against your IB paper trading account. Running it against live account may result
+in financial losses.
+
+In order to run tests, you should set up your IB paper trading connection parameters
+in 'spec/spec_helper' file. Modify account_name, host and port under section
+'Your IB PAPER ACCOUNT'. Do not change the client_id.
+
+Before running tests, you need to start your TWS/Gateway and allow API connection.
+You should not have any open/pending orders on your IB paper trading account prior
+to running tests, otherwise some tests will fail. Use 'bin/cancel_orders' script for
+bulk cancelling of open orders before running tests as needed.
+
+By default, specs are run without database support (tableless). In order to run them
+with database backend, use:
+
+    $ rspec -rdb [spec/specific_spec.rb]
+
+Also, by default, specs suppress logging output that is normally produced by IB::Connection.
+This may make it difficult to debug a failing spec. Following option will switch on verbose
+output (both logger output and content of all received IB messages is dumped). Do not use
+this mode to run a whole spec - you will be swamped! Use it to debug specific failing specs
+only:
+
+    $ rspec -rv [spec/specific_spec.rb]
+
+You can easily create your own tests following the guide in 'spec/README'.
+Help the development! See 'spec/TODO' for the list of use cases/scenarios
+that still need to be tested.
+
+## CONTRIBUTING:
+
+1. Fork it
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Added some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create new Pull Request
+
 ## LICENSE:
 
 This software is available under the LGPL.

data/VERSION

@@ -1 +1 @@
-0.7.12
+0.8.0

data/lib/ib-ruby/messages/incoming/contract_data.rb

@@ -3,7 +3,7 @@ module IB
     module Incoming
 
       ContractDetails = ContractData =
-          def_message([10, 6],
+          def_message([10, [6, 8]],
                       [:request_id, :int], # request id
                       [:contract, :symbol, :string],
                       [:contract, :sec_type, :string],

data/lib/ib-ruby/messages/incoming/execution_data.rb

@@ -3,7 +3,7 @@ module IB
     module Incoming
 
       ExecutionData =
-          def_message [11, 8],
+          def_message [11, [8, 9]],
                       # The reqID that was specified previously in the call to reqExecution()
                       [:request_id, :int],
                       [:execution, :local_id, :int],

data/lib/ib-ruby/messages/incoming/open_order.rb

@@ -4,7 +4,7 @@ module IB
 
       # OpenOrder is the longest message with complex processing logics
       OpenOrder =
-          def_message [5, [23, 28]],
+          def_message [5, [23, 28, 30]],
                       [:order, :local_id, :int],
 
                       [:contract, :con_id, :int],
@@ -130,7 +130,6 @@ module IB
                    [:order, :basis_points_type, :int_max],
                    [:contract, :legs_description, :string],
 
-                   # Never happens! 28 is the max supported version currently
                    # As of client v.55, we receive orderComboLegs (price) in openOrder
                    [29, [:contract, :legs, :array, proc do |_|
                      IB::ComboLeg.new :con_id => socket.read_int,

data/lib/ib-ruby/messages/incoming.rb

@@ -67,12 +67,12 @@ module IB
       MarketDataType = def_message 58, [:request_id, :int], [:market_data_type, :int]
 
       CommissionReport =
-          def_message 59, [:exec_id, :int],
+          def_message 59, [:exec_id, :string],
                       [:commission, :decimal], # Commission amount.
-                      [:currency, :int], #       Commission currency
-                      [:realized_pnl, :decimal],
-                      [:yield, :decimal],
-                      [:yield_redemption_date, :int]
+                      [:currency, :string], # Commission currency
+                      [:realized_pnl, :decimal_max],
+                      [:yield, :decimal_max],
+                      [:yield_redemption_date, :int] # YYYYMMDD format
 
       ### Require standalone source files for more complex message classes:
 

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

@@ -5,16 +5,150 @@ module IB
       # Data format is { :id => int: local_id,
       #                  :contract => Contract,
       #                  :order => Order }
-      PlaceOrder = def_message [3, 31] # v.38 is NOT properly supported by API yet
+      PlaceOrder = def_message [3, 38] # v.38 is NOT properly supported by API yet ?!
 
       class PlaceOrder
 
         def encode server
           # Old server version supports no enhancements
-          @version = 31 if server[:server_version] <= 60
+          #@version = 31 if server[:server_version] <= 60
+
+          order = @data[:order]
+          contract = @data[:contract]
 
           [super,
-           @data[:order].serialize_with(server, @data[:contract])].flatten
+
+           contract.serialize_long(:con_id, :sec_id),
+
+           # main order fields
+           case order.side
+             when :short
+               'SSHORT'
+             when :short_exempt
+               'SSHORTX'
+             else
+               order.side.to_sup
+           end,
+           order.quantity,
+           order[:order_type], # Internal code, 'LMT' instead of :limit
+           order.limit_price,
+           order.aux_price,
+           order[:tif],
+           order.oca_group,
+           order.account,
+           order.open_close.to_sup[0..0],
+           order[:origin],
+           order.order_ref,
+           order.transmit,
+           order.parent_id,
+           order.block_order || false,
+           order.sweep_to_fill || false,
+           order.display_size,
+           order[:trigger_method],
+           order.outside_rth || false, # was: ignore_rth
+           order.hidden || false,
+           contract.serialize_legs(:extended),
+
+           # This is specific to PlaceOrder v.38, NOT supported by API yet!
+           ## Support for per-leg prices in Order
+           if server[:server_version] >= 61 && contract.bag?
+             #order.leg_prices.empty? ? 0 : [order.leg_prices.size] + order.leg_prices
+             [contract.legs.size] + contract.legs.map { |_| nil }
+           else
+             []
+           end,
+
+           ## Support for combo routing params in Order
+           if server[:server_version] >= 57 && contract.bag?
+             order.combo_params.empty? ? 0 : [order.combo_params.size] + order.combo_params.to_a
+           else
+             []
+           end,
+
+           '', # deprecated shares_allocation field
+           order.discretionary_amount,
+           order.good_after_time,
+           order.good_till_date,
+           order.fa_group,
+           order.fa_method,
+           order.fa_percentage,
+           order.fa_profile,
+           order[:short_sale_slot], # 0 only for retail, 1 or 2 for institution  (Institutional)
+           order.designated_location, # only populate when short_sale_slot == 2    (Institutional)
+           order.exempt_code,
+           order[:oca_type],
+           order.rule_80a,
+           order.settling_firm,
+           order.all_or_none || false,
+           order.min_quantity,
+           order.percent_offset,
+           order.etrade_only || false,
+           order.firm_quote_only || false,
+           order.nbbo_price_cap,
+           order[:auction_strategy],
+           order.starting_price,
+           order.stock_ref_price,
+           order.delta,
+           order.stock_range_lower,
+           order.stock_range_upper,
+           order.override_percentage_constraints || false,
+           order.volatility, #                      Volatility orders
+           order[:volatility_type], #
+           order[:delta_neutral_order_type],
+           order.delta_neutral_aux_price, #
+
+           # Support for delta neutral orders with parameters
+           if server[:server_version] >= 58 && order.delta_neutral_order_type
+             [order.delta_neutral_con_id,
+              order.delta_neutral_settling_firm,
+              order.delta_neutral_clearing_account,
+              order[:delta_neutral_clearing_intent]
+             ]
+           else
+             []
+           end,
+
+           order.continuous_update, #               Volatility orders
+           order[:reference_price_type], #     Volatility orders
+
+           order.trail_stop_price, #         TRAIL_STOP_LIMIT stop price
+
+           # Support for trailing percent
+           server[:server_version] >= 62 ? order.trailing_percent : [],
+
+           order.scale_init_level_size, #    Scale Orders
+           order.scale_subs_level_size, #    Scale Orders
+           order.scale_price_increment, #    Scale Orders
+
+           # Support extended scale orders parameters
+           if server[:server_version] >= 60 && # MIN_SERVER_VER_SCALE_ORDERS3
+               order.scale_price_increment && order.scale_price_increment > 0
+             [order.scale_price_adjust_value,
+              order.scale_price_adjust_interval,
+              order.scale_profit_offset,
+              order.scale_auto_reset || false,
+              order.scale_init_position,
+              order.scale_init_fill_qty,
+              order.scale_random_percent || false
+             ]
+           else
+             []
+           end,
+
+           # TODO: Need to add support for hedgeType, not working ATM - beta only
+           # MIN_SERVER_VER_HEDGE_ORDERS
+           server[:server_version] >= 54 ? [order.hedge_type, order.hedge_param || []] : [],
+
+           #MIN_SERVER_VER_OPT_OUT_SMART_ROUTING
+           server[:server_version] >= 56 ? (order.opt_out_smart_routing || false) : [],
+
+           order.clearing_account,
+           order.clearing_intent,
+           order.not_held || false,
+           contract.serialize_under_comp,
+           order.serialize_algo(),
+           order.what_if]
+
         end
       end # PlaceOrder
 

data/lib/ib-ruby/models/order.rb

@@ -213,19 +213,18 @@ module IB
            # for ComboLeg compatibility: SAME = 0; OPEN = 1; CLOSE = 2; UNKNOWN = 3;
            [:side, :action] => PROPS[:side] # String: Action/side: BUY/SELL/SSHORT/SSHORTX
 
-      prop :placed_at, :modified_at
-
-      # TODO: restore!
-      ## Returned in OpenOrder for Bag Contracts
-      ## public Vector<OrderComboLeg> m_orderComboLegs
-      #prop :algo_params, :leg_prices, :combo_params
-      #
-      #alias order_combo_legs leg_prices
-      #alias smart_combo_routing_params combo_params
-      #
-      ##serialize :algo_params
-      ##serialize :leg_prices
-      ##serialize :combo_params
+      prop :placed_at,
+           :modified_at,
+           :leg_prices,
+           :algo_params,
+           :combo_params
+
+      alias order_combo_legs leg_prices
+      alias smart_combo_routing_params combo_params
+
+      #serialize :leg_prices
+      #serialize :algo_params
+      #serialize :combo_params
 
       # Order is always placed for a contract. Here, we explicitly set this link.
       belongs_to :contract
@@ -242,10 +241,10 @@ module IB
 
       def order_state= state
         self.order_states.push case state
-                                 when IB::OrderState
-                                   state
-                                 when Symbol, String
-                                   IB::OrderState.new :status => state
+                               when IB::OrderState
+                                 state
+                               when Symbol, String
+                                 IB::OrderState.new :status => state
                                end
       end
 
@@ -306,6 +305,9 @@ module IB
                     :algo_strategy => '',
                     :transmit => true,
                     :what_if => false,
+                    :leg_prices => [],
+                    :algo_params => [],
+                    :combo_params => [],
                     :order_state => IB::OrderState.new(:status => 'New',
                                                        :filled => 0,
                                                        :remaining => 0,
@@ -320,142 +322,6 @@ module IB
       #                    #self.order_state ||= IB::OrderState.new :status => 'New'
       #end
 
-      # This returns an Array of data from the given order,
-      # mixed with data from associated contract. Ugly mix, indeed.
-      def serialize_with server, contract
-        [contract.serialize_long(:con_id, :sec_id),
-         # main order fields
-         case side
-           when :short
-             'SSHORT'
-           when :short_exempt
-             'SSHORTX'
-           else
-             side.to_sup
-         end,
-         quantity,
-         self[:order_type], # Internal code, 'LMT' instead of :limit
-         limit_price,
-         aux_price,
-         self[:tif],
-         oca_group,
-         account,
-         open_close.to_sup[0..0],
-         self[:origin],
-         order_ref,
-         transmit,
-         parent_id,
-         block_order || false,
-         sweep_to_fill || false,
-         display_size,
-         self[:trigger_method],
-         outside_rth || false, # was: ignore_rth
-         hidden || false,
-         contract.serialize_legs(:extended),
-
-         # This is specific to PlaceOrder v.38, NOT supported by API yet!
-         #
-         ## Support for per-leg prices in Order
-         #if server[:server_version] >= 61 && contract.bag?
-         #  leg_prices.empty? ? 0 : [leg_prices.size] + leg_prices
-         #else
-         #  []
-         #end,
-         #
-         ## Support for combo routing params in Order
-         #if server[:server_version] >= 57 && contract.bag?
-         #  p 'Here!'
-         #  combo_params.empty? ? 0 : [combo_params.size] + combo_params.to_a
-         #else
-         #  []
-         #end,
-
-         '', # deprecated shares_allocation field
-         discretionary_amount,
-         good_after_time,
-         good_till_date,
-         fa_group,
-         fa_method,
-         fa_percentage,
-         fa_profile,
-         self[:short_sale_slot], # 0 only for retail, 1 or 2 for institution  (Institutional)
-         designated_location, # only populate when short_sale_slot == 2    (Institutional)
-         exempt_code,
-         self[:oca_type],
-         rule_80a,
-         settling_firm,
-         all_or_none || false,
-         min_quantity,
-         percent_offset,
-         etrade_only || false,
-         firm_quote_only || false,
-         nbbo_price_cap,
-         self[:auction_strategy],
-         starting_price,
-         stock_ref_price,
-         delta,
-         stock_range_lower,
-         stock_range_upper,
-         override_percentage_constraints || false,
-         volatility, #                      Volatility orders
-         self[:volatility_type], #
-         self[:delta_neutral_order_type],
-         delta_neutral_aux_price, #
-
-         # Support for delta neutral orders with parameters
-         if server[:server_version] >= 58 && delta_neutral_order_type
-           [delta_neutral_con_id,
-            delta_neutral_settling_firm,
-            delta_neutral_clearing_account,
-            self[:delta_neutral_clearing_intent]
-           ]
-         else
-           []
-         end,
-
-         continuous_update, #               Volatility orders
-         self[:reference_price_type], #     Volatility orders
-
-         trail_stop_price, #         TRAIL_STOP_LIMIT stop price
-
-         # Support for trailing percent
-         server[:server_version] >= 62 ? trailing_percent : [],
-
-         scale_init_level_size, #    Scale Orders
-         scale_subs_level_size, #    Scale Orders
-         scale_price_increment, #    Scale Orders
-
-         # Support extended scale orders parameters
-         if server[:server_version] >= 60 &&
-             scale_price_increment && scale_price_increment > 0
-           [scale_price_adjust_value,
-            scale_price_adjust_interval,
-            scale_profit_offset,
-            scale_auto_reset || false,
-            scale_init_position,
-            scale_init_fill_qty,
-            scale_random_percent || false
-           ]
-         else
-           []
-         end,
-
-         # TODO: Need to add support for hedgeType, not working ATM - beta only
-         # if (m_serverVersion >= MIN_SERVER_VER_HEDGE_ORDERS) {
-         #    send (order.m_hedgeType);
-         #    if (!IsEmpty(order.m_hedgeType)) send (order.m_hedgeParam); }
-         #
-         # if (m_serverVersion >= MIN_SERVER_VER_OPT_OUT_SMART_ROUTING) {
-         #    send (order.m_optOutSmartRouting) ; || false }
-
-         clearing_account,
-         clearing_intent,
-         not_held || false,
-         contract.serialize_under_comp,
-         serialize_algo(),
-         what_if]
-      end
-
       def serialize_algo
         if algo_strategy.nil? || algo_strategy.empty?
           ''

data/spec/README.md

@@ -1,11 +1,45 @@
-# WRITING INTEGRATION SPECS
+## RUNNING TESTS:
 
-Pattern for writing integration specs is like this:
+The gem comes with a spec suit that may be used to test ib-ruby compatibility
+with your specific TWS/Gateway installation. The test suit should be run ONLY
+against your IB paper trading account. Running it against live account may result
+in financial losses.
 
-1. You define your user scenario (such as: subscribe for FUTURES market data).
+In order to run tests, you should set up your IB paper trading connection parameters
+in 'spec/spec_helper' file. Modify account_name, host and port under section
+'Your IB PAPER ACCOUNT'. Do not change the client_id.
 
-2. You find out experimentally, what messages should be sent to IB to accomplish it,
-   and what messages are sent by IB in return.
+Before running tests, you need to start your TWS/Gateway and allow API connection.
+You should not have any open/pending orders on your IB paper trading account prior
+to running tests, otherwise some tests will fail. Use 'bin/cancel_orders' script for
+bulk cancelling of open orders before running tests as needed.
+
+By default, specs suppress logging output that is normally produced by IB::Connection.
+This may make it difficult to debug a failing spec. Following option will switch on verbose
+output (both logger output and content of all received IB messages is dumped). Do not use
+this mode to run a whole spec - you will be swamped! Use it to debug specific failing specs
+only:
+
+    $ rspec -rv [spec/specific_spec.rb]
+
+By default, specs are run without database support (tableless). In order to run them
+with database backend, use:
+
+    $ rspec -rdb [spec/specific_spec.rb]
+
+If you run your specs against both Gateway and TWS, you may want to use the following
+switch to run specs against TWS port (as opposed to default Gateway port):
+
+    $ rspec -rtws [spec/specific_spec.rb]
+
+# WRITING YOUR OWN INTEGRATION SPECS
+
+You can easily create your own integration specs. Pattern for writing specs is like this:
+
+1. You define your user scenario (such as: subscribe to FUTURES market data).
+
+2. You find out from documentation or experimentally, what messages should be sent to
+   IB to accomplish it, and what messages are sent by IB in return.
 
 3. You start writing spec, requiring 'integration_helper'. Don't forget to
    'verify_account'! Running tests against live IB account can be pretty painful.
@@ -25,10 +59,10 @@ Pattern for writing integration specs is like this:
    @ib.received Hash, keyed by message type. The Hash has following structure:
    {:MessageType1 => [msg1, msg2, msg3...], :MessageType2 => [msg1, msg2, msg3...] }.
 
-7. If you created @ib Connection with mock_logger, all log entries produced by IB
+7. If you created @ib Connection with a mock_logger, all log entries produced by IB
    will be also caught and placed into log_entries Array.
 
-8. Your examples can thus test the content of @ib.received Hash to see what messages
+8. Your examples can thus check the content of @ib.received Hash to see what messages
    were received, or log_entries Array to see what was logged.
 
 9. When done with this context, you call 'close_connection' helper in a top-level
@@ -36,13 +70,14 @@ Pattern for writing integration specs is like this:
 
 10. If you reuse the connection between contexts and requests, it is recommended to
    call 'clean_connection' in after block to remove old content from @ib.received Hash,
-   or otherwise manually clean it to remove old/not needed messages from it.
+   and log_entries Array or otherwise manually clean them to remove old/not needed
+   messages from and log entries. If your do not do this, your examples become coupled.
 
 11. If you want to see exactly what's going on inside ib-ruby while your examples are
-    running, set OPTS[:silent] = false in your context, and you'll see all the
-    messages received and log entries made as as result of your examples. Be warned,
-    output is very verbose, so don't forget to switch OPTS[:silent] = true after
-    you've done debugging your examples.
+    running, run your specs with '-rv' option to switch on verbose outpset mode.
+    Now you will see all the messages received and log entries made as as result of
+    your examples running. Be warned, output is very verbose, so don't run big chunk of
+    specs with -rv option or you will be swamped!.
 
 Help the development!
 See 'spec/TODO' file for list of scenarios that still need to be tested.

data/spec/account_helper.rb

@@ -17,10 +17,19 @@ def verify_account
 
   @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
 
-  @ib.wait_for :ManagedAccounts, 5
-  raise "Unable to verify IB PAPER ACCOUNT" unless @ib.received?(:ManagedAccounts)
+  received =
+      if @ib.server[:server_version] <= 60
+        @ib.send_message :RequestAccountData, :subscribe => true
+        @ib.wait_for :AccountValue, 5
+        raise "Unable to verify IB PAPER ACCOUNT" unless @ib.received? :AccountValue
+        p @ib.received[:AccountValue].first
+        @ib.received[:AccountValue].first.account_name
+      else
+        @ib.wait_for :ManagedAccounts, 5
+        raise "Unable to verify IB PAPER ACCOUNT" unless @ib.received?(:ManagedAccounts)
+        @ib.received[:ManagedAccounts].first.accounts_list
+      end
 
-  received = @ib.received[:ManagedAccounts].first.accounts_list
   raise "Connected to wrong account #{received}, expected #{account}" if account != received
 
   close_connection

data/spec/ib-ruby/messages/incoming/open_order_spec.rb

@@ -4,7 +4,7 @@ shared_examples_for 'OpenOrder message' do
   it { should be_an IB::Messages::Incoming::OpenOrder }
   its(:message_type) { should == :OpenOrder }
   its(:message_id) { should == 5 }
-  its(:version) { should == 28 }
+  its(:version) { should == 30}
   its(:data) { should_not be_empty }
   its(:local_id) { should be_an Integer }
   its(:status) { should =~ /Submit/ }
@@ -41,7 +41,7 @@ shared_examples_for 'OpenOrder message' do
 
   it 'has class accessors as well' do
     subject.class.message_id.should == 5
-    subject.class.version.should == [23, 28] # Two message versions supported
+    subject.class.version.should == [23, 28, 30] # Message versions supported
     subject.class.message_type.should == :OpenOrder
   end
 
@@ -51,7 +51,7 @@ describe IB::Messages::Incoming::OpenOrder do
 
   context 'Instantiated with data Hash' do
     subject do
-      IB::Messages::Incoming::OpenOrder.new :version => 28,
+      IB::Messages::Incoming::OpenOrder.new :version => 30,
                                             :order =>
                                                 {:local_id => 1313,
                                                  :perm_id => 172323928,
@@ -86,7 +86,8 @@ describe IB::Messages::Incoming::OpenOrder do
       @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
       @ib.wait_for :NextValidId
       place_order IB::Symbols::Stocks[:wfc]
-      @ib.wait_for :OpenOrder
+      @ib.wait_for :OpenOrder, 3
+      @ib.received?(:OpenOrder).should be_true
     end
 
     after(:all) { close_connection } # implicitly cancels order
@@ -98,3 +99,13 @@ describe IB::Messages::Incoming::OpenOrder do
     #it 'has extended order_state attributes' do
   end
 end # describe IB::Messages:Incoming
+
+__END__
+11:55:04:543 <- 3-38-22 -0-USD -BAG--0.0---SMART--USD----BUY-1 -MKT------O-0--1-0-0-0-0-0-0-0-2-101360836-1-SELL-SMART-0-0---1-81032967-1-BUY-SMART-0-0---1-0-0--0.0-------0---1-0---0---0-0--0------0-----0--------0---0-0--0-
+12:20:02:859 <- 3-38-22 -0-GOOG-BAG--0.0---SMART--USD----BUY-10-LMT-0.01-   -   ---O-0-Original-1-0-0-0-0-0-0-0-2-101360836-1-SELL-SMART-0-0---1-81032967-1-BUY-SMART-0-0---1-0-0--0.0-------0---1-0---0---0-0--0------0-----0--------0---0-0--0-
+11:58:07:100 <- 3-38-304-0-GOOG-BAG--0.0---SMART--USD----BUY-10-LMT-0.01-0.0-DAY---O-0-Original-1-0-0-0-0-0-0-0-3-81032967-1-BUY-SMART-0-0---1-81032968-2-SELL-SMART-0-0---1-81032973-1-BUY-SMART-0-0---1-3----0--0.0-------0---1-0---0---0-0--0------0-----0--------0---0-0--0-
+
+22:34:23:993 <- 3-38-17- 0-WFC-STK--0.0---NYSE--USD----BUY-100-LMT-9.13-0.0-DAY---O-0--1-0-0-0-0-0-0-0--0.0-------0---1-0---0---0-0--0------0-----0--------0---0-0--1-
+22:34:25:203 <- 3-38-18 -0-WFC-STK--0.0---NYSE--USD----BUY-100-LMT-9.13-0.0-DAY---O-0--1-0-0-0-0-0-0-0--0.0-------0---1-0---0---0-0--0------0-----0--------0---0-0--0-
+00:11:37:820 <- 3-38-180-0-WFC-STK--0.0---NYSE--USD----BUY-100-LMT-9.13-   -   ---O-0--1-0-0-0-0-0-0-0--0.0-------0---1-0---0---0-0--0------0-----0--------0---0-0--0-
+