ib-symbols 1.0 → 1.1

data/examples/contract_samples.rb

@@ -1,716 +0,0 @@
-#!/usr/bin/env ruby
-# ---------------------------------------------------------------------------------- #
-#                     C O N T R A C T  S A M P L E S                                 #
-#
-# Sample Contracts for ib-ruby with 1:1 comparism to python code         
-#
-# based on »ContractSamples.py« (python-implementation of the tws-api)
-# which is protected by the following copyright
-#
-#Copyright (C) 2016 Interactive Brokers LLC. All rights reserved.  This code is
-#subject to the terms and conditions of the IB API Non-Commercial License or the
-# IB API Commercial License, as applicable. 
-#
-#
-
-# This script just generates contracts 
-# If called from the command line, it prints a list
-
-require 'bundler/setup'
-require 'yaml'
-require 'ib/symbols'
-include IB
-
-module ContractSamples
-
-    """ Usually, the easiest way to define a Stock/CASH contract is through 
-    these four attributes.  """
-
-    def rEurGbpFx
-      Symbols::Forex[:eurgbp]
-    end
-=begin
- [cashcontract]
-        contract = Contract()
-        contract.symbol = "EUR"
-        contract.secType = "CASH"
-        contract.currency = "GBP"
-        contract.exchange = "IDEALPRO"
-=end
-
-    def rIndex
-      Contract.new symbol: 'DAX', sec_type: :index, currency: 'EUR', exchange: 'DTB'
-    end
-=begin
-   [indcontract]
-        contract = Contract()
-        contract.symbol = "DAX"
-        contract.secType = "IND"
-        contract.currency = "EUR"
-        contract.exchange = "DTB"
-=end 
-
-
-    def rCFD
-    Contract.new symbol: 'IBDE30', sec_type:  :cfd, currency: 'EUR'
-    end
-=begin
-#! [cfdcontract]
-        contract = Contract()
-        contract.symbol = "IBDE30"
-        contract.secType = "CFD"
-        contract.currency = "EUR"
-        contract.exchange = "SMART"
-=end
-
-
-    def rEuropeanStock
-      Stock.new symbol:  'SIE', currency: 'EUR'
-    end
-=begin
-	contract = Contract()
-        contract.symbol = "SIE"
-        contract.secType = "STK"
-        contract.currency = "EUR"
-        contract.exchange = "SMART"
-=end
-
-    def rOptionAtIse
-	Option.new symbol: 'ARGO',
-		    currency: "USD",
-		    exchange: "ISE",
-		    expiry:  Symbols::Futures.next_expiry,
-		    right: :call,
-		    strike: 10,
-		    multiplier: 100
-    end
-=begin
-        contract = Contract()
-        contract.symbol = "BPX"
-        contract.secType = "OPT"
-        contract.currency = "USD"
-        contract.exchange = "ISE"
-        contract.lastTradeDateOrContractMonth = "20160916"
-        contract.right = "C"
-        contract.strike = 65
-        contract.multiplier = "100"
-=end
-
-    def rBondWithCusip
-	Contract.new symbol: '912828C57', sec_type: :bond, currency: 'USD' 
-    end
-=begin
-#! [bondwithcusip]
-            contract = Contract()
-            # enter CUSIP as symbol
-            contract.symbol= "912828C57"
-            contract.secType = "BOND"
-            contract.exchange = "SMART"
-            contract.currency = "USD"
-=end
-
-    def rBond
-            Contract.new con_id: 267433416
-    end
-=begin
-#! [bond]
-            contract = Contract()
-            contract.conId = 267433416
-            contract.exchange = "SMART"
-=end
-
-
-    def rMutualFund
-      Contract.new symbol: 'VINIX', sec_type: :fund, exchange: 'FUNDSERV', currency: 'USD'
-    end
-=begin
-#! [fundcontract]
-            contract = Contract()
-            contract.symbol = "VINIX"
-            contract.secType = "FUND"
-            contract.exchange = "FUNDSERV"
-            contract.currency = "USD"
-=end
-
-    def rCommodity
-      Contract.new symbol: 'XAUUSD', sec_type: :commodity, currency: 'USD'
-    end
-=begin
-#! [commoditycontract]
-            contract = Contract()
-            contract.symbol = "XAUUSD"
-            contract.secType = "CMDTY"
-            contract.exchange = "SMART"
-            contract.currency = "USD"
-=end
-    
-
-    def rUSStock
-        #In the API side, NASDAQ is always defined as ISLAND in the exchange field
-      Stock.new symbol: 'IBKR', exchange: 'ISLAND'
-    end
-=begin
-        #! [stkcontract]
-        contract = Contract()
-        contract.symbol = "IBKR"
-        contract.secType = "STK"
-        contract.currency = "USD"
-        contract.exchange = "ISLAND"
-=end
-
-    def rUSStockWithPrimaryExch
-        #Specify the Primary Exchange attribute to avoid contract ambiguity 
-		#(there is an ambiguity because there is also a MSFT contract with primary exchange = "AEB")
-      Stock.new symbol: 'MSFT', primary_exchange: 'ISLAND'
-    end
-=begin
-        #! [stkcontractwithprimary]
-        contract = Contract()
-        contract.symbol = "MSFT"
-        contract.secType = "STK"
-        contract.currency = "USD"
-        contract.exchange = "SMART"
-        contract.primaryExchange = "ISLAND"
-=end
-            
-    def rUSStockAtSmart
-      Stock.new symbol: 'IBKR'
-    end
-=begin
-        contract = Contract()
-        contract.symbol = "IBKR"
-        contract.secType = "STK"
-        contract.currency = "USD"
-        contract.exchange = "SMART"
-        return contract
-=end
-
-    def rUSOptionContract
-      Option.new symbol: 'GOOG',
-		 strike: 1100,
-		 multiplier: 100,
-		 right: :call,
-		 expiry:  Symbols::Futures.next_expiry
-    end
-=begin
-        #! [optcontract_us]
-        contract = Contract()
-        contract.symbol = "GOOG"
-        contract.secType = "OPT"
-        contract.exchange = "SMART"
-        contract.currency = "USD"
-        contract.lastTradeDateOrContractMonth = "20170120"
-        contract.strike = 615
-        contract.right = "C"
-        contract.multiplier = "100"
-=end
-
-    def rOptionAtBOX
-      Option.new symbol: 'GOOG',
-		 strike: 1200,
-		 multiplier: 100,
-		 right: :call,
-		 expiry:  Symbols::Futures.next_expiry ,
-		 exchange: 'BOX'
-    end
-=begin
-        #! [optcontract]
-        contract = Contract()
-        contract.symbol = "GOOG"
-        contract.secType = "OPT"
-        contract.exchange = "BOX"
-        contract.currency = "USD"
-        contract.lastTradeDateOrContractMonth = "20170120"
-        contract.strike = 615
-        contract.right = "C"
-        contract.multiplier = "100"
-=end
-
-=begin
-    """ Option contracts require far more information since there are many 
-    contracts having the exact same attributes such as symbol, currency, 
-    strike, etc. This can be overcome by adding more details such as the 
-    trading class"""
-=end
-    def rOptionWithTradingClass
-        Option.new  symbol: 'SANT',
-        exchange: "MEFFRV",
-        currency: "EUR",
-	expiry:  Symbols::Futures.next_expiry,
-        strike: 7.5,
-        right: :call,
-        multiplier: 100,
-        trading_class: "SANEU"
-    end
-=begin
-        #! [optcontract_tradingclass]
-        contract = Contract()
-        contract.symbol = "SANT"
-        contract.secType = "OPT"
-        contract.exchange = "MEFFRV"
-        contract.currency = "EUR"
-        contract.lastTradeDateOrContractMonth = "20190621"
-        contract.strike = 7.5
-        contract.right = "C"
-        contract.multiplier = "100"
-        contract.tradingClass = "SANEU"
-=end
-
-=begin
-    """ Using the contract's own symbol (localSymbol) can greatly simplify a
-    contract description """
-=end
-
-    def rOptionWithLocalSymbol
-      #Watch out for the spaces within the local symbol!
-      Option.new local_symbol: "C DBK  DEC 20  1600",
-		 exchange: 'DTB',
-		 currency: 'EUR'
-    end
-=begin
-        #! [optcontract_localsymbol]
-        contract = Contract()
-        contract.localSymbol = "C DBK  DEC 20  1600"
-        contract.secType = "OPT"
-        contract.exchange = "DTB"
-        contract.currency = "EUR"
-=end
-
-=begin
-     Dutch Warrants (IOPTs) can be defined using the local symbol or conid 
-=end
-	
-    def rDutchWarrant
-	Contract.new sec_type: :dutch_option,
-		     exchange: 'SBF',
-		     currency: 'EUR',
-		     local_symbol: 'B881G'
-    end
-=begin
-        #! [ioptcontract]
-        contract = Contract()
-        contract.localSymbol = "B881G"
-        contract.secType = "IOPT"
-        contract.exchange = "SBF"
-        contract.currency = "EUR"
-        #! [ioptcontract]
-        return contract
-=end
-
-=begin
-    Future contracts also require an expiration date but are less
-    complicated than options.
-=end
-
-    def rSimpleFuture
-      Future.new symbol: 'ES', exchange: 'GLOBEX', 
-		 expiry:  Symbols::Futures.next_expiry,
-		 currency: 'USD'
-    end
-=begin
-        #! [futcontract]
-        contract = Contract()
-        contract.symbol = "ES"
-        contract.secType = "FUT"
-        contract.exchange = "GLOBEX"
-        contract.currency = "USD"
-        contract.lastTradeDateOrContractMonth = "201612"
-=end
-
-=begin
-    Rather than giving expiration dates we can also provide the local symbol
-    attributes such as symbol, currency, strike, etc. 
-=end
-
-    def rFutureWithLocalSymbol
-      Future.new symbol: 'ES', exchange: 'GLOBEX', 
-		 currency: 'USD',
-		 local_symbol: 'ESU8'
-    end
-=begin
-        #! [futcontract_local_symbol]
-        contract = Contract()
-        contract.secType = "FUT"
-        contract.exchange = "GLOBEX"
-        contract.currency = "USD"
-        contract.localSymbol = "ESU6"
-=end
-
-
-    def rFutureWithMultiplier
-	Future.new symbol: 'DAX', exchange: 'DTB', 
-		 expiry:  Symbols::Futures.next_expiry,
-		 currency: 'EUR',
-		 multiplier: 5
-    end
-=begin
-        #! [futcontract_multiplier]
-        contract = Contract()
-        contract.symbol = "DAX"
-        contract.secType = "FUT"
-        contract.exchange = "DTB"
-        contract.currency = "EUR"
-        contract.lastTradeDateOrContractMonth = "201609"
-        contract.multiplier = "5"
-=end
-
-
-
-    def rFuturesOnOptions
-      Contract.new sec_type: :future_option,
-		    expiry:  Symbols::Futures.next_expiry,
-		   exchange: 'GLOBEX',
-		   currency: 'USD',
-		   strike: 1400,
-		   right: :call,
-		   multiplier: 250
-    end
-=begin
-        #! [fopcontract]
-        contract = Contract()
-        contract.symbol = "SPX"
-        contract.secType = "FOP"
-        contract.exchange = "GLOBEX"
-        contract.currency = "USD"
-        contract.lastTradeDateOrContractMonth = "20180315"
-        contract.strike = 1025
-        contract.right = "C"
-        contract.multiplier = "250"
-=end
-
-=begin
-     It is also possible to define contracts based on their ISIN (IBKR STK sample). 
-=end
-    def rByISIN
-      Stock.new sec_id_type: 'ISIN', sec_id: "US45841N1072"
-    end
-=begin
-        contract = Contract()
-        contract.secIdType = "ISIN"
-        contract.secId = "US45841N1072"
-        contract.exchange = "SMART"
-        contract.currency = "USD"
-        contract.secType = "STK"
-=end
-
-=begin
-    Or their conId (EUR.uSD sample).
-    Note: passing a contract containing the conId can cause problems if one of 
-    the other provided attributes does not match 100% with what is in IB's 
-    database. This is particularly important for contracts such as Bonds which 
-    may change their description from one day to another.
-    If the conId is provided, it is best not to give too much information as
-    in the example below.
-=end
-
-    def rByConId
-      Contract.new sec_type: :forex, con_id: 12087792, exchange: 'IDEALPRO'
-    end
-=begin
-        contract = Contract()
-        contract.secType = "CASH"
-        contract.conId = 12087792
-        contract.exchange = "IDEALPRO"
-=end
-
-=begin
-    Ambiguous contracts are great to use with reqContractDetails. This way
-    you can query the whole option chain for an underlying. Bear in mind that
-    there are pacing mechanisms in place which will delay any further responses
-    from the TWS to prevent abuse. 
-=end
-
-    def rOptionForQuery
-      Option.new symbol: 'FISV'
-    end
-=begin
-        #! [optionforquery]
-        contract = Contract()
-        contract.symbol = "FISV"
-        contract.secType = "OPT"
-        contract.exchange = "SMART"
-        contract.currency = "USD"
-=end
-#    def rOptionComboContract
-#
-#       Bag.new symbol: 'DBK', currency: 'EUR', exchange: 'DTB', legs:
-#	[  ComboLeg.new( con_id: 197397509 , action: :buy, exchange: 'DTB', ratio: 1),   #DBK JUN 15 2018 C 
-#           ComboLeg.new( con_id: 197397584,  action: :sell, exchange: 'DTB', ratio: 1 ) ] #DBK JUN 15 2018 P
-#    end
-
-=begin
-        contract = Contract()
-        contract.symbol = "DBK"
-        contract.secType = "BAG"
-        contract.currency = "EUR"
-        contract.exchange = "DTB"
-
-        leg1 = ComboLeg()
-        leg1.conId = 197397509 #DBK JUN 15 2018 C
-        leg1.ratio = 1
-        leg1.action = "BUY"
-        leg1.exchange = "DTB"
-
-
-        leg2 = ComboLeg()
-        leg2.conId = 197397584  #DBK JUN 15 2018 P
-        leg2.ratio = 1
-        leg2.action = "SELL"
-        leg2.exchange = "DTB"
-
-        contract.comboLegs = []
-        contract.comboLegs.append(leg1)
-        contract.comboLegs.append(leg2)
-        #! [bagoptcontract]
-        return contract
-
-
-    """ STK Combo contract
-    Leg 1: 43645865 - IBKR's STK
-    Leg 2: 9408 - McDonald's STK """
-#=end
-    def rStockComboContract
-       Bag.new symbol: 'IBKR,MCD', currency: 'USD', legs:
-	[  ComboLeg.new( con_id: 43645865, action: :buy, ratio: 1), # IKBR STK
-           ComboLeg.new( con_id: 9408,	  action: :sell,ratio: 1 ) ] # MCD STK
-    end
-#=begin
-        #! [bagstkcontract]
-        contract = Contract()
-        contract.symbol = "IBKR,MCD"
-        contract.secType = "BAG"
-        contract.currency = "USD"
-        contract.exchange = "SMART"
-
-        leg1 = ComboLeg()
-        leg1.conId = 43645865#IBKR STK
-        leg1.ratio = 1
-        leg1.action = "BUY"
-        leg1.exchange = "SMART"
-
-        leg2 = ComboLeg()
-        leg2.conId = 9408#MCD STK
-        leg2.ratio = 1
-        leg2.action = "SELL"
-        leg2.exchange = "SMART"
-
-        contract.comboLegs = []
-        contract.comboLegs.append(leg1)
-        contract.comboLegs.append(leg2)
-        #! [bagstkcontract]
-        return contract
-=end
-
-
-=begin
-
-    """ CBOE Volatility Index Future combo contract """
-=end
-#    def rFutureComboContract
-#       Bag.new symbol: 'VIX', currency: 'USD', exchange: 'CFE', legs:
-#	[  ComboLeg.new( con_id: 256038899, action: :buy, exchange: 'CFE', ratio: 1), #  VIX FUT 201708
-#           ComboLeg.new( con_id: 260564703,  action: :sell, exchange: 'CFE', ratio: 1 ) ] # VIX FUT 201709
-#    end
-=begin
-        #! [bagfutcontract]
-        contract = Contract()
-        contract.symbol = "VIX"
-        contract.secType = "BAG"
-        contract.currency = "USD"
-        contract.exchange = "CFE"
-
-        leg1 = ComboLeg()
-        leg1.conId = 256038899 # VIX FUT 201708
-        leg1.ratio = 1
-        leg1.action = "BUY"
-        leg1.exchange = "CFE"
-
-        leg2 = ComboLeg()
-        leg2.conId = 260564703 # VIX FUT 201709
-        leg2.ratio = 1
-        leg2.action = "SELL"
-        leg2.exchange = "CFE"
-
-        contract.comboLegs = []
-        contract.comboLegs.append(leg1)
-        contract.comboLegs.append(leg2)
-        #! [bagfutcontract]
-        return contract
-
-=end
-#    def SmartFutureComboContract()
-#       Bag.new symbol: 'WTI', currency: 'USD', exchange: 'SMART', legs:
-#	[  ComboLeg.new( con_id: 55928698, action: :buy, exchange: 'IPE', ratio: 1), #  WTI future June 2017 
-#           ComboLeg.new( con_id: 55850663,  action: :sell, exchange: 'IPE', ratio: 1 ) ] # COIL future June 2017
-#    end
-=begin
-        #! [smartfuturespread]
-        contract = Contract()
-        contract.symbol = "WTI" # WTI,COIL spread. Symbol can be defined as first leg symbol ("WTI") or currency ("USD")
-        contract.secType = "BAG"
-        contract.currency = "USD"
-        contract.exchange = "SMART"
-
-        leg1 = ComboLeg()
-        leg1.conId = 55928698 # WTI future June 2017
-        leg1.ratio = 1
-        leg1.action = "BUY"
-        leg1.exchange = "IPE"
-
-        leg2 = ComboLeg()
-        leg2.conId = 55850663 # COIL future June 2017
-        leg2.ratio = 1
-        leg2.action = "SELL"
-        leg2.exchange = "IPE"
-
-        contract.comboLegs = []
-        contract.comboLegs.append(leg1)
-        contract.comboLegs.append(leg2)
-        #! [smartfuturespread]
-        return contract
-=end
-#    def rInterCmdtyFuturesContract()
-#       Bag.new symbol: 'CL.BZ', currency: 'USD', exchange: 'NYMEX', legs:
-#	[  ComboLeg.new( con_id: 47207310, action: :buy, exchange: 'NYMEX', ratio: 1), #  CL Dec'16 @NYMEX
-#           ComboLeg.new( con_id: 47195961,  action: :sell, exchange: 'NYMEX', ratio: 1 ) ] # #BZ Dec'16 @NYMEX
-#    end
-=begin
-        #! [intcmdfutcontract]
-	#
-        contract = Contract()
-        contract.symbol = "CL.BZ" #symbol is 'local symbol' of intercommodity spread. 
-        contract.secType = "BAG"
-        contract.currency = "USD"
-        contract.exchange = "NYMEX"
-
-        leg1 = ComboLeg()
-        leg1.conId = 47207310 #CL Dec'16 @NYMEX
-        leg1.ratio = 1
-        leg1.action = "BUY"
-        leg1.exchange = "NYMEX"
-
-        leg2 = ComboLeg()
-        leg2.conId = 47195961 #BZ Dec'16 @NYMEX
-        leg2.ratio = 1
-        leg2.action = "SELL"
-        leg2.exchange = "NYMEX"
-
-        contract.comboLegs = []
-        contract.comboLegs.append(leg1)
-        contract.comboLegs.append(leg2)
-        #! [intcmdfutcontract]
-        return contract
-
-
-    @staticmethod
-    def NewsFeedForQuery():
-        #! [newsfeedforquery]
-        contract = Contract()
-        contract.secType = "NEWS"
-        contract.exchange = "BT" #Briefing Trader
-        #! [newsfeedforquery]
-        return contract
-
-
-    @staticmethod
-    def BTbroadtapeNewsFeed():
-        #! [newscontractbt]
-        contract = Contract()
-        contract.symbol  = "BT:BT_ALL" #BroadTape All News
-        contract.secType = "NEWS"
-        contract.exchange = "BT" #Briefing Trader
-        #! [newscontractbt]
-        return contract
-
-
-    @staticmethod
-    def BZbroadtapeNewsFeed():
-        #! [newscontractbz]
-        contract = Contract()
-        contract.symbol = "BZ:BZ_ALL" #BroadTape All News
-        contract.secType = "NEWS"
-        contract.exchange = "BZ" #Benzinga Pro
-        #! [newscontractbz]
-        return contract
-
-
-    @staticmethod
-    def FLYbroadtapeNewsFeed():
-        #! [newscontractfly]
-        contract = Contract()
-        contract.symbol  = "FLY:FLY_ALL" #BroadTape All News
-        contract.secType = "NEWS"
-        contract.exchange = "FLY" #Fly on the Wall
-       #! [newscontractfly]
-        return contract
-
-
-    @staticmethod
-    def MTbroadtapeNewsFeed():
-        #! [newscontractmt]
-        contract = Contract()
-        contract.symbol = "MT:MT_ALL" #BroadTape All News
-        contract.secType = "NEWS"
-        contract.exchange = "MT" #Midnight Trader
-        #! [newscontractmt]
-        return contract
-
-    @staticmethod
-    def ContFut():
-        #! [continuousfuturescontract]
-        contract = Contract()
-        contract.symbol = "ES"
-        contract.secType = "CONTFUT"
-        contract.exchange = "GLOBEX"
-        #! [continuousfuturescontract]
-        return contract
-
-    @staticmethod
-    def ContAndExpiringFut():
-        #! [contandexpiringfut]
-        contract = Contract()
-        contract.symbol = "ES"
-        contract.secType = "FUT+CONTFUT"
-        contract.exchange = "GLOBEX"
-        #! [contandexpiringfut]
-        return contract
-
-    @staticmethod
-    def JefferiesContract():
-        #! [jefferies_contract]
-        contract = Contract()
-        contract.symbol = "AAPL"
-        contract.secType = "STK"
-        contract.exchange = "JEFFALGO"
-        contract.currency = "USD"
-        #! [jefferies_contract]
-        return contract
-
-    @staticmethod
-    def CSFBContract():
-        #! [csfb_contract]
-        contract = Contract()
-        contract.symbol = "IBKR"
-        contract.secType = "STK"
-        contract.exchange = "CSFBALGO"
-        contract.currency = "USD"
-        #! [csfb_contract]
-        return contract
-=end
-
-    end # module
-
-## execute if called from OS
-if $0 == __FILE__
-
-mod_methods=  ContractSamples.public_instance_methods 
-include ContractSamples
-any_contracts =  mod_methods.map do | method |
-     self.send( method )
-end
-puts "Defined Contracts:"
-puts "------------------"
-puts any_contracts.map.with_index{|x,i| i.to_s + ": " + mod_methods[i][1..-1] + "\t->" + x.to_human }.join( "\n" )
-
-
-end