ib-symbols 1.0 → 1.1

data/examples/time_and_sales

@@ -1,51 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script connects to IB API and subscribes to market data for Forex symbols.
-# It then prints out all trades that exceed certain size.
-
-require 'bundler/setup'
-require 'ib/symbols'
-
-# Define the symbols we're interested in.
-@market = {
-    123 => IB::Symbols::Futures[:gbp],
-    234 => IB::Symbols::Futures[:jpy],
-    444 => IB::Symbols::Forex[:usdjpy]
-}
-
-# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
-
-# Subscribe to TWS alerts/errors
-ib.subscribe(:Alert, :ManagedAccounts) { |msg| puts msg.to_human }
-
-# This method filters out non-:last type events, and filters out any sale < MIN_SIZE.
-# Note that we have to look the ticker id of each incoming message
-# up in local memory to figure out what it's for.
-# (N.B. The description field is not from IB TWS. It is defined
-#  locally in symbols/futures.rb symbols/forex.rb, and is just arbitrary text.)
-def show_sales_and_size(msg)
-  #return if msg.type != :last_price || msg.data[:size] < MIN_SIZE
-  puts @market[msg.ticker_id].description + ": " +
-           (msg.is_a?(IB::Messages::Incoming::TickPrice) ?
-               "#{msg.data[:size]} at #{msg.data[:price]}" : msg.to_human)
-end
-
-# Now, subscribe to TickerPrice and TickerSize 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 tick.
-ib.subscribe(:TickPrice, :TickSize, :TickString) { |msg| show_sales_and_size(msg) }
-
-# Now we actually request market data for the symbols we're interested in.
-@market.each_pair do |id, contract|
-  ib.send_message :RequestMarketData, :ticker_id => id, :contract => contract
-end
-
-puts "\nSubscribed to TWS market data"
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets
-puts "Unsubscribing from TWS market data.."
-
-@market.each_pair { |id, contract| ib.send_message :CancelMarketData, :ticker_id => id }
-
-sleep 2