Module: IB::Symbols::Options

Extended by:
IB::Symbols
Defined in:
lib/ib/symbols/options.rb

Class Method Summary collapse

Methods included from IB::Symbols

[]

Class Method Details

.contractsObject



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# File 'lib/ib/symbols/options.rb', line 8

def self.contracts
  @contracts ||= {
    :wfc20 => IB::Option.new(:symbol => "WFC",
                             :expiry => "201301",
                             :right => "CALL",
                             :strike => 20.0,
                             :description => "Wells Fargo 20 Call 2013-01"),
    :aapl500 => IB::Option.new(:symbol => "AAPL",
                               :expiry => "201301",
                               :right => "CALL",
                               :strike => 500,
                               :description => "Apple 500 Call 2013-01"),
    :z50 => IB::Option.new(:symbol => "Z",
                           :exchange => "LIFFE",
                           :expiry => "201301",
                           :right => "CALL",
                           :strike => 50.0,
                           :description => " FTSE-100 index 50 Call 2013-03"),
    :spy75 => IB::Option.new(:symbol => 'SPY',
                             :expiry => "201301",
                             :right => "P",
                             :currency => "USD",
                             :strike => 75.0,
                             :description => "SPY 75.0 Put 2014-01"),
    :spy100 => IB::Option.new(:osi => 'SPY 140118P00100000'),
    :vix20 => IB::Option.new(:osi =>  'VIX 121121C00020000'),
    :vxx40 => IB::Option.new(:osi =>  'VXX 121117C00040000'),
  }
end