Class: IB::Messages::Incoming::TickByTick

Inherits:

Object

• Object
• IB::Messages::Incoming::TickByTick

Defined in:

lib/ib/messages/incoming/ticks.rb

Overview

error messages: (10189) “Failed to request tick-by-tick data:Historical data request pacing violation”

Instance Method Summary

• #load ⇒ Object
• #resolve_mask ⇒ Object
• #to_human ⇒ Object

Instance Method Details

#load ⇒ Object

# File 'lib/ib/messages/incoming/ticks.rb', line 171

def load
	super
	case @data[:tick_type ] 
							when 0
								# do nothing
							when 1, 2 # Last, AllLast
			load_map	[ :price, :decimal ]	,
								[ :size, :int ] ,
								[ :mask, :int ]	,  		
								[ :exchange, :string ], 
								[ :special_conditions, :string ]
							when 3  # bid/ask
			load_map  [ :bid_price, :decimal ],
								[ :ask_price, :decimal],
								[ :bid_size, :int ],
								[ :ask_size, :int] ,
								[ :mask, :int  ]	
							when 4
			load_map	[ :mid_point, :decimal ]
							end

	@out_labels = case @data[ :tick_tpye ]
							when 1, 2
								[ "PastLimit", "Unreported" ]
								when 3 
								[ "BitPastLow", "BidPastHigh" ]
								else
									[]
								end	
end

#resolve_mask ⇒ Object

# File 'lib/ib/messages/incoming/ticks.rb', line 167

def resolve_mask
	@data[:mask].present? ? [ @data[:mask] & 1 , @data[:mask] & 2  ] : [] 
end

#to_human ⇒ Object

# File 'lib/ib/messages/incoming/ticks.rb', line 201

def to_human
	"< TickByTick:" + 	case @data[ :tick_type ]
	when 1,2
		"(Last) #{size} @ #{price} [#{exchange}] "
	when 3
		"(Bid/Ask) #{bid_size} @ #{bid_price} / #{ask_size } @ #{ask_price} "
	when 4
		"(Midpoint)  #{mid_point } "
	else
		""
	end +  @out_labels.zip(resolve_mask).join( "/" )
end