Module: IB::AtAuction
- Extended by:
- OrderPrototype
- Defined in:
- lib/ib/order_prototypes/premarket.rb
Overview
Class Method Summary
collapse
aliases, alternative_parameters, defaults, optional, order, parameters, requirements
Class Method Details
.aliases ⇒ Object
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# File 'lib/ib/order_prototypes/premarket.rb', line 11
def aliases
super.merge limit_price: :price
end
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.defaults ⇒ Object
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# File 'lib/ib/order_prototypes/premarket.rb', line 7
def defaults
{ order_type: 'MTL' , tif: "AUC"}
end
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.requirements ⇒ Object
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# File 'lib/ib/order_prototypes/premarket.rb', line 15
def requirements
super.merge limit_price: :decimal
end
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.summary ⇒ Object
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# File 'lib/ib/order_prototypes/premarket.rb', line 20
def summary
<<-HERE
An auction order is entered into the electronic trading system during the pre-market
opening period for execution at the Calculated Opening Price (COP).
If your order is not filled on the open, the order is re-submitted as a
limit order with the limit price set to the COP or the best bid/ask after the market opens.
Products: FUT, STK
HERE
end
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