Module: IB::Symbols::Combo

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

Constant Summary

Constants included from IB::Symbols

VERSION

Class Method Summary collapse

Methods included from IB::Symbols

[], add_contract, all, allocate_collection, bunch, contracts, hardcoded?, method_missing, print_all, purge_collection, read_collection, remove_contract, set_origin, store_collection, to_human

Class Method Details

.contracts ⇒ Object 



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

def self.contracts

	@contracts ||= { #super.merge(
       stoxx_straddle: IB::Straddle.build( from: IB::Symbols::Index.stoxx, strike: 4000,
                                          expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX') ,
       stoxx_calendar: IB::Calendar.build( from: IB::Symbols::Index.stoxx, strike: 4000, back: '2m' ,
                                          front: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'),
      stoxx_butterfly: IB::Butterfly.fabricate( Symbols::Options.stoxx.merge( strike: 3900), front: 3500, back: 4300 ),
       stoxx_vertical: IB::Vertical.build( from: IB::Symbols::Index.stoxx, sell: 3500, buy: 4000, right: :put,
                                         expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'),
          zn_calendar: IB::Calendar.fabricate( IB::Symbols::Futures.zn, '3m') ,

          dbk_straddle: Bag.new( symbol: 'DBK', currency: 'EUR', exchange: 'EUREX', combo_legs:
									 [  ComboLeg.new( con_id: 270581032 , action: :buy, exchange: 'DTB', ratio: 1),   #DBK Dez20 2018 C
										ComboLeg.new( con_id: 270580382,  action: :buy, exchange: 'DTB', ratio: 1 ) ], #DBK Dez 20 2018 P
										 description: 'Option Straddle: Deutsche Bank(20)[Dez 2018]'
                               ),
     ib_mcd: Bag.new( symbol: 'IBKR,MCD', currency: 'USD', combo_legs:
								[  ComboLeg.new( con_id: 43645865, action: :buy, ratio: 1), # IKBR STK
									ComboLeg.new( con_id: 9408,	  action: :sell,ratio: 1 ) ], # MCD STK
									description: 'Stock Spread: Buy Interactive Brokers, sell Mc Donalds'
														 ),

	 vix_calendar:  Bag.new( symbol: 'VIX', currency: 'USD', exchange: 'CFE', combo_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
									description: 'VixFuture  Calendar-Spread August - September 2017'
														 ),
	 wti_coil: Bag.new( symbol: 'WTI', currency: 'USD', exchange: 'SMART', combo_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
								 description: 'Smart Future Spread WTI - COIL (June 2017) '
														),
	wti_brent:  Bag.new( symbol: 'CL.BZ', currency: 'USD', exchange: 'NYMEX', combo_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
								description: ' WTI - Brent Spread (Dez. 2016)'
													 )
	}
#	)
end