Class: IB::OutgoingMessages::RequestHistoricalData

Inherits:
AbstractMessage show all
Defined in:
lib/ib-ruby/messages.rb

Constant Summary collapse

BarSizes =

Enumeration of bar size types for convenience. These are passed to TWS as the (one-based!) index into the array. Bar sizes less than 30 seconds do not work for some securities.

[
:invalid, # zero is not a valid barsize
:second,
:five_seconds,
:fifteen_seconds,
:thirty_seconds,
:minute,
:two_minutes,
:five_minutes,
:fifteen_minutes,
:thirty_minutes,
:hour,
:day,
]

Instance Attribute Summary

Attributes inherited from ExtremelyAbstractMessage

#created_at

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from AbstractMessage

#initialize, #send

Methods inherited from ExtremelyAbstractMessage

#to_human

Constructor Details

This class inherits a constructor from IB::OutgoingMessages::AbstractMessage

Class Method Details

.message_id ⇒ Object 



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# File 'lib/ib-ruby/messages.rb', line 620

def self.message_id
  20
end

Instance Method Details

#queue(server) ⇒ Object 



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# File 'lib/ib-ruby/messages.rb', line 624

def queue(server)
  requireVersion(server, 16)

  if @data.has_key?(:what_to_show) && @data[:what_to_show].is_a?(String)
    @data[:what_to_show].downcase!
    @data[:what_to_show] = @data[:what_to_show].to_sym
  end

  raise ArgumentError("RequestHistoricalData: @data[:what_to_show] must be one of #{ALLOWED_HISTORICAL_TYPES.inspect}.") unless ALLOWED_HISTORICAL_TYPES.include?(@data[:what_to_show])

  queue = [ self.class.message_id,
            3, # version
            @data[:ticker_id]
          ]

  contract = @data[:contract].is_a?(Datatypes::Contract) ? @data[:contract] : Datatypes::Contract.from_ib_ruby(@data[:contract])
  queue.concat(contract.serialize_long(server[:version]))

  queue.concat([
                @data[:end_date_time],
                @data[:bar_size]
               ]) if server[:version] > 20


  queue.concat([
                @data[:duration],
                @data[:use_RTH],
                @data[:what_to_show].to_s.upcase
               ])

  queue.push(@data[:format_date]) if server[:version] > 16

  if contract.sec_type.upcase == "BAG"
    queue.concat(contract.serialize_combo_legs)
  end

  queue
end