IB-Symbols
Documentation: https://ib-ruby.github.io/ib-doc/
Questions, Contributions, Remarks: Discussions are opened in ib-api
Predefined symbols and watchlists for contracts
To activate use
gem 'ib-symbols'
in the Gemfile and
require 'ib-api'
require 'ib/symbols'
in your script
Handy Templates
IB::Symbols::Index, IB::Symbols::Futures and IB::Symbols::Options contain most popular contracts.
To list the predefined contracts use
Symbols::Options.all.each{|y| puts [y,Symbols::Options.send(y).to_human].join( "\t")}
aapl <Option: AAPL 202303 call 130.0 SMART USD>
ge <Option: GE 202303 call 7.0 SMART USD>
goog100 <Option: GOOG 202303 call 100.0 USD>
ibm <Option: IBM 202303 put 0.0 SMART >
ibm_lazy_expiry <Option: IBM put 140.0 SMART >
ibm_lazy_strike <Option: IBM 202303 put 0.0 SMART >
...
Symbols::Futures.all.each{|y| puts [y ,Symbols::Futures.send(y).verify.to_human].join "\t" }
dax <Future: DAX 20230317 EUR>
es <Future: ES 20230317 USD>
eur <Future: EUR 20230313 USD>
gbp <Future: GBP 20230313 USD>
hsi <Future: HSI 20230330 HKD>
jpy <Future: JPY 20230313 USD>
...The expiry is set to the next monthly or quaterly option/future expiration date. Most options are defined without a strike. To specify a »real« contract use the merge method:
stoxx_option = IB::Symbols::Option.stoxx.merge( expiry: 202306, strike: 3950, right: :call )Watchlists
The GUI-Version of the TWS organizes symbols in different pages (Watchlists).
IB-Ruby uses the same concept to organize and optimize operational issues and to support research and systematic trading efforts. The lists are organized as Enumerator, which extents its use. This feature lives entirely in the filesystem, no database is required, no further dependency is involved.
By default, Watchlists reside in the symbols-directory of ib-symbols. This can be changed anytime through
> IB::Symbols.set_origin '.' # (a valid path, either relative or absolute)
=> #<Pathname:.>
> IB::Symbols.set_origin( ".").realpath
=> #<Pathname:/home/ubuntu/workspace/ib-symbols/bin>
Symbol Collections
Everything is kept elementary simple: Collections are stored as editable files. The format is YAML.
The CRUD Cycle
> IB::Symbols.allocate_collection :Demo
=> IB::Symbols::Demo # file /symbols/Demo is created and Modul is established
> IB::Symbols::Demo.add_contract :uso , IB::Stock.new( symbol: 'USO' )
=> 235 # returns the count of written bytes to the file
> IB::Symbols::Demo.uso # returns the stored contract
=> #<IB::Stock:0x0000000002c814f8 @attributes={:symbol=>"USO", :created_at=>2018-04-29 18:47:01 +0000, :con_id=>0, :right=>"", :exchange=>"SMART", :include_expired=>false, :sec_type=>"STK", :currency=>"USD"}>
> IB::Symbols::Demo.add_contract :ford , IB::Stock.new( symbol: 'F' )
=> 465
> IB::Symbols::Demo.all
=> [:ford, :uso] # lists all stored contracts
> IB::Symbols::Demo.remove_contract :uso
> IB::Symbols::Demo.all
=> [:ford]
> IB::Symbols::Demo.purge_collection # deletes the file and erases the contracts kept in memory
=> nil
head :012 > IB::Symbols::Demo.all
=> []