Support for HistoricalDataUpdates (IB-Message 90)

Author: Hartmut Bischoff

lib/ib/messages/incoming/historical_data.rb

@@ -41,12 +41,12 @@ def load
             IB::Bar.new :time => buffer.read_int_date, # conversion of epoche-time-integer to Dateime
 																											 # requires format_date in request to be "2"
 																											 # (outgoing/bar_requests # RequestHistoricalData#Encoding)
-                        :open => buffer.read_decimal,
-                        :high => buffer.read_decimal,
-                        :low => buffer.read_decimal,
-                        :close => buffer.read_decimal,
+                        :open => buffer.read_float,
+                        :high => buffer.read_float,
+                        :low => buffer.read_float,
+                        :close => buffer.read_float,
                         :volume => buffer.read_int,
-                        :wap => buffer.read_decimal,   
+                        :wap => buffer.read_float,   
 #                        :has_gaps => buffer.read_string,  # only in ServerVersion  < 124
                         :trades => buffer.read_int  
           end
@@ -79,6 +79,26 @@ def load
 				end
 			end
 
+      HistoricalDataUpdate = def_message [90, 0] ,
+                             [:request_id, :int] ,
+                             [:count, :int],
+                             [:bar, :bar]  # defined in support.rb
+
+      class HistoricalDataUpdate
+        attr_accessor :results
+				using IBSupport  # extended Array-Class  from abstract_message
+
+        def bar
+            @bar = IB::Bar.new @data[:bar]
+          end
+
+        def to_human
+          "<HistDataUpdate #{request_id} #{bar}>"
+        end
+      end
+
+
+
     end # module Incoming
   end # module Messages
 end # module IB

lib/ib/support.rb

@@ -62,7 +62,7 @@ def read_xml
 
 		def read_int_date
 			t= read_int
-				s= Time.at(t)
+      s= Time.at(t.to_i)
 	#			s.year == 1970  --> data is most likely a date-string
 				s.year == 1970 ? Date.parse(t.to_s) : s
 		end
@@ -139,20 +139,35 @@ def read_hash
 		end
 		#
 
-		def read_contract  # read a standard contract and return als hash
-			{	 con_id: read_int,
-				 symbol: read_string,
-				 sec_type: read_string,
-				 expiry: read_string,
-				 strike: read_decimal,
-				 right: read_string,
-				 multiplier: read_int,		
-				 exchange: read_string,
-				 currency: read_string,
-				 local_symbol: read_string,
-				 trading_class: read_string }  # new Version 8
-
-		end
+    def read_contract  # read a standard contract and return als hash
+      {	 con_id: read_int,
+         symbol: read_string,
+         sec_type: read_string,
+         expiry: read_string,
+         strike: read_decimal,
+         right: read_string,
+         multiplier: read_int,		
+         exchange: read_string,
+         currency: read_string,
+         local_symbol: read_string,
+         trading_class: read_string }  # new Version 8
+    end
+
+
+    def read_bar  # read a standard bar (Historical data bars)
+      { :time => read_int_date, # conversion of epoche-time-integer to Dateime
+                                # requires format_date in request to be "2"
+                                # (outgoing/bar_requests # RequestHistoricalData#Encoding)
+        :open => read_float,
+        :high => read_float,
+        :low => read_float,
+        :close => read_float,
+        :wap => read_float,   
+        :volume => read_int,
+        #  :has_gaps => read_string,  # only in ServerVersion  < 124
+        :trades => read_int  }
+
+    end
 
 
 		alias read_bool read_boolean

lib/models/ib/bar.rb

@@ -22,7 +22,7 @@ class Bar < IB::Model
       validates_numericality_of :open, :high, :low, :close, :volume
 
    def to_human
-      "<Bar: #{time} wap #{wap} OHLC #{open} #{high} #{low} #{close} " +
+     "<Bar: #{time.strftime("(%d.%m.%y)%X")} wap #{wap.round(3)} OHLC #{open} #{high} #{low} #{close} " +
         (trades ? "trades #{trades}" : "") + " vol #{volume}>"
     end