enable real time quote

example/real_quote

@@ -0,0 +1,42 @@
+#!/usr/bin/env ruby
+#
+# This script downloads historic data for specific symbols from IB
+
+require 'rubygems'
+require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
+require 'ib-ruby'
+
+@market = {20000 => IB::Symbols::Stocks[:vxx]}
+
+
+# Connect to IB TWS.
+ib = IB::Connection.new :client_id => 1112#, :port => 7496 # TWS
+
+# Subscribe to TWS alerts/errors
+ib.subscribe(:Alert) { |msg| puts msg.to_human }
+
+# Subscribe to HistoricalData incoming events.  The code passed in the block
+# will be executed when a message of that type is received, with the received
+# message as its argument. In this case, we just print out the data.
+#
+# Note that we have to look the ticker id of each incoming message
+# up in local memory to figure out what it's for.
+ib.subscribe(IB::Messages::Incoming::RealTimeBar) do |msg|
+  puts @market[msg.request_id].description + ": #{msg.to_human}"
+end
+
+@market.each_pair do |id, contract|
+  ib.send_message IB::Messages::Outgoing::RequestRealTimeBars.new(
+                        :request_id => id,
+                        :contract => contract,
+                        :bar_size => 5, #  IB::BAR_SIZES.key(:hour)?
+                        :data_type => :trades,
+                        :use_rth => 1)
+end
+
+
+# IB does not send any indication when all historic data is done being delivered.
+# So we need to interrupt manually when our request is answered.
+puts "\n******** Press <Enter> to exit... *********\n\n"
+STDIN.gets

lib/ib/messages/incoming/real_time_bar.rb

@@ -7,7 +7,7 @@ module Incoming
       #    :time - The date-time stamp of the start of the bar. The format is offset in
       #            seconds from the beginning of 1970, same format as the UNIX epoch time
       #    :bar - received RT Bar
-      RealTimeBar = def_message 50,
+      RealTimeBar = def_message [50, 3],
                                 [:request_id, :int],
                                 [:bar, :time, :int],
                                 [:bar, :open, :decimal],
@@ -23,7 +23,7 @@ def bar
         end
 
         def to_human
-          "<RealTimeBar: #{request_id} #{time}, #{bar}>"
+          "<RealTimeBar: #{request_id} #{bar}>"
         end
       end # RealTimeBar
 

lib/ib/messages/outgoing/bar_requests.rb

@@ -13,16 +13,16 @@ def parse data
             error ":data_type must be one of #{DATA_TYPES.inspect}", :args
           end
 
-          size = data[:bar_size] || data[:size]
-          bar_size = BAR_SIZES.invert[size] || size
-          unless  BAR_SIZES.keys.include?(bar_size)
-            error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
-          end
+          #size = data[:bar_size] || data[:size]
+          #bar_size = BAR_SIZES.invert[size] || size
+          # unless  BAR_SIZES.keys.include?(bar_size)
+            # error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
+          # end
 
           contract = data[:contract].is_a?(IB::Contract) ?
               data[:contract] : IB::Contract.from_ib_ruby(data[:contract])
 
-          [data_type, bar_size, contract]
+          [data_type, nil, contract]
         end
       end
 
@@ -44,6 +44,14 @@ def parse data
       RequestRealTimeBars = def_message 50, BarRequestMessage
 
       class RequestRealTimeBars
+        def parse data
+          data_type, bar_size, contract = super data
+
+          size = data[:bar_size] || data[:size]
+          bar_size = size.to_i
+          [data_type, bar_size, contract]
+        end
+
         def encode
           data_type, bar_size, contract = parse @data
 
@@ -150,6 +158,17 @@ def encode
       RequestHistoricalData = def_message [20, 4], BarRequestMessage
 
       class RequestHistoricalData
+        def parse data
+          data_type, bar_size, contract = super data
+
+          size = data[:bar_size] || data[:size]
+          bar_size = BAR_SIZES.invert[size] || size
+          unless  BAR_SIZES.keys.include?(bar_size)
+            error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
+          end
+          [data_type, bar_size, contract]
+        end
+
         def encode
           data_type, bar_size, contract = parse @data