Valid timeframes are defined in lib/ib/constants.rb
\nIf you call it with a contract, it returns the request_id.
\nib = IB::Connection.current\nge = IB::Stock.new symbol: 'GE'\nge_id = nil\nq = Queue.new\n\nib.subscribe(IB::Messages::Incoming::HistoricalData) do |msg|\n if msg.request_id == ge_id\n q.push msg.results\n end\nend\n\nge_id = ge.request_historic_data \n\n# serialize historic data\nge_results = q.pop # anthing is transmitted onceStreaming data are received through subcribing to IB::Messages::Incoming::HistoricalDataUpdate events.
\nFor a complete example, look into https://github.com/ib-ruby/ib-trading-system/blob/main/lib/trading-system/base.rb
\nhope it helps.
","upvoteCount":1,"url":"https://github.com/ib-ruby/ib-api/discussions/22#discussioncomment-1385743"}}}How to get Historical Data and Streaming? #22
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I see from the examples how to get EOD data. How to get historical data based on other timeframes, such as 1 sec, 5 sec, or 1 minute? Also, does ib-api support getting streaming data? Is there any documentation or examples? |
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Replies: 1 comment 1 reply
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Hi, Other timeframes are easily fetched by The trading-system -gem extents the IB::Contract-class to fetch the data: module IB
class Contract
def request_historic_data back: "10 D", interval: :hour1
ib = Connection.current
ib.send_message IB::Messages::Outgoing::RequestHistoricalData.new(
contract: self,
# end_date_time: Time.now.to_ib, # set only if keep_up_todate is 0
duration: back, # ?
bar_size: interval, # IB::BAR_SIZES.key(:hour)?
what_to_show: :trades,
use_rth: 1,
keep_up_todate: 1) # if set to `1` here, comment end_date_time
end
end
endValid timeframes are defined in lib/ib/constants.rb If you call it with a contract, it returns the request_id. ib = IB::Connection.current
ge = IB::Stock.new symbol: 'GE'
ge_id = nil
q = Queue.new
ib.subscribe(IB::Messages::Incoming::HistoricalData) do |msg|
if msg.request_id == ge_id
q.push msg.results
end
end
ge_id = ge.request_historic_data
# serialize historic data
ge_results = q.pop # anthing is transmitted onceStreaming data are received through subcribing to IB::Messages::Incoming::HistoricalDataUpdate events. For a complete example, look into https://github.com/ib-ruby/ib-trading-system/blob/main/lib/trading-system/base.rb hope it helps. |
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Great. Thank you for all the info. |
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Hi,
you are right, documentation is mostly about EOD-Data.
Other timeframes are easily fetched by
IB:Messages::Outgoing:RequestHistoricalDataThe trading-system -gem extents the IB::Contract-class to fetch the data: