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Continued build out.
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git-svn-id: http://ibpy.googlecode.com/svn/trunk@302 3e6b72d3-b629-0410-ad1b-3b4ab856adc4
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troy.melhase committed May 13, 2008
1 parent 44f2350 commit 597763e
Showing 1 changed file with 101 additions and 4 deletions.
105 changes: 101 additions & 4 deletions ib/sym/__init__.py
Expand Up @@ -46,14 +46,41 @@ class HDDateFormat:
short = 2 # 1/1/1970 GMT


class UseRTH:
no, yes = 0, 1
class YesNo:
no = false = 0
yes = true = 1


class RTH(YesNo):
pass


class AllOrNone(YesNo):
pass

class Override(YesNo):
pass

class FirmQuoteOnly(YesNo):
pass

class ETradeOnly(YesNo):
pass

class ContinuousUpdate(YesNo):
pass


class AuctionStrategy:
match = 1
improvement = 2
transparent = 3

class ServerLogLevel:
system, error, warning, information, detail = \
sys, err, warn, info, det = range(1, 6)


class FaDataType:
groups, profile, account_aliases = range(1, 4)

Expand All @@ -62,5 +89,75 @@ class ExerciseAction:
exercise, lapse = range(1, 3)


class Override:
no, yes, = 0, 1
class TriggerMethod:
default = 0
double_askbid = 1
last = 2
double_last = 3


class ShortSaleSlot:
unapplicable = 0
clearing_broker = 1
third_party = 2


class OcaType:
cancel_on_fill_block = 1
reduce_on_fill_block = 2
reduce_on_fill_noblock = 3


class Rule80a:
individual = 'I'
agency = 'A'
agent_other_member = 'W'
individual_ptia = 'J'
agency_ptia = 'U'
agent_other_member_ptia = 'M'
individual_pt = 'K'
agency_pt = 'Y'
agent_other_member_pt = 'N'


class RefPriceType:
avg = 1
bidask = 2

class VolatilityType:
daily = 1
annual = 2


class GenericTickTypes:
option_volume = 100
option_open_interest = 101
historical_volatility = 104
option_implied_volatility = 106
index_future_premium = 162
misc_stats = 165
mark_price = 221
auction_values = 225
shortable = 236


class TickValues:
low_13_week = 15
high_13_week = 16
low_26_week = 17
high_26_week = 18
low_52_week = 19
high_52_week = 20
avg_volume = 21
option_historical_vol = 23
option_implied_vol = 24
option_call_open_interest = 27
option_put_open_interest = 28
option_call_volume = 29
option_put_volume = 30
index_future_premium = 31
auction_volume = 34
auction_price = 35
auction_imbalance = 36
mark_price = 37
shortable = 46

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