Historical Data & Scanners

import { IBApi, EventName, Contract, SecType, BarSizeSetting, WhatToShow } from "@stoqey/ib";

const ib = new IBApi({ port: 7497 });

const contract: Contract = {
  symbol: "MSFT",
  secType: SecType.STK,
  currency: "USD",
  exchange: "SMART",
};

ib.on(EventName.historicalData, (reqId: number, bar: any) => {
  console.log(`Bar Date: ${bar.date} | Open: ${bar.open} | High: ${bar.high} | Low: ${bar.low} | Close: ${bar.close} | Vol: ${bar.volume}`);
});

ib.once(EventName.historicalDataEnd, (reqId: number, start: string, end: string) => {
  console.log(`Finished receiving historical bars from ${start} to ${end}`);
  ib.disconnect();
});

ib.connect();
ib.once(EventName.nextValidId, () => {
  ib.reqHistoricalData(
    1,                       // reqId
    contract,                // contract
    "",                      // endDateTime (empty string = current time)
    "1 M",                   // durationStr ("1 D", "1 W", "1 M", "1 Y")
    BarSizeSetting.MIN_1,    // barSizeSetting ("1 mins", "5 mins", "1 day")
    WhatToShow.TRADES,       // whatToShow ("TRADES", "MIDPOINT", "BID", "ASK")
    1,                       // useRTH (1 = Regular Trading Hours only, 0 = All hours)
    1,                       // formatDate (1 = YYYYMMDD HH:mm:ss, 2 = epoch format)
    false                    // keepUpToDate (streaming updates)
  );
});

import { ScannerSubscription } from "@stoqey/ib";

const scanSub: ScannerSubscription = {
  numberOfRows: 10,
  instrument: "STK",
  locationCode: "STK.US.MAJOR",
  scanCode: "TOP_PERC_GAIN",
};

ib.on(EventName.scannerData, (reqId, rank, details, distance, benchmark, projection, legsStr) => {
  console.log(`#${rank + 1}: ${details.contract.symbol} (${details.contract.secType})`);
});

ib.reqScannerSubscription(1, scanSub, [], []);