Projects / trading-shim / Releases

All releases of trading-shim

  •  01 Sep 2010 00:09
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    Release Notes: The shim now provides multi-version support for API levels 17 through 49 (the current IB TWS server API level) so that message formats as parsed vary to accord with the output of the IB TWS for that API level. This provides access to a number of previously inaccessible message attributes, such as the commission information included with the newer versions of the open order message.

    •  31 Jul 2010 03:40
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      Release Notes: As part of ongoing work on extending API level version coverage, this release adds a generic tick type list argument to the market data command, enlarges the set of tick indices and labels, and extends the number of market tick message types. In brief: you may now add a generic tick type list, e.g.: [100, 101, 104, 106], as the last argument of your market data commands, after the contract expression, and before the semicolon; or not, as you wish. Note: there are other, not yet documented tick types, ticks, and tick message types that will be added later as discovered.

      •  30 Jun 2010 19:33
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        Release Notes: This release adds the OrderLag configuration variable to control order pacing. This time delay works to avoid 2102 errors from the IB tws ("Unable to modify this order as it's still being processed"). This release validates the shim for server-side API levels of 46, 47, and 49 (IB seems to have skipped 48), and fixes the version mismatch warnings for market data.

        •  28 May 2010 22:33
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          Release Notes: Work on history has continued. This release fixes a significant latency bug for history query answer processing, adds timers and maps to prevent history query pacing violations, and adds configuration variables with which to control the various timers. The related data-100528 symbols file, with the new database version embedded in that file --- so that it will work out of the box with the new shim --- is also available.

          •  30 Apr 2010 21:18
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            Release Notes: This release adds various features to improve bulk history query processing, including the wait option in order to offload history query delay queueing from the client, and matching of history query requests with message answers in order to detect query cancels caused by pacing violations.

            •  01 Apr 2010 01:06
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              Release Notes: Bugs on Debian Lenny were fixed. There was a related code cleanup and memory allocation improvements for the hash table container component, and a number of changes to account code processing. The shim now checks the Account configuration variable if it has been defined, stopping if it doesn't match with the account code from the upstream, and the AccountCode table has been eliminated from the blob file, making the distributed blob file portable. There is a new data tarball as a result, and the database version has incremented.

              •  27 Feb 2010 01:23
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                Release Notes: New "dump" and "blob" options were added for dumping the database symbols to a file and loading that file at start-up, respectively. The blob option is only available in data mode, since in risk mode, a database is needed as the target for journal writes. A new symbols directory tarball, data-100226, was added, including a sample blob file for the default symbols load files, so that as long as you only need to use the shim in data mode, say to collect market or historical data, and if the default symbol set suits your purposes, you can now avoid creating the MySQL trading-shim database at all.

                •  06 Feb 2010 00:40
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                  Release Notes: In addition to bugfixes, a new command line option, the init option, has been added to allow configuration input to be read from the start of the command stream. This means that it is no longer necessary to use a configuration file to change installation defaults.

                  •  12 Dec 2009 03:58
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                    Release Notes: This release provides internal improvements for efficiency and bugfixes.

                    •  20 Nov 2009 20:22
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                      Release Notes: This release modifies log formatting to retain the floating point precision used by upstream input data, e.g. price, with the result that no display precision from message input is ever lost. It modifies the buffer class to dynamically expand its char vector as needed, so that input and format processing adaptively discover the appropriate buffer size for character text, and the large buffers needed for fundamentals data are allocated only when needed.

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