[ts-ann] trading-shim-060519 announced
R P Herrold
herrold at owlriver.com
Sat May 20 13:40:39 EDT 2006
date: Fri May 19 2006
* There are many bugfixes, some for serious problems. You
should consider upgrading to this version of the trading-shim.
* The shim has been validated up through tws version 857,
and is known *not* to work with 858. You must use a tws
version prior to 858, e.g. 853.8, 854.8, 855.5, 856.5, or
857.5. Most recent development has been against 855.5.
* The bind database operator has been renamed as look.
We have focused on our testing process for releases, and
running a candidate against the full collection of IB's
tws-api .jar files which we have saved -- some of the earliest
tws-api versions which we have on file are no longer supported
upstream, and so we enumerate the ones which seem to be both
still in upstream support and functional against the shim.
There is some change inside 858 which we have not yet
isolated, which exhibits the behavior of not crashing, but
also not commencing delivery of a market data stream, despite
being presented what is on former versions, a valid
subscription sequence. We defer chasing this down for the
The scanner counters as to the upstream data stream has been
wholly redesigned to a single point of syncronization, and
seems much more robust. Compilation should be wholly without
warnings as to unused constructs, through the artifice of
stubbing off as yet unused elements. While we do not favor
this approach, the code cleanups of the last six weeks have
resulted in much stronger code.
The transient disconnect and reconnect patterns from the
history farm connections, particularly in the mid-cycle
options expiration load just completed, have resulted in some
'hangs' which we are concerned about, and will address at
least minimally next; adding a more graceful detection of (and
exit after) a closed upstream socket, is on the short term
Down the road, reconnection, and re-enqueing selected
outstanding queries by the shim is needed, but not in the near
term critical path. We leave such detection to downstream
clients for the present.
The history result tables will soon gain an additional one,
and the time interval euphonious tables will become read
(i.e., SELECT) only for the clients; a new table will be
added, and become write (i.e., INSERT) only for the shim.
This should simplify implementation issues in the downsteam
clients doing 'fill requests' as they address detected market
data stream dropouts and restarts.
Thank you for your interest; we welcome feedback and comment.
-- the trading-shim team
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