[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 
goal list.

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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