[ts-ann] trading-shim 060928 announced

R P Herrold herrold at owlriver.com
Sun Oct 1 19:07:02 EDT 2006


Summary of Changes:

We have noted that there is much interest on the IB chat board 
for, and we had an off mailing list inquiry about retrieval of 
history. As such we push a release with much improved history.

We add, with a database version bump: robust history parsing, 
practical history insert of query results into the dbms; and 
periodic (repeating) history queries. We are also comfortable 
with some changes we have added in tagging, to permit 
generation of a continuous front month dataset for Futures, 
Options, and other Underlyings with Expirations.

By way of fixup, our testing exposed some issues with parsing 
extended series of history data, which have been addressed, 
and we believe, fully addressed; the issue of avoiding rate 
limiting and throttleing by the upstream IB counterparty 
history farms remains, and we suggest that such rate limiting 
be provided at the down-stream controlling client in the short 
term, until we can complete some work we have in design for 
addressing the matter.

Thank you for your interest; we welcome feedback and comment.

-- The trading-shim team


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