[ts-ann] shim-070202 announced

R P Herrold herrold at owlriver.com
Fri Feb 2 21:26:05 EST 2007

This is our second interesting release this year.  First the 

Summary of Changes:

date: Fri Feb  2 2007
     * Add 'open' command to request open orders

     * Fix bug in command logging, and missing 'next' command 
in data mode

     * Add 'cmds' option to help mode to list command syntax 
and semantics

       Note: 'data' command has breakage, and 'help' command is 
not yet working

       Note: repairs to command logging break echo cmds 
regression test -- false positive, needs some work on test 

which I feel is rather important news.  Of course, orders have 
been working with fine stability, and include well tested the 
Parent/child sequenced orders, and OCA functionality;  The 
addition of the 'open' command verb permits retrieving an 
enumeration of all working orders running at IB at any point 
in time for a client.  Taken with the 'acct' command verb, one 
can get a total picture of the liquidity state.  In turn one 
can do credible position sizeing, and do snapshot VAR analysis 
on a continuous basis at the client level under programmatic 
control if one wishes.

Working toward more friendly documentation, both Bill and I 
have each been working in this area, and we did our first 
combined review this afternoon in a planning meeting.  One can 
now get a reasonably friendly, if concise, enumeration of all 
available and implemented commands, and a longer and complete 
statement of the grammar of the shim without wadeing through 
the source code.


As always, we thank you for your interest; we welcome feedback
and comment.

-- The trading-shim team

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