[ts-ann] trading-sum 070106 announced
R P Herrold
herrold at owlriver.com
Sun Jan 7 13:50:18 EST 2007
Summary of Changes:
* Provide contract data query command, request, and
message support, along with a regression test to demonstrate
the new functionality.
* Replace manifest constant for currency in Contract of
"USD" with index to Currency table, and revise database as
needed to support this change, with the consequence that
database recreation is mandatory.
* Add request translation for market depth, to implement
the existing book add subscription command.
* Add OPG (at-the-opening, for MOO and LOO orders) and FOK
(fill-or-kill) to the time-in-force finite domain type in
both the dbms and the shim, also reordering the numeric codes
so that the dbms and shim must be upgraded in lockstep.
For those not mirroring the archive, and so not seeing the
slipstreamed improvements, these additions and stabilizatons
are also present from the last major announcement:
* Modify save option to, in addition to creating a message
image file, also create a request image file. The files are
named tws2shim.bin and shim2tws.bin, and appear in the current
directory.
* implement news bulletin request/cancel
* add new tick types 13--37 from api 9.00
* implement the acct command, AccountData request, and
KeyValue (6) message, and provide a simple type tuple for the
Portfolio (7) message, in order to provide access to
AccountData information via the log stream.
* attempt shim with tws 865.5, with success -- no syntax
errors
* increase handshake timeout from 1 to 2 seconds to reduce
the likelyhood of handshake failures at startup.
* rename the test database from trading to testing.
* patch bin/includes to emphasize the need to edit the
literal bindings of the UserName, HostName, and DbmsName
variables.
-------------------
Testing on CentOS-4, and Debian 'testing', each updated to
current, with a Sun Java 1.5, and the latest TWS from IB all
are solid. We have a OS/X 10.4 testing box in house now, and
will have a CentOS-4 x86_64 (AMD) testbed soon; We had one
query early on for a FreeBSD test path, but have not heard
back from that tester since we stabilized the network socket
code, and wonder if that person is still with us.
ftp://ftp.trading-shim.org/pub/local/trading-shim/shim-070105.tgz
As always, we thank you for your interest; we welcome
feedback and comment.
-- The trading-shim team
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