[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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