[ts-gen] trying to create a ATS

[R P Herrold]

On Mon, 18 Dec 2006, Ron Hinchley wrote:

> I am trying to create a ATS and need to get the basic 
> infrastructure in place. First I need the DB with history 
> and an update method. I am using Linux. How is the shim for 
> this?

As mentioned on the webpage, this shim has had as one of its 
basic goals, providing a database base back end persistent 
store for transactions related to the tws, from its first 
public appearance; ad hoc history (and tickstream) retrievals 
have worked for months and are stable and so far as we know, 
fully functional.

Extracting subsets of retrieved data from the shim's database 
to other working tables or other databases is trivial.

We updated, earlier this week, internally, to make sure the 
shim runs against the not 'de-supported' v. 864 versions and 
later -- I am running against 865.2, and will stop and update 
it to the new overnight tws release from IB ... be right back

[ ... OK -- installed Build 865.5, Dec 19, 2006 11:01:38 AM, 
and hit it with an internal from yesterday, and today, just to 
make sure we are OK on all the tests.  I'll let those run 
while I finish the email ...]

I am unclear what you mean by 'an update method' -- the list 
of Underlyings to watch and to retrieve history on has always 
been dynamically alterable; we have retrieval of the account 
type 6 and type 7 records working as well on the internal 
version which we will push out in the next few days 
[AccountCode, AccountReady, AccountType, AccruedCash, and so 
on through UnrealizedPnL, and periodic restatments of 
NetLiquidation and related elements as orders are processed]

While it is not my particular interest, all the elements for 
an ATS are present, I'd imagine;  Certainly all that you 
mention seeking, and order management throught the tws are 
there.

=================

The tests concluded.  The self tests (Bill's and mine) all 
passed on that 865.5 without issue.  We'll talk through when 
we push this internal release.  I still need to re-run the 
tests on the Debian test box in a moment, but it takes more 
time on that slower compiler box.

We welcome reports, and hope to hear from you.

-- Russ Herrold