[ts-gen] trading-shim 060928 announced
R P Herrold
herrold at owlriver.com
Sun Oct 1 19:32:26 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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