[ts-gen] AllOpens; financial advisor (FA) functionality; and execution reports

Bill Pippin pippin at owlriver.net
Tue Dec 11 10:59:05 EST 2007


Nils,

You've asked a number of questions related to acount reporting, session
management, and order management, some of which I'll answer in separate
posts.  This post considers account reporting, and is reworded somewhat
from my earlier direct reply.

You ask about the stub class AllOpens:

> Looking loosely through the code, there is a class AllOpens. Is that
> implemented?

For the conclusion first:

No; it's related to the financial advisor (FA) portion of the api, which,
absent strong interest from potential users, we do not plan on adding anytime
soon.  As you point out, though there are empty stub classes, the shim does
not expose these parts of the IB tws api; the stubs are not accessible via
commands to the shim from the downstream.

Instead, we want to implement the execution report request and the command
to control it.  I believe that, with the existing open and account commands,
the addition of an execution report command will provide complete access to
the api transaction reporting functionality for the common case of individual
accounts.
_______________________________________________________________________________

The rest of this post focuses on our current lack of interest in the
financial advisor (FA) portion of the api:

We're not opposed to implementing the FA operations; just uninterested,
until we see how they fit into a useful downstream client, or some other
user indicates *strong* interest.  There is other functionality that seems
more critical, that we plan to add first.

This includes the two open-related requests that are coupled with the FA
functionality; of the three in the api, only one can be submitted without
managed account (FA-controlled sub-account) parameters.  You can see this
for yourself using the IB sample client.

To be more precise, for request ids from the IB sample client code with
the string "OPEN" in the name, the first is already implemented via the
shim open command, and the last two are FA-related:

REQ_OPEN_ORDERS = 5
REQ_AUTO_OPEN_ORDERS = 15
REQ_ALL_OPEN_ORDERS = 16

You might like to read the IB docs on the last two, at their web site, and
think about how they fit into the api.  Most of the people on the yahoo
tws-api list don't find the FA part of the api too compelling.

Thanks,

Bill


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