[ts-gen] shim-061222 notes - happy birthday

R P Herrold herrold at owlriver.com
Fri Dec 22 22:58:19 EST 2006

We have had a productive week, and I wanted to pass along a 
brief note for those following along with the leading edge of 
the project.

We have pushed a version which passes all the usual 'make 
test' and ./bin/unsafe tests, in the stock release, along with 
my additional tests in release process, on both CentOS-4, and 
under Debian 'testing'

We find that in internal development releases, there is 
something unusual going on in the Debian environment as we 
went to push out today's internal code snapshot [we have been 
poking at the edges of OpenBook (Level II Market Depth) type 
data in the internal code, which _seems_ to provoke a database 
disconnect under Debian but not Centos; we have NOT enabled 
this testing code in the external release, so that our Debian 
friends do not have to scratch their heads and wonder what in 
the world is going on ;) ]. We have NOT completed running this 
down, though', thus the non-inclusion of the Market Depth 
testing code.  Our understanding of the format of the six or 
so query string layouts toward IB for Market Data, and a 
slightly different one for Market Depth has grown as well.

As we address these slightly different layouts, we will 
probably also be pushing in some account 'base currency' 
support extensions as well.  I think we are seeing GBP, EUR, 
AUD, in addition to USD.  PLEASE respond to the list, or 
privately if there are others in play in our userbase.

To discuss the Debian work we do a bit further, and 'til now, 
I have simply been doing release conformance testing on 
Debian; this is MUCH less demanding than doing development 
work.  We were surprised to see first the FreeBSD, and then 
the Debian variants emerge in our ad hoc userbase.  [btw, I 
have the OS/X 10.3 update in hand now as well, and will be 
pushing that into a testing state, in our 'farm' as well, 
probably next week].

We will be doing some network re-engineering over the next 
week through the close of the year to permit developmental 
'horsepower' dual booting machines, so that we can pick up the 
amazing benefits of 'distcc' in the Debian 'testing' 
environment and fully develop there as well as do testing; 
also, CentOS-5 is imminent, and I think it will actually be a 
group of four 'tri-boot' boxes so that we can also move 
between CentOS-4 and 5 as we get familiar with that upcoming 
major point release.  CentOS-5 will also bring native MySQL-5 
to that distribution.

IB seems have to moved back from placing pre-864 tws released 
into an 'desupported' status today; the message which was 
appearing to us late last week, and through Tuesday was this:
which read:
 	The version of the application you are running, 862.9,
 	needs to me upgraded, as it will be desupported on
 	20061212.  The minimum supported version at that time
 	will be 864.0.

This screen message seemed to appear only to US users of the 
tws, as some users in the UK were confused in some of the 
messages on the Yahoo list, and the IB chat boards, as to what 
was appearing.  I was proud that we seem to have been the 
first of the adjuncts to TWS, to be fully supportive of the IB 
bleeding edge when that 'desupport' notice popped up.

In any event, we pushed to make sure we have stayed with the 
latest from IB all week, and our tests run fine with the 
latest tws which can be retrieved:
 	 Build 865.7, Dec 21, 2006 2:46:55 PM

This was in part facilitated with the expanded binary file 
logging of the data stream to, and from the shim toward the 
upstream tws.  Tools to help mark up and visualize these 
streams are in the ./bin/ directory

Otherwise, as noted in NEWS,

     * 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

Significant new features not previously noted in this mailing 
list are thus summarized: News bulletin retrieval, complete 
coverage of all tick types through the latest API, Account 
details retrieval

Why 'happy birthday'?  In looking at the timestamp on the FTP 
directory, I see that we took the steps to set up for doing 
the external releases just a year ago, tomorrow.  We sat and 
did an 'end of the year' lookback and planning session, and 
are well satisfied with how we are attaining the stated aims 
of the project, and the prospects for the coming year.  We 
wish our readers good fortune as well.

Also, let me (Russ) publicly thank Bill Pippin for his effort 
in building this rocksolid base for downstream clients to look 
to, and for his rocksolid approach to temper my more tactical 
orientation.  In developing with him and the tool, when I 
think I have found a bug in something we have externally 
pushed, it is usually the case that I have not ruled out local 
error in my testing process.

As always, thank you for your interest; we welcome feedback 
and comment.

-- The trading-shim team

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