[ts-gen] New release supports real time bars subscriptions
pippin at owlriver.net
Tue Apr 28 15:36:05 EDT 2009
The shim now supports real time bars subscriptions, about which
I've just pushed a new release to the web site, and it has already
shown up there. It should be used with the newest data tarball,
data-090415.tgz , and due to significant internal changes as part
of the ongoing implementation of multiple api version support, the
shim version has changed from 0.91 to 0.92 .
The database version has also been incremented, to 1.71 . Changes
there consist mostly of a reduction in the number of foreign key
checks for journal tables, to ensure that journal-related messages
can be successfully written even when they concern symbols otherwise
unknown to the database. This makes journalling more robust even if
users have added or removed symbols from the database; the design
perspective behind this choice is that ideally, anything the IB tws
produces in the way of journal-related messages should be captured
successfully rather than being discarded. This change is a logical
consequence of previous changes whereby contract attributes in journal
records were denormalized to descriptive text in place of the earlier
numerical foreign key index form.
As the first part of work on multiple version api support, the IB
tws api features to request current time, and for real time bars,
to make subscription requests and cancellations, are now supported
by the shim. The overall api level should still be left at 23, since
other subscriptions and orders do not yet work properly at newer api
levels. See the file exs/bars for examples of the command syntax
for real time bar subscription requests.
There are also a number of internal changes related to order request
construction, and users should test this newest version of the
shim thoroughly against the paper account before using it for live
orders; there is more detail in the NEWS file.
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