[ts-gen] weekend update

R P Herrold herrold at owlriver.com
Sun Oct 26 12:39:22 EDT 2008


We have picked up some new subscribers in the last week, as I 
have made some posts to the IB-Py and the r-sig-fin mailing 
lists which were responsive to unsolicited questions, but done 
in a fashion to cause the curious to explore this project's 
offerings.  ;)  Welcome, new subscribers.

By way of a quick update, the shim has had tickstream and 
history retrieval, on a largely subset of the complete 
symbology available at IB (basically all symbols with enough 
volume to be 'safely' tradeable without too much fear of 
'becoming the market').

Trading under machine control has also long been supported, 
and we are in the final stages (we hope) on sane cross-session 
order management -- an issue raised by our subscriber 'Nils' 
some time ago, and which has been a major goal for us.

Beyond that, we will have some more documentary matters (in 
tool help, man pages, and such), extension for generality in 
specification of contracts (the 'bind' operator buildout), and 
support for ranges of client and server versions offered and 
used by the TWS.  IB's recent releases in the 888 series have 
gotten off to a rocky start.  I have to see what has changed 
that we need to handle next week.

I made an extended post on on output forms which the shim has 
available, and gave some context as to the design decisions 
behind them, last week in another list.  I will repost here, 
as it may be useful as a window into our thought process.

Bill pushed a minor update to address the patch mentioned in 
the mailing list for some European route issues, and some 
other cleanup on Future and Options specification to mesh more 
exactly with the observed requirements of the TWS.  I'll 
update the Freshmeat record with that later today.

-- Russ herrold


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