[ts-gen] Re : How symbols and contracts are defined during database creation

[Bill Pippin]

Sam,

The message I respond to here was unfortunately caught in our system's
email filtering software until today.

You mention combo orders: 

>  ...   I found that TS is not very happy with combo options ..

True.  The shim does not support combination contracts; the IB tws
api implementation of these is poorly documented, awkward for us to
support, and not yet of immediate interest.  We are of course always
interested in the experience of others; for those who like and use IB
tws combo contracts, please feel free to speak up on the list with
your use cases.

As for options, the shim does not yet support them effectively,
although here we do plan to in the future.  By effectively is meant
that, given the range of possible strike prices, there are many
possible option contracts, and so contracts must be generated on the
fly from product information.  Here especially feedback from users
to the mailing list is likely to have a significant impact on our
plans.

Thanks,

Bill