[ts-gen] Limited support for open price messages, tick subtype 14

Bill Pippin pippin at owlriver.net
Wed Jul 22 15:41:39 EDT 2009


I'll provide the key points of my next message for readers other
than the sender who triggered this release.  The more comprehensive
reply to his original message will follow this post.

The shim now provides *limited* support to allow users to receive the 
tick price event (index 1) open price subtype (index 14) message.
This requires that you run the shim at api version 30 or 31, both
of which are significantly beyond the past and current fully supported
api version 23.  To do this, simply change the ApiLevel variable in the
.shimrc file from its default value as shipped of 23 to either 30 or 31.

Values from 23 to 30 will continue to be accepted, but will not lead
the IB tws to send subtype 14 open price messages; those require api
level at least 30.  There are known problems for the shim with other
message types, in particular history, when you run at this higher api
level.  Orders are not supported at all; the shim will refuse to
start, so you can only run in --data mode.

You should probably only use this shim at api levels 30 and 31
for the limited purpose of collecting market data that includes
tick subtype 14, that is open price.  You can't use it to collect
history at the same time; for that you'll need to run another
session at api level 23, and if against the same account at the
same time, in --risk mode. 

Comprehensive support for other higher level api version features
is more involved than the quick fix here that allows the shim
to send market data requests at the higher api level, and although
such support is planned as the next major feature in our roadmap,
it's not my current effort --- that's focused on memory allocation
and some minor bug fixes in response to previous reports --- so if
you want other api version features, those will probably not be
included in the very next major-feature release.

Thanks,

Bill


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