I just finished uploading a bug fix release to the 9.30 API code base - technically the bugs are in the 9.10 release as well, but I haven’t heard any problems lately, and since IB has moved to the 9.20 release as the stable version, I am not going to update the 9.10 code base (let me hear the outcry if you need otherwise).
You can download the new release here. Or go to the utilities page here for all releases.
The release notes for changes are below - enjoy!
9.3.0.5 Bug Fix Release
* Fixed Historical Data Requests (had improperly formatted parameter and timestamps)
* Fixed Disconnect call to properly kill the reader thread
* Added support for additional contracts (Forex, Futures, Indices)
* Began Order Classes, incomplete for now, but started a Limit Order class.
* Fixed Current Time call, it now returns a date time instead of a string.
9.3.0.4 Bug Fix Release
* Added Market On Open enumeration to Time in Force
Hi
I am curious about what you use in your ATS, for charting(zedgraph ?), indicators(TA-LIB ?) OR did you code all yourself. I am also looking into using c# for development, coincidentally I found your blog which has C# IB API, C# opentick with zedgraph. Nice!
please let me know. thanks.
For my charting I use ZedGraph (hence the utility), but I am thinking of coding my own WPF chart for faster graphs… I am also looking for suggestions, zedGraph is great, but rather slow on vista for what I am doing.
As far as indicators, I have coded them all myself, I find that I understand the indicator about 10x better that way, but I will take a look at TA-Libas you suggest.
Thanks!
Hi Karl,
I really like your blog and the c# API.
I’m also working on an ATS in C# with zedgraph for some charting.
I did some research on WPF-Charts (with source) and found this:
https://sourceforge.net/projects/swordfishcharts
http://ligao101.wordpress.com/2007/08/21/another-chart-in-wpf/
http://blogs.msdn.com/jstegman/archive/2007/06/10/richard-z-s-jelly-samples.aspx
It looks like the WPF isn’t really faster then GDI
Did you ever think about to build an OpenSource Trading-Framework?
Thanks and regards from Germany,
M.
Hey Martin,
Thanks for the links! What makes you say that the WPF charts are not faster than GDI? I watched the video on “Another Chart in WPF” and his chart seemed very snappy, pannable/resizable etc. I think I will start the graph based on his source - have you tried this already?
As far as an open trading framework… I have open sourced the IB module, and may open up my misc utils library, but I think the core framework will remain closed source for two reasons, one I can’t afford to support a trading framework that will work well enough for anyone (it’s a lot of work to keep the IB module up to date!) and then the obvious is if you have something that works, its not exactly the sort of thing you want to release publicly.
I am interested in working with other like minded traders, and jointly developing a framework, let me know if you are interested.
Hi Karl,
Just curious if you tried Java conversion tool http://msdn2.microsoft.com/en-us/vstudio/Aa718346.aspx
with IB java API code to convert it into c#.
thanks
Hello Reddweb,
I did use this tool to make my first pass at the library from IB. The results are still well outside the guidelines for C# symantecs, and did not compile (not too many errors though). After running htis utility, I overhauled the resulting code into the module you see here.
Thanks Karl for quick reply.
Would it possible for you to share a demo (maybe similar to ibdemo at yahoo TWS API group) that uses your C# API to do auto-trading. May be you can strip off your algorithm/strategies.