I updated the API to incorporate the new features of the 9.6 API from IB. Primarily this is the call backs for various list functions.
I also made a large update to the event handler framework to make the calls thread safe now.
Please download it directly here or from the utilities page here.
Hi Karl, I just recently started using your IB library and I just wanted to tell you that I greatly appreciate the work you have put into it. It makes the esoteric IB API much more friendly to use. Thank you.
Hi Karl,
First of all, thank you for all the hard work writing these C# libraries. So far I have had good success testing them out. I have one question on the HistoricalData collection. I am struggling to figure out why the data coming back from IB seem to be off compared to other data sources such as Yahoo Finance and Bloomberg. I able to pull down the historic data, however the Open and Close values do not seem to reconcile with other sources. As it is only Open and Close that are off, I assume this is a timing issue? Maybe I am using the DateTime dt object wrong? Any ideas? I have posted the code snippet below and the Historical Event is simply displaying the High, Low, Open and Close. I have tested with MidPoint instead of Trades, but am still not able to reconcile with the other sources.
Jens
DateTime dt = new DateTime( 2009, 1, 6 );
client = new IBClient();
client.ThrowExceptions = true;
client.TickPrice = client_TickPrice;
client.TickSize = client_TickSize;
client.Error = client_Error;
client.NextValidId = client_NextValidId;
client.UpdateMarketDepth = client_UpdateMktDepth;
client.RealTimeBar = client_RealTimeBar;
client.OrderStatus = client_OrderStatus;
client.HistoricalData = client_HistoricalData;
client.ExecDetails = new EventHandler(client_ExecDetails);
Console.WriteLine(”Connecting to IB”);
client.Connect(”127.0.0.1″, 7496, 1);
Contract SPY = new Contract(”SPY”, “SMART”, SecurityType.Stock, “USD”);
//Forex EUR = new Forex(”EUR”, “USD”);
//client.RequestMarketData(17, SPY, null, false);
client.RequestHistoricalData(1, SPY, dt, TimeSpan.FromDays(10), BarSize.OneDay, HistoricalDataType.Trades, 0 );
pl check your local time. tws uses your local time computer.
Hi, Karl. I just started to use your library to add the IB provider for my ATS – and it is a great library I must say, very easy to use.
Small question. I noticed the upon receiving the Error event – the error code is actually an enumeration instead of plain int code. The small problem is that the IB error code set is slightly wider than covered by ErrorMessage enumeration ( for example the system codes 1100 an up are not there.
Is it intentional or they are just missed and I need to modify the ErrorMessage enumeration myself?
Is there other ways to handle the dis/re/connection events properly?
Thanks.
Vlad.
One more question.
There are several places where the date and time is passed as DateTime class ( like in historical date requests and others ) and there are others where it is still string ( like in Order.GoodTillDate and Order.GoodAfterTime and some others too). Can it be changed to some consistent format ( I mean DateTime everywhere ) ?
Karl, you are my Hero!
I currently use v9.5.0.10 of your great wrapper. I understand that I have to keep TWS up-to-date to have all new features and fixes. Do I have to worry keeping upgrading TWS API that corresponds to the version of your library? Say, I install version 9.6.0.11 of the wrapper, do I need to upgrade TWS API to v9.60, or I just leave it alone, as I do not use TWS API directly? I program in C#. Perhaps I do not have to install TWS API at all.
Thanks Karl for you great work and congrats with your recent move. Very encouraging! Maybe one day I could do the same.
Regards,
Boo.
Hey Boo,
You do not have to keep updating constantly. I have a program with a very old version of the api I wrote that has been running for about 16 months without problems. You really only need to update to get the new features and any bug fixes.
-Karl