I just pushed out new changes and a new binary release to google code. The prior release had a serious bug preventing order updates from coming through. The new release is compatible with the stable 9.66 Ib release, and the source repository has the previews of 9.67, though that branch is not stable yet.
Blogroll
Recent Posts
Categories
- ATS (14)
- auto trading system (7)
- Automated Trading (4)
- BerkeleyDb (1)
- blog (4)
- C# (32)
- CCR (1)
- documentation (1)
- genetic algorithm (2)
- Interactive Brokers (27)
- maximization (3)
- open tick (1)
- optimization (4)
- paper trading (4)
- Software Development (28)
- stats (4)
- subversion (2)
- trading (14)
- Uncategorized (47)
- website (1)
Past Posts
- February 2012 (3)
- January 2012 (2)
- March 2011 (1)
- February 2011 (2)
- January 2011 (1)
- November 2010 (4)
- October 2010 (3)
- September 2010 (1)
- July 2010 (1)
- May 2010 (2)
- September 2009 (2)
- August 2009 (1)
- July 2009 (3)
- May 2009 (3)
- March 2009 (1)
- November 2008 (1)
- May 2008 (1)
- February 2008 (1)
- January 2008 (2)
- December 2007 (1)
- September 2007 (14)
- August 2007 (22)
- July 2007 (17)
- June 2007 (1)
- March 2007 (7)
Type in one of your function:
DeltaNuetralValidationEventArgs
Should be
DeltaNeutralValidationEventArgs
I just downloaded the latest and was updating my local code when I noticed that there’s an infinite loop in the UpdateAccountValueEventArgs class.
Original code:
///
/// The value associated with the key.
///
public string Value
{
get { return value; }
set { Value = value; } <– loop occurs here
}
I fixed this locally with the following (just thought I'd share):
///
/// The value associated with the key.
///
public string Value
{
get { return value; }
set { this.value = value; }
}
Unless I add
///
/// Bill
///
[Description("BILL")] Bill,
to SecurityType.cs, getting account values for an account that contains a treasury bill causes a crash.
Thanks for the bug fix – just pushed it to google code.
Do you improve IB-Net or do you plan to improve it further?
At least some more samples for complicated scenarious would be useful.
For example, how to get margin requirements for futures calendar spread? It looks like IB hides this info at all costs.
Also it is not clear how to request ContractDetails for calendar spreads: if one have ContractID for spread, it would be much easier to send orders.
And I’m very appreciate you for sharing your amazing library!
Any ideas how to wrap the events into Rx?
Like TickPrice and TickSize event. For some reason it won’t work:
Observable.FromEvent or
Observable.FromEventPattern
Firstly- thank you for a wonderful library. It has saved me a lot of time and frustration over the last few years, and I’m very grateful to you for releasing it.
I thought you might be interested that there are a few missing enumerations that I copy over manually with each release, which you may want to add to the library…
ErrorMessage
[Description("Cancel orders and manually remove their related legs")] CancelAndRemove = 387,
[Description("Can't modify a filled order code")] CantModifyFilledOrder = 104,
[Description("Market depth reset")] MarketDepthReset = 317,
[Description("Not available for short sale")] NotAvailableForShortSale = 404,
[Description("Cant Find Symbol err A")] CantFindSymbolA = 200,
[Description("Cant Find Symbol err B")] CantFindSymbolB = 162
OrderType
[Description("PEGMID")] PeggedToMidpoint
SecurityType
///
/// Commodity
///
[Description("CMDTY")] Commodity
TimeInForce
///
/// Auction
///
[Description("AUC")] Auction
I’m not a programmer, so apologies for the remedial nature of the question, but is it possible to use ibcsharp without a market data subscription? Whenever I try to use the program to make a simple equity trade using Krs.Ats.TestApp, I get the following error:
Next Valid Id: 1
Error: Market data farm connection is OK:usfarm
Error: HMDS data farm connection is OK:ushmds
Error: No security definition has been found for the request
Error: Requested market data is not subscribed.Error&BEST/STK/Top
I don’t need IB’s data plan, so if it’s possible to modify the code to bypass this error and just submit a simple equity trade, please let me know. Thank you.
Apologies, I figured it out.
Its like you read my mind! You seem to know so much about this, like you wrote the book in it or something.
I think that you can do with a few pics to drive the message home a bit, but instead of that, this is excellent blog.
An excellent read. I’ll certainly be back.
This is a really good tip particularly to those new to the blogosphere.
Brief but very accurate info… Thanks for sharing this one.
A must read post!