Archive for the 'Interactive Brokers' Category

9.4.0.9 Bugfix and Cleanup Release

This release includes some bugfixes and some cleanup. I had realized that some residual console code was left in the response to the historical request function, and that the java framework from IB’s method of calling the OnHistResponse method with null parameters to terminate the historical response was just plain wrong. I added two properties to the HistoricalResponse Event Arguments that allow you to determine where you are in the response, and you know you are done when RecordNumber == RecordCount-1. Additionally I cleaned up the RequestExecutions function with some issues relating to the filter, and made all of the eventarguments serializable. Below are the full release notes:

9.4.0.9 Bug Fix and Clean up - 2/10/08

  • Made all EventArgs Serializable as well as the new enumeration FATypes.
  • Fixed bug in OrderType.MarketOnClose - changed Description from "MKTCLS" to "MOC"
  • Fixed RequestExecution method to allow you to pass a null or empty filter to get all executions.
  • Changed HistoricalRequest Response. Added two parameters to the event args that lets the user know how far the download is. Also no longer calls function after download completed with null entries, since you can determine that the call is complete by the Record Number / Record Count properties.
  • Made EnumDescConverter Static, as all methods were static.

As usual, download it from the utilities page here, or directly here.

9.4.0.8 Cleanup Release

Hello everyone, these last releases have been pretty rapid fire. This release does not change any functionality, and is strictly the result of me running FxCop over the code again. I now use Visual Studio 2008 and their Code Analysis Engine is an integrated form of FxCop. In any case it caught a lot of embarrassing spelling and abbreviation mistakes amongst other things. The most common changes are listed below.

Please note this release has breaking changes, not to functionality, but you will have to update your events and function calls to the correctly spelled equivalents.

  • 9.4.0.8 Code Clean up - 1/31/08
    • Ran Vs2008 Code Analysis Wizard / FxCop and implemented cleanup
      • Numerous Spelling Changes
        • All Mkt references went to Market
        • All Req references went to Request etc.
        • All Lmt references went to Limit
        • All Indice references went to index
      • Added a lot of CultureInfo related fixes, making sure to provide invarient parsing
    • Fixed VB Client, used old contracts, and changed contract references to equity/future

As always, please go to the utility page here to get the latest release, or directly from here.

9.4.0.7 Bug Fix Release

So we have quite the community of bug reporting users, and I have created a new release which closes all outstanding issues. This is still against the IB 9.40 release, for the first time in about a year IB actually moved the latest beta release to stable, without a new API release.

The following is the change log from the release notes

  • 9.4.0.7 Bug Fix Release - 1/26/08
    • Changed FAMethod to Enumeration
    • Changed OrderState.Status to enumeration
    • Fixed several data parsing problems related to empty strings
    • Added Visual Studio 2008 solution, all files are still C# 2.0 compliant.

As I mentioned above, I now develop in Visual Studio 2008 against .net 3.5, but have been careful to keep this library C# 2.0 compliant. Let me know what platform you are using, if everyone has switched to .net 3.5, I may consider using new feature in future releases.

Without further ado, goto the utilities page to download the latest version or download directly from here.

9.4.0.6 IB API Release

Hello Everyone, it sure has been some time since I’ve posted. I have been actively developing various ATS strategies, and have revised the C# Interactive Brokers API library to support the 9.40 beta currently out from IB. I have also fixed all known bugs as reported via email or through the forums. The following is the change log from the release notes.

  • 9.4.0.6 API and Bug Fix Release - 12/9/07
    • Updated to support 9.40 Interactive Brokers API Release
      • What-If Order Support
      • Commission Data
      • Contract/Contract Details Refactored
    • Fixed Historical Request 1 day limitation
    • Changed TickSizeEvent Args to use TickType instead of TickerType
    • All Enums / Container classes are now marked serializable
    • Fixed bug on Stop Limit Orders "STPLMT" -> "STP LMT"

As always please post on the with any questions.

Please precede to download from the utilities page, or directly here.

Interactive Brokers 9.30 Beta API Release

Whew – two releases in a row, I had not been checking IB’s site to see when they released a new API, but apparently they just did, so here is an update. In addition to the usual IB changes, which are documented here, I included some changes submitted by RLaumeyer to make creating contracts easier. Right now there is only an Option class and an Equity class, please submit classes you have created, and I will fold them in. The same goes for any other user changes, submit them, and I will try to incorporate them.

Please download release 9.3.0.3 here.