Archive for the 'Software Development' Category

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9.6.3.13 Release Corresponds to 9.63 Ib Api

It sure has been a long time coming, and many of these fixes have been available in subversion for quite some time, but the 9.6.3.13 release is complete. It has the following changes:

  • 9.6.3.13 New Release – 7/20/09
    • Update to Ib’s 9.63 api
    • Add shortable tickType
    • Fixes to ReadDecimal
    • Fix 1 second barsize enum.
    • Fixed Bug with IBClient.ReadDecimal()
    • Fixed bug in ExecutionFilter

I also reorganized subversion to relink all of the files’ history, I had accidentally broken things when I first made the archive public.

This release has not gone through quite the normal scrutiny of my prior releases, but it was so overdue, I thought I’d get it out there, and if you have any problems, email hidden; JavaScript is required.

Download the release here, or go to the utilities page.

Common Questions

I received an email today with questions that I have been asked many times, so I thought I’d post the questions and answers here.

  • If you stop maintaining your wrapper to the latest versions and the IB API changes to newer versions, how long will your existing C# API wrapper keep working?

Ib goes to great lengths to maintain backwards compatibility with old apis. If you look at their api code, it is clearly version controlled by the method, and I wouldn’t be surprised if code from many years ago still works.

As an example, I have been running an API app I wrote in Jan / Feb of 2008 every day since without updating the api once and have had no problems.

  • If you stop maintaining your wrapper to the latest versions, would you possibly update it for a small fee? (I am not rich, just trying my hand to get rich!)  I would hate to lose all the effort into coding this ATS.

Always a possibility, but it is my intent to keep updating it for free. I’ve become somewhat less reactive to Ib version updates because each update adds relatively obscure features, and since compatibility is always maintained, it is not super urgent. That being said, I will get myself caught up here shortly, and continue to update to the latest version.

  • Has your wrapper matured over time and currently working well?  No inherent hard to debug problems?  (Sorry for my asking but my Delphi friend has many of these!)  I noticed your excellent forum for help.

Good question, it certainly has matured. Occasionally some parsing bugs have been pointed out, specifically with my use of decimals, but I address those quickly with updates to subversion, and changes get rolled into the next release.

 

Let me know if you have any other general questions and I will create an FAQ page.

Subversion Source Access

I have finally set up a publicly accessible subversion server, and have reorganized my Interactive Brokers Api folders to suit a single repository. Check out the new page for instructions on how to access it.

This will also make it easier for users to generate patches against the Api, and if anyone is interested in becoming a contributor, I am certainly open to it. Drop me a email hidden; JavaScript is required.

VS 2005 Support

 VS2005

I just downloaded the latest VS2010 Beta 1 to play with, and am contemplating making breaking changes to the library that use C# 3.5 features. How important is VS 2005 support to people? Is everyone running VS2008 or later? Or do I need to maintain the 2005/C# 2.0 backwards compatibility?

Let me know in the comments, I will be steadily making changes here.

Black Box Development

In late 2008/early 2009 I made the transition from full time engineering to full time Black Box trading software and strategy development. The past several months have certainly been exciting times in the financial markets, and proven to be very good for automated strategies.

I will still be maintaining the IbAPI open source library (just saw IB posted a 9.62 beta), and if anything will be more responsive now.

I am also always interested in discussing interesting opportunities, so please continue to drop me a line at email hidden; JavaScript is required

Good Trading!

-Karl