trading-shim
The trading shim is a command line interpreter with a DBMS backend to the socket-based 'binary format' API of the Interactive Brokers' Trader Workstation. It uses mnemonic ASCII text commands to permit downstream clients to easily access several worldwide securities markets and exchanges (stocks, options, futures, bonds, and Forex) for "tick" data and history (intraday and EoD). It also allows clients to initiate and supervise trades of securities, manage accounts, and more.
| Tags | Database API Office/Business Financial Investment |
|---|---|
| Licenses | GPL |
| Operating Systems | POSIX |
| Implementation | C++ Java |
Recent releases
- 20 Jun 2009 03:04
Changes: Command-request processing was refactored to simplify routing and queuing. Event logging, especially command logging, was improved with the result that event object lifetimes are confined to a single time slot, send commands are logged both when enqueued and when the related request is sent, first as a comment and finally as the actual command, and command timestamps are now in-order with respect to other events in the log.
- 30 May 2009 09:48
Changes: Modifications include reduced latency for command and message input, microsecond resolution for the wait command, and a state machine for each order to capture the current state of the transmit flag, so that modify works properly both before and, given the order still working, after submission. There are also numerous bugfixes.
- 28 Apr 2009 21:30
Changes: As the first part of work on multiple version API support, support has been added for the IB TWS API features to request current time, subscribe to real time bars, and cancel subscriptions to real time bars.
- 28 Mar 2009 00:42
Changes: This release fixes contract expression handling for currency symbols in the shim, and cleans up cash symbols data in the symbols directory, with the result that cash symbols now work. You will need to download the newest symbols data, data-090320.tgz, as well as the shim sources in order to take advantage of these changes; in addition to compiling the new shim, you will also need to recreate or repopulate your database.
- 13 Mar 2009 21:43
Changes: The command language has been extended to accept contract value expressions for stocks and futures in commands for subscriptions for price data, both market data and market depth, and queries for history data. E.g., the expression STK:SMART:AMAT:USD refers to the symbol NYSE:AMAT, though routed via SMART, and FUT:ECBOT:YM:USD:20090320 to the dow mini expiring next week, and routed to ECBOT. These new value forms are in addition to the older index forms that required the user to look up symbol indices (ibc:266093@SMART or ibc:49652404@ECBOT) in the database ahead of time.
