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Hello,
No, current plugin is written for API 8.30.
The work on next version of IB plugin that will support API 8.41 continues.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Eugene" <eugenecpinto@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 01, 2005 7:44 AM
Subject: [amibroker] IB Tws API.....for IB Plug in is it ok to upgrade to 8.41
>
>
> The enhancements and modifications below are in build 8.41 of the TWS
> API. For clarification on any of the items listed, refer to the
> appropriate section in the User's Guide, or contact IB customer service.
>
> Enhancements
>
> Extraction of intraday historical data for ActiveX, Socket Library,
> and Java API Clients
>
> Starting with API version 8.4 and TWS version 843.0 (client version 18
> and server version 16, respectively), all socket-based API
> technologies, including the socket client library, ActiveX, and Java,
> can extract intraday historical data going back 24 hours for any valid
> contract or combo. For this purpose, the API has a new method,
> reqIntradayData(), with TWS responding with INTRADAY_DATA messages
> containing the requested data. Unlike market data requests, only one
> request for intraday data can be in process at any given time.
>
> The time span covered by a reqIntradayData() request is specified by
> an integer number of seconds. Data is returned in bars of a nature
> very similar to the bars in TWS charts, with the nature of the data
> extracted being governed by sending a string having a value of
> "TRADES," "MIDPOINT," "BID," "ASK," or "BID_ASK." Bars of the first
> four types contain the start time, open, high, low, close, volume, and
> weighted average price during the time slice in question. The contents
> of bars returned in response to a BID_ASK query differ from those
> returned by the other query types, in that the open and close values
> are actually the time weighted average bid, and time weighted average
> offer, respectively. This makes these bars identical in nature to
> TWS's "BID_ASK" candlestick chart bars. The final bar returned in
> response to any reqIntradayData() request has a start time value of
> "finished," allowing an API application to know when its query has
> completed. The time duration of each bar is determined by the length
> of time of the entire request, as is shown in this table:
> Duration of request Time slice duration
> <= 2000 seconds 1 second
> 2001 to 10000 seconds 5 seconds
> 10001 to 20000 seconds 10 seconds
> 20001 to 30000 seconds 15 seconds
> 30001 to 60000 seconds 30 seconds
> 60001 to 24 hours (86400 seconds) 60 seconds
>
> There are two additional parameters to reqIntradayData() calls. The
> first is called "useRTH." If it is set to 0, all data available during
> the time span requested is returned, even data bars covering time
> intervals where the market in question was outside of its "Regular
> Trading Hours" (RTH). If useRTH has a non-zero value, only data within
> the "Regular Trading Hours" of the product in question is returned,
> even if the time span requested falls partially or completely outside
> of them. Finally, API Beta 8.41 and TWS version 844 introduce version
> 2 of reqIntradayData(), adding a new parameter called "formatDate." If
> formatDate = 1, dates applying to bars are returned in a format
> "yyyymmdd{space}{space}hh:mm:dd," which is the same format already
> used in EXECUTION_DATA messages. If formatDate = 2, those dates are
> returned as a long integer specifying the number of seconds since
> 1/1/1970 GMT.
>
> When TWS connects either to IB via the internet or an API client
> application, it creates Java-based sockets of a predetermined size. If
> an API application intends to make intraday historical data requests
> that return more than 1000 bars, it is recommended that TWS be
> configured to increase the sizes of the buffers in both sockets. This
> can be done in the "settings.xml" file in the user's Jts directory. It
> is important that TWS not be running when its settings.xml file is
> manually modified. In the <SystemSettings> XML element, the
> <ccpSocketBufferSizes> and <apiSocketBufferSizes> elements can be used
> for this purpose. Adding these two lines to the <SystemSettings>
> element in settings.xml should suffice:
>
> <ccpSocketBufferSizes>500000</ ccpSocketBufferSizes>
>
> <apiSocketBufferSizes>500000</apiSocketBufferSizes>
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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