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do we have a time frame during which we can expect this?
Thanks
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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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