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Hello,
Definitely in April but when exactly - I can not tell yet.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Eugene" <eugenecpinto@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, April 01, 2005 7:18 PM
Subject: [amibroker] Re: IB Tws API.....for IB Plug in is it ok to upgrade to 8.41
>
>
> 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
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>
>
>
>
>
>
> 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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