amibroker

Following IB "tradition" new version 860.9 of TWS breaks compatiblity with existing 3rd party software.
It gives "invalid symbol" error in many cases.

The only TWS recommended version to use is 858.6 or earlier.

If you already upgraded to 860.9 you need to revert back to 858.6
http://www.interactivebrokers.com/download/tws40_install_prev.exe

General rule is NEVER upgrade TWS until we give OK that new version of TWS is OK,
as in the past there were many cases where TWS just broke compatiblity with their previous APIs
and things just stopped working without any warning.

Again: never update TWS until we say that new version is OK.

UPDATE July 5th, 2006:

Apparently there is no problem at all with TWS 860.9 but there is a problem with *SOME* IB accounts,
that behave strangly. A couple of users reported it and I have seen strange things happening on my own account (”invalid symbol” problem) but … it all fixed itself (or rather IB has changed something to fix that) and all TWS versions (including 860.9) work OK now. No changes in software but things stop and re-start to work. The only reason that comes to my mind is that IB is doing some changes on their servers and this is causing problems on *some* accounts.

UPDATE July 6th, 2006: THE PROBLEM IS NOW FIXED WITH UPDATED VERSION 1.6.6 OF IB PLUGIN

Filed by Tomasz Janeczko at 3:45 pm under News,Plugins
1 Comment

New Quotes Plus plugin (version 1.6.0) has been released now.

It is available for download from:
http://www.amibroker.com/bin/QP2.dll

INSTRUCTIONS:

1. Download the plugin
2. Copy it into "Plugins" subfolder of AmiBroker directory (make sure that old version is overwritten with new one so only ONE copy of QP2 plugin is inside Plugins subfolder)
3. Run AmiBroker (to confirm that correct plugin has been installed you can go to Tools->Plugins menu. The list of plugins should show Quotes Plus plugin version 1.6.0)
4. To create database with QP2 plugin follow help file: http://www.amibroker.com/guide/h_extsources.html

CHANGES FOR VERSION 1.6.0 (as compared to version 1.5.1)

1. Exclude symbols without quotes works correctly even if "only with status = 0" box is unchecked
2. "Only active" box has been renamed to "only with issue_status = 0" because of the fact that issue status field is not reliable way of detecting active symbols. Also by default this field is now unchecked

Filed by Tomasz Janeczko at 9:34 am under Plugins,Releases
Comments Off on New Quotes Plus plugin v1.6.0

A new version (1.6.1) of Interactive Brokers data plugin has been released.

Download link: http://www.amibroker.com/bin/ib161/IB.dll

Instructions: http://www.amibroker.com/ib.html

CHANGES (as compared to 1.6.0):

1. now streaming connection uses small buffer, while backfill connection uses large buffer
2. added protection against stopping backfill when user scrolls through symbol list and invalid ticker is encountered

Filed by Tomasz Janeczko at 3:54 pm under Plugins,Releases
Comments Off on New IB data plugin v1.6.1

A new version (1.6.0) of IB plugin has been released.

Download link: http://www.amibroker.com/bin/ib160/IB.dll

Instructions: http://www.amibroker.com/ib.html

CHANGES (as compared to 1.5.1):

1. added handling of TWS error message = 300 (can't find Eid)
2. added handling of TWS error message = 165 (HDMS disconnect) - allows to workaround TWS throttling
3. added "Cancel Backfill" menu option
4. added "Minimum" backfill length that backfills in less than a day if you have already some data from today
5. most recently selected backfill length is stored between session
6. added separate connection for backfill to workaround TWS problems with hanging backfills plus automatic reconnection if backfill times out or HDMS disconnects
7. added some runtime checks for valid pointers to workaround TWS bug of sending incorrect IDs for certain messages
8. quotes after backfill are flushed from plugin memory
9. added get_quotes notification for use in future versions of AmiBroker

This new plugin is an attempt to workaround a very annoying 'feature' in TWS API: hanging (or throttling) historical data requests (see this IB discussion, and this)

Most recent versions of TWS simply refuse to deliver any more historical data after making about 50 requests. Consecutive requests hang and after about 2-3 minutes application receives error 165 (HDMS disconnect). Then the only chance to resume working is to disconnect and reconnect. New plugin does that automatically. When it detects time out or receives error 165 "disconnect" it kills existing connection and connects with new client ID. To improve reliability backfill connection is now separate from streaming connection, so these reconnects do not affect streaming real time data.

Filed by Tomasz Janeczko at 2:57 pm under Plugins,Releases
Comments Off on New Interactive Brokers data plugin v1.6.0 released