trading-shim 090313 (Default branch)


 
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Old 03-13-2009
trading-shim 090313 (Default branch)

ImageThe 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.License: GNU General Public License v3Changes:
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.Image

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