2.7.268

This release contains the following significant updates:

• the MIDPOINT price (halfway between current bid and ask) in FOREX data returned from the TWS API is now used as a substitute for trade prices, which is not returned for FOREX instruments. This means that charts can now be created for FOREX instruments exactly as for other contract types.
• where the user does not have a market data subscription for a specific contract, IBKR may provide delayed data. Where this is the case, delayed data will automatically be accessed, and the timestamps will be adjusted with the assumption that the delay is 15 minutes. Charts can be displayed using delayed data, but it is not possible to place orders against this data. Where delayed data is displayed in a ticker grid in TradeSkil Demo, the ticker background is highlighted (a dark color) to bring attention to it.
• CFDs and crypto securities are now supported.

A number of bugs have been fixed. See the commit history for details.

2.7.267

This Release has the following updates:

• fixed problems with the FileAutoReader program, which failed to locate a library, causing an immediate crash

• fixed a bug that caused the Get Scan Data program (gsd27.exe) to crash when processing results

• enhanced Get Bar Data program (gbd27.exe): the format of the bars in the output can now be specified in the RunGetBarData.bat script

2.7.266

The API protocol handler for incoming API messages has been improved to make use of the message length header field to limit parsing of each message. This was a consequence of TWS 10.30.1e onwards which issued Open Order API messages with spurious extra field separators at the end: tis resulted in the start of the next message being incorecctly identified.

2.7.264

This release:

• fixes issues with constant volume, constant tickvolume and constant tickmovement charts
• fixes a bug that causes a crash in the plord program when processing buy and sell commands with parameter errors
• includes the code for the FileAutoReader program

For other minor matters, see the commit history.

2.7.263

This release contains a large number of improvements, much of it as a result of dealing with the fallout from IBKR's introduction of Decimal data type for sizes and volumes.

See the commit history for details.

2.7.259

This release has the following significant changes:

• The exchange name changes recently introduced by IBKR are taken account of. However, the previous names can still be used as an alternative if required.
• Bugs in the GetBarData and GetScanData programs which resulted in the programs hanging have been fixed.

A number of other internal changes were made - see the commit history.

2.7.258

• Added support for autosized bracket orders (where the number of shares or option contracts is determined from available funds and current price)
• Added AccountUtils and CurrencyUtils components, providing methods for retrieving current account values and conversion between currencies. This functionality is currently only exposed via the IBEnhApi component, and not via the top-level TradeBuild API. A future update will add service providers to give access via the TradeBuild API.
• Updated PlaceOrders (plord27.exe) program:
  • support for autosized orders
  • improvements to the rollover facilities
  • added new output file showing details of rollovers
• fixed a number of bugs

See the commit history for further details.

2.7.257

This release contains a number of bug fixes and improvements. See the commit history for details.

2.7.256

This release contains a number of important bug fixes.

See the commit history for details.

2.7.255

This Release fixes a number of bugs. It also makes a number of improvements that do not directly impact end users but improve the capability and the quality of the platform. See the commit history for further details.

The following changes are important to users of the PlaceOrders and GetBarData command line programs.

1. The abbreviated contract specification format has been extended to allow concise description of contracts for all security types (except combo contracts). For example an option call with strike 285, for the next expiry date, for MSFT at the CBOE can now be specified as:

   OPT:MSFT=C285(1)@CBOE

   This is in contrast to the non-abbreviated format, which would be as follows:

   /sectype:OPT /symbol:MSFT /expiry:1 /exchange:CBOE /strike:285 /right:C

   Note that this enhancement is not yet reflected in the relevant User Guides

2. Additionally, the multiplier can also now be included in the abbreviated contract specification. This can be useful for specifying offset contracts where there is more than one allowable multiplier: for example the DAX futures which allow multipliers of 25 (the 'classic' DAX), 5 (the mini-DAX or 1 (the micro-DAX). For example to specify the current micro-DAX contract, you'd use this:

   FUT:DAX(0)@DTB*1

   and for the next mini-DAX:

   FUT:DAX(1)@DTB*5

3. In previous Releases, determining the minimum price variation (MPV) for a contract required waiting for the first market data price tick to be received, because many contracts (especially UK stocks) have an MPV that depends on the current price. This caused issues at times where market data was scarce (typically outside normal trading hours), including rejection of directly-priced orders. The implementation has now been improved so that where a contract's MPV does not depend on price (for example US stocks), there is no delay waiting for market data before an order is accepted for processing. Also where an order is specified with actual price(s), basic validation of the prices is now done immediately even if the MPV is not yet known: this can result in the order being rejected later when the MPV becomes known.