trading-shim 080319 (Default branch) |
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The trading-shim is a database driven connector
API that provides a persistent store SQL backend
database, translates operations to and from the
Interactive Brokers Java TWS API. It can act as an
interpreter for commands, and permits downstream
clients to access several worldwide securities
markets and exchanges (stocks, options, futures,
bonds, Forex) for "tick" data and history
(intraday, and EoD). It also allows clients to
supervise trades of securities and more.
License: GNU General Public License v3
Changes:
New PastFilter convenience records were added to
improve bulk history query processing. A new
example Ruby script was added. The new "bind"
operator was provided to give symbolic names to
"order template" records. A latency bug in reader
was found and fixed as part of adding the
Reader_Fsm class. Parse state was split between
the Reader_Fsm (top level) and existing Cursor
(recursive descent) classes.
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