github IbcAlpha/IBC 3.10.0

latest releases: 3.20.0, 3.19.0, 3.18.0-Update.1...
3 years ago

TWS and Gateway 985 changed bid, ask and last sizes for US stocks to be expressed in shares, rather than in lots of 100 shares. They display a dialog immediately after login notifying the user about this and requiring user input before allowing market data to be accessed. The user can request that the dialog not be shown again. This causes problems for automated systems, as described in #134.

This Release provides two new settings in config.ini that enable this dialog to be handled automatically:

  • AcceptBidAskLastSizeDisplayUpdateNotification: this setting controls whether the dialog is handled automatically, and if so, whether it is shown again on subsequent logins.

  • SendMarketDataInLotsForUSstocks: this setting determines whether the API settings checkbox labelled 'Send market data in lots for US stocks for dual-mode API clients' is set or cleared.

These settings are described in detail in the notes in config.ini.

You do not need to upgrade to this release if you are running a version of TWS/Gateway earlier than version 985. You also do not need to update if you have, or intend to, handled the dialog manually and made any necessary changes to the API configuration.

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