10/28/03

Bugs fixed in 1.18f

• Fixed problem in trading FTSE 100 (Z) on LIFFE exchange. TWS returns contract details as tick size 0.005 and multiplier 1000. The values will be overriden to 0.5 and 10.
• Fixed a null pointer runtime error that occurs for symbols that do not return a local symbol value (usually non U.S. contracts).
• Fixed simulation mode for stocks fill logic to match size adjusted by 100. Quote size for stocks are returned by TWS divided by 100. So if you ordered 50 shares, a size value of 1 should fill.
• Fixed order status account number setting when running in simulation mode using live data. The account number is now fixed to ATSIM when in simulation mode, regardless if using playback or live data. This is done so execution records for simulated trades do not get mixed up with your live account trade execution records.
• Fixed overlapping order id bug when switching between live mode and playback simulation mode.

Reminder, make sure you have the TWS menu Configure/API/Fire Open Order on status' change and download open orders on connection selected.

For those looking for Ensign playback data files, it seems like dacharts.com is updating their links to the playback files. In the meantime, you can get it directly from Ensign Software.

10/24/03

Bugs fixed in version 1.18e

• Stop Price and Target Price fields are now disabled when there is no open position.
• Fixed contract entry panel so you can enter the tick size manually when you are not connected to TWS. Note that if you are not connected to TWS, then your contract entry is not validated.
• Removed the left, up, right and down arrow keys from the hotkeys list, since these keys are used primarily for moving the text cursor, and if these are used as hotkeys, then the default action of moving a text cursor will not work anymore. You can still assign hotkey actions to Ctrl, Alt or Shift Left, Right, Up or Down keys. Overall, you still have 60 assignable hotkeys.

10/23/03

I just learned today that Ensign removed their playback data download section, and it seems like the only way for current Ensign users to download the playback data is through the Ensign program. If there are any Ensign users out there, please send me an email. For users who playback Ensign data, you can switch to using CME data, which has a richer content than Ensign playback data.

10/23/03

The sling.to url redirector service is currently down. Please use http://browse.to/autotrader or http://autotrader1.home.comcast.net to access this website. Make of bookmark of the alternate url to this website.

Bugs fixed in version 1.18d

• Scale in does not reset the best price value for current position. Previously, if you have an open position, and entered a new order that is not filled immediately, the value for best price is reset to 0 so changing the stop order will result in an invalid order.
• Fixed Market Depth Bar enable / disable display.
• Added button to delete Order Status record from database.
• Program now checks for new version automatically at startup. Most users do not check the IB TWS API forum where I make announcements about new version release. This will help inform users when a new version becomes available.
• Modified Open Order request display. In previous version of TWS API, open order info are not automatically returned by TWS, so I had a routine that periodically checks for open orders. In order to save CPU cycles, I have removed this task, and you will need to select Configure/API/Fire Open Order on Status' change from the TWS menu. When this option is selected, open order info is automatically pushed to AutoTrader everytime there is a new open order. This setup will also reduce the amount of info stored in the AT.log file.

If you have 1.18x installed, all you need to do is download the 1.18d jar file and replace the one you currently have. You do not need to download the ATFullInstall.zip file, all the other files are the same as prevous 1.18 versions.

Are you sure the TWS API client program you are using is the original program file provided by the author and not altered by someone else ? You are using TWS API client program to do trading on your IB account, make sure the program file you are using is the one the author published. AutoTrader download now provides the MD5 checksum of the files you download. Verify the checksum of the file against the checksum value displayed in the download page and have confidence the program you are using is not corrupted.

10/20/03

I made a minor update to the program. If you downloaded verison 1.18c before 11am eastern time, please redownload AutoTrader.jar and replace the one in your full install folder. I fixed a bug that only affects the calculation of profit in Order Status section. If you switched from one account to another, the first trade used the previous account number, and is not included in the profit calculation when you restart the program. This is now fixed. I kept the version the same at 1.18c.

10/20/03

Bugs fixed and new features added to verison 1.18c.

• The Order Status records that are restored from the database at program start will now display the original timestamp instead of the current time.
• Only orders for the account specified in AT Prefs will be retrieved from database and displayed in the Order Status table.
• Profit calculation in Order Status section now includes partially filled orders that got cancelled before getting fully filled.
• If a postion is closed, the Position Entry tab is now automatically selected. I received many emails commenting about the additional click needed to switch between Position Entry and Position Exit. Note that this combined Position Entry / Position Exit panel has been there for a while, I just changed the default value to "combined" . If you want them in separate panels, just go to the View Menu and select Entry/Exit -> separate. The setting is remembered between program starts.
• Hotkeys for Left, Up, Right and Down arrows now work for non US keyboards.
• Fixed bug in changing Target or Stop Price in Position Exit while in Fractions mode.
• Fixed the window display so buttons in One Click and in Position Exit now display the correct values when position management is resumed.
• Program will now exit if it encounters a database error during startup. You can only make one connection to the database using HSQLDB. Running a second instance of AutoTrader from the same copy will result in database initialization error.
• Added Printing funtion. You can now print the Order Status, Executions, Position and Account Tables. The Detail Report and Hotkey Assignments can also be printed. The print function can be accssed from the File menu or from the Print button on the tool bar.
• Execution records are now displayed in descending order, last transaction is displayed on top. This makes this section consistent with the rest of the display tables.
• Preferences->Orders settings are now automatically saved once you leave that section, either by clicking another tab or clicking OK.
• QuoteTracker Linked Symbol is now two-way. If you change the linked symbol in QuoteTracker, the symbol is selected in AutoTrader, if you change symbol in AutoTrader, it will set the linked symbol in QuoteTracker to the same symbol. (The Link QT Symbols option must be selected and symbols must be defined in QT and AutoTrader for this to work)
• Tooltips for the application can now be enabled or disabled in AT Prefs. The default value is enabled.
• The Http Interface is now configurable from the AT Preferences window. By default, it is turned off.
• Implemented the Update Entry Order to Bid+, Update Entry Order to Ask+ and Cancel Last Entry Order hotkey actions. These keys can be used to modify Position Entry limit orders that are unfilled.

Please upgrade to the latest version of AutoTrader if you are still using older versions of AutoTrader. All known problems are fixed as of the release of the latest version.

I will start working on the documentation and will only do bug fixes from here on until the documentation is completed.

10/10/03

Version 1.18b is now available. Here is the list of bugs fixed and new features added to this version.

• Fixed bug in Cancel Open Entry button.
• Stop Limit button in Breakout Order section now properly disables when an order is submitted.
• Added a local time display on the status bar.
• Removed the requirement to enter your Account Number in the Preferences dialog. AutoTrader still needs the Account Number in order to perform critical tasks such as failure recovery and transaction matching in Reports, but it nowl automatically determines your Account Number based on the Execution record TWS provides.
• The Position Entry and Position Exit Panels can be separated by selecting the menu View / Entry Exit Panel / Separate. If it is combined, I made the program to automatically switch to Position Exit if an entry order is filled.
• I am introducing the AutoTrader to TWS Http Interface in this version. This is new and will be refined as needed. Open the AT2TWS_Demo.htm file in a browser to read more about it.

AutoTrader can now be used to get quotes or submit orders to IB without using the TWS API. AutoTrader accepts AutoTrader and TWS API commands via HTTP requests. For this version, setSymbol, getQuotes, reqMktData, placeOrder and closePosition commands are supported. To request market data, open your browser, and enter the following URL

http://localhost:7400/reqMktData?symbol=ES&exchange=GLOBEX&sectype=FUT&expiry=200312

Your browser will begin displaying market data as it is delivered by IB/TWS.

To place an order via a browser, enter the following URL

http://localhost:7400/placeorder?symbol=ES&exchange=GLOBEX&sectype=FUT&expiry=200312&action=BUY&ordertype=MKT&qty=1

The order status will get displayed in your browser.

Programming language such as C++, VIsual Basic, Perl, etc has support or library for http sockets, so this new TWS API wrapper will benefit you in many ways. First, you are completely isolated from the TWS API, this means even if IB modifies the API many times, your program will continue to work. Second, you do not have to deal with installing TWS API client dlls, activeX, etc. All you need is for your program to be able to make an http connection and parse the response data. Third benefit is your program can provide the position entry signal, then the position management is handled by AutoTrader once the position is open. Double click the AT2TWS_Demo.htm file in your AutoTrader directory to try out this new Http interface to TWS.

A clarification regarding the Position Management Resumption feature. This feature is only applicable to live mode trading, as this is where you critically need to be able to recover and resume position management. You do not need to recover from system reboot or program crashes if you are in Simulation Mode, as you should not care about lost trades and disconnections during simulation mode.

I also want to remind all current users that versions older than 1.18 are now obsolete and will not be supported any longer and is not guaranteed to work. Please upgrade to version 1.18b if you are still using older versions.

10/06/03

Version 1.18a is now officially released. This version is more stable than the older versions. Version 1.17g has a bug in the partial fill code. Versions older than 1.18a will not be supported anymore, so I am permanently removing them from the download site. I will be working on bug fixes and the new documentation till the end of this month.

I will be using the e-minitraders AutoTrader forum a lot more to answer general questions and comments. This means I will post most replies sent directly to me to the message board. This will benefit more users, as the message board is full text searchable.

Read the release notes to get the official list of new features introduced in version 1.18a.