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Date/Time: Mon, 22 Apr 2024 21:45:40 +0000

Post From: Notice: Recent Interactive Brokers TWS API Integration Issues

[2023-01-21 04:20:37]
Sierra_Chart Engineering - Posts: 14047
About two weeks ago we began to see reports of market data failures related to MIN_SERVER_VER_FRACTIONAL_SIZE_SUPPORT (this is a TWS API constant).

From memory it affected one symbol or a very limited number of symbols. Gradually, up until the current moment, we have had more reports of issues and more symbols affected. So it only begins to become more apparent over time that there is a significant issue that we need to resolve.

When we are presented with these types of problems from TWS, resolving them is not easy. It requires that the Sierra Chart integration to TWS is updated to the latest protocol version.

Sierra Chart does not simply use a downloadable component from Interactive Brokers to interface with the TWS API. Sierra chart uses a direct socket connection to the TWS API based upon the source code of the Interactive Brokers API DLL component.

Whenever there are compatibility issues like this , it requires that we go through the current source code for the TWS API component and go through each and every message and make sure all the messages are implemented and all the fields are supported and all of the various version numbers used when receiving and sending messages and logging on, all match to the TWS API source code, in the Sierra Chart interface to the TWS API.

This is not an easy process.

So when we begin to see a very limited issue in the beginning it is not an effort we are going to undertake immediately. As we begin to see more and more of a problem we then begin to realize that we need to prioritize this review and code update , as we would call it.

A few years ago the TWS API was significantly improved to put the size of a message at the beginning of the message.

This may actually make the process of updating Sierra Chart to the newest TWS API protocol easier.

What we have done in version 2474 is just update the client version that Sierra Chart sends to TWS. This may solve the problem. There could be other lurking issues that we do not know about.

However, those are very involved to go through. However if TWS is properly designed and engineered we do not think there would be any lurking issues. With the improvements they made a few years ago, we think the change that has been made now involving the client version is probably sufficient.
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Date Time Of Last Edit: 2023-01-21 04:21:40