Interactive Brokers plugin version 2.0.2

A new Interactive Brokers TWS data plugin version 2.0.2 is released now.
It is STRONGLY RECOMMENDED upgrade for Vista and Windows 7 users.

VERSION 2.0.2 CHANGES (as compared to 1.8.2)

  1. supports 64 bit date/time and float volume/openint (AmiBroker 4.27 and above)
  2. on Vista and Windows 7 previous versions of IB plugin crashed when requesting invalid symbol because AfxIsValidAddress function is broken on Vista/Win7. Fixed by rewriting code not to use AfxIsValidAddress anymore.

It is available for download from:
http://www.amibroker.com/bin/ib202/IB.dll

(to be copied to Plugins subfolder, replacing old version)

Installation instructions can be found here:
http://www.amibroker.com/ib.html

IQFeed plugin 1.9.3 released

A new IQFeed plugin version 1.9.3 is available for download from:

http://www.amibroker.com/bin/IQFeed1930.exe

CHANGES (as compared to version 1.9.2)

  • fixed backfill problem with 5-second and 15-second base time intervals

More information and operation instructions:
http://www.amibroker.com/iqfeed.html

NOTE that this plugin still uses IQFeed API 4.4.0.3
http://www.iqfeed.net/dev/api/iqfeed_client_4_4_0_3.exe
and it has been tested with that version only. Other API versions may not operate properly with this plugin.

Interactive Brokers TWS plugin version 1.8.2

A new Interactive Brokers TWS data plugin version 1.8.2 is released now.
It is STRONGLY RECOMMENDED upgrade for anyone using any earlier version.

VERSION 1.8.2 CHANGES (as compared to 1.8.1)

  1. the plugin now accepts single-letter security type codes in addition to 3 letter codes. So now security type can be:
    • S or STK for stocks
    • F or FUT for futures
    • O or OPT for options
    • P or FOP for futures options
    • C or CASH for currencies (Forex)
    • I or IND for indices

    This is provided to shorten symbols for instruments quoted in non-US currencies so they fit within maximum 25 character length. For example “FSMI DEC 08-SOFFEX-F-CHF” (Swiss index futures quoted in CHF)

VERSION 1.8.1 CHANGES (as compared to 1.8.0)

  1. due to possible ambiguity of SMART routing when same symbol is traded with multiple currencies, IB plugin now allows to specify CURRENCY in a symbol. The symbol format is now: SYMBOL-EXCHANGE-TYPE-CURRENCY.
  2. all symbols that do not have explicit currency specification use USD now (except forex).
    The default currency is USD and it is used when nothing is specified as 4th part of symbol. So for example MSFT gets internally resolved to MSFT-SMART-STK-USD

VERSION 1.8.0 CHANGES (as compared to 1.7.1)
This version fixes “Duplicate ticker ID for API historical Data query” error that occurred sometimes with newest TWS version.

It is available for download from:
http://www.amibroker.com/bin/ib182/IB.dll

(to be copied to Plugins subfolder, replacing old version)

Installation instructions can be found here:
http://www.amibroker.com/ib.html

Interactive Brokers TWS plugin version 1.8.1

A new Interactive Brokers TWS data plugin version 1.8.1 is released now.
It is STRONGLY RECOMMENDED upgrade for anyone using any earlier version.

VERSION 1.8.1 CHANGES (as compared to 1.8.0)

  1. due to possible ambiguity of SMART routing when same symbol is traded with multiple currencies, IB plugin now allows to specify CURRENCY in a symbol. The symbol format is now: SYMBOL-EXCHANGE-TYPE-CURRENCY.
  2. all symbols that do not have explicit currency specification use USD now (except forex).
    The default currency is USD and it is used when nothing is specified as 4th part of symbol. So for example MSFT gets internally resolved to MSFT-SMART-STK-USD

VERSION 1.8.0 CHANGES (as compared to 1.7.1)
This version fixes “Duplicate ticker ID for API historical Data query” error that occurred sometimes with newest TWS version.

It is available for download from:
http://www.amibroker.com/bin/ib181/IB.dll

(to be copied to Plugins subfolder, replacing old version)

Installation instructions can be found here:
http://www.amibroker.com/ib.html

Interactive Brokers TWS plugin version 1.8.0

A new Interactive Brokers TWS data plugin version 1.8.0 is released now.

This version fixes “Duplicate ticker ID for API historical Data query” error that occurred sometimes with newest TWS version.

It is available for download from:
http://www.amibroker.com/bin/ib180/IB.dll

(to be copied to Plugins subfolder, replacing old version)

Installation instructions can be found here:
http://www.amibroker.com/ib.html

eSignal plugin 1.9.0 released

A new version of eSignal plugin (1.9.0) is released now.

It is available for download from:
http://www.amibroker.com/bin/eSignal190.exe (installer)
http://www.amibroker.com/bin/eSignal190.zip (plain zip file, eSignal.dll file to be copied manually to Plugins subfolder)

INSTALLATION:
Installer version requires just running it and clicking “extract” button. It will detect AmiBroker installation and extract plugin to correct folder automatically.

Zip version requires manual unzipping and copying the eSignal.dll file into “Plugins” subfolder of AmiBroker directory.

VERSION 1.9.0 CHANGES (as compared to 1.8.1)

  1. Fixes to problem with RT update of certain foreign future markets such as NSF
  2. OpenInterest field is now available in End-Of-Day mode (base time interval set to EOD).
    Note that there is NO intraday (such as 1-minute) OpenInterest history available from eSignal, hence no OI field in intraday. You can however access “current” OI field even in intraday mode using GetRTData(”OpenInt”)

TC2007 plugin updated

A new updated plugin (version 1.4.4) for TC2000/2005/2007/TCNet is now available for upload from:

http://www.amibroker.com/bin/TC2K.dll

The plugin update is required only for TC2007 users (users of any previous versions of TC200x can continue using old plugin or may use new one).

If you are using TC2007 and it is fresh machine you need to download new plugin 1.4.4 from http://www.amibroker.com/bin/TC2K.dll and copy it to AmiBroker’s Plugin subfolder (overwriting existing one).
The new plugin is identical to previous version 1.4.3 except it adds check for HKEY_LOCAL_MACHINESoftwareWorden Brothers incTeleChart 2007 registry key created by TC2007.

Interactive Brokers data plugin v1.7.0 released

A new Interactive Brokers plugin version 1.7.0 has been released. It is available for download from:

http://www.amibroker.com/bin/ib170/IB.dll

More information and set-up instructions:
http://www.amibroker.com/ib.html

CHANGES AS COMPARED to version 1.6.8

  1. Open price available in RT quote window (for stocks)
  2. Extended backfill 180+ days (experimental / may be slow / subject to IB throttling)
  3. Better automatic reconnection handling (resubscribe all symbols) on network disconnection
  4. Updated error code handling (code 162 – data pacing violation)
  5. Updated to use new TWS API 9.41

This is recommended upgrade for all IB users.

IQFeed plugin 1.9.2

A new release (v1.9.2) of IQFeed plugin is available now for download from:

http://www.amibroker.com/bin/IQFeed1920.exe

CHANGES (as compared to 1.9.1):

  1. last update time now uses IQFeed timestamp instead of local clock and this prevents chart refresh stall occuring sometimes when clock on local machine and on IQFeed end are not synced.

There is also new video tutorial showing how to configure database with IQFeed as a data source:
http://www.amibroker.com/video/IQFeed.html

More information can be found at:
http://www.amibroker.com/iqfeed.html

IMPORTANT:
IQFeed has released new IQFeed client software (4.2.1.4) available from:

http://www.iqfeed.net/dev/api/iqfeed_client_4_2_1_4.exe

IQFeed plugin 1.9.1

A new release (v1.9.1) of IQFeed plugin is available now for download from:

http://www.amibroker.com/bin/IQFeed1910.exe

CHANGES (as compared to 1.9.1):

  1. fixed ‘tick’ base interval mode
  2. fixed access violation that occurred when switching base time interval for existing database
  3. other minor fixes

CHANGES (as compared to 1.8.2):

  1. implemented support for Mixed EOD/Intraday mode (to turn it on go to File->Database Settings->Intraday settings and check “Allow mixed EOD/Intraday data”
  2. implemented support for tick/5-second/15-second base time interval – this REQUIRES support for second resolution on IQFeed servers which is due to release June 16th, 2007.

There is also new video tutorial showing how to configure database with IQFeed as a data source:
http://www.amibroker.com/video/IQFeed.html

More information can be found at:
http://www.amibroker.com/iqfeed.html

IMPORTANT:
IQFeed has released new IQFeed client software (4.2.1.4) available from:

http://www.iqfeed.net/dev/api/iqfeed_client_4_2_1_4.exe

Upgrading to this new version is REQUIRED for proper operation after IQFeed upgrade of their server software.

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