API users running TWS/IB Gateway 950 or above can now elect to show Native index prices when available. Currently the calculated index price is used by default. To change the preference to show native prices in the IB Gateway, in Configuration on the API Settings page, select Prefer Native Index Prices to show the exchange-native index price whenever it's available. If the API is running through TWS, the setting is defined in Global Configuration on the Display > Ticker Row page.
The following API requests and callbacks have been added:
API requests used to integrate with TWS color-grouped windows (display groups):
TWS color-grouped windows are identified by an integer number. Currently that number ranges from 1 to 7 and are mapped to specific colors, as indicated in TWS.
Callbacks used to integrate with TWS color-grouped windows:
Beginning with this release, the following parameters were added to existing requests to support the identification of manual orders and market data requests to TWS:
We've also added a new field called algoId to the Order object to identify those orders generated by algorithmic trading.
Beginning with this release, the ActiveX component code base has been moved from C++ to C#. The ActiveX COM interface has been refactored into its own VS solution.
Beginning with this release, we now use the â€œsetâ€ keyword for object assignments in the DDE for Excel API. The â€œsetâ€ keyword sets a variable by object reference instead of by value. This change was required by the ActiveX component migration.
a = tws.createTagValueList()
has been changed to:
set a = tws.createTagValueList()