I've attached dirorg1.jpg, which shows how I've
started populating the 'ATS' directory.
I've also changed the name of 'data provider' to 'data-provider'.
The attachment just shows the directories.
To fill-in the ATS/client/TestJavaClient, I copied
twsapi_unixmac.jar (it works on Windows...
Some organization is necessary.
In the attachment, you'll see how I think
that this project might be organized.
Suggestions are welcome.
Under the 'ATS'
directory there are two directories: 'client'
and 'server'. Under the 'client' directory there
are three directories: 'chart', which...
re: queueing/buffering messages:
A consideration is that this would introduce a copy of each incoming message. There may also be some OS and Java runtime buffering, which might mitigate the problem of EReader being away from looking for new input from TWS. For now, until I see a performance...
Thinking about what dcraig mentioned concerning queueing:
The functions in Wrapper of Main.java get called in the context of the EReader thread. The consequence of that is that any lengthy processing in those functions will delay EReader (EReader calls the EWrapper functions, which are...
Here is test1.java (the last post exceeded the 10000 character limit):
import java.io.*;
import java.net.*;
public class test1 {
public static void main(String a[]) throws Exception {
Socket sock = new Socket("127.0.0.1", 6500);
BufferedReader in =...
Thanks for the input, dcraig.
I've only read the first 6 chapters of van der Linden's book, so far. But that didn't stop me from trying to setup a server socket and get a minimal subscription service going. There is a new Main.java and a test1.java. Main.java now listens for requests, which...
I have several questions about the last code:
1. Should 'Wrapper' be run as a separate thread? Note the 'sleep' in 'main'. When 'main' sleeps, does 'Wrapper' sleep, too?
2. With the line "package TestJavaClient", does all the code in the TestJavaClient directory get compiled, even though...
re: "the yen falls when their market is rising"
What may be happenening is that the falling yen moves the n225 up, because exporters like honda & toyota make bigger profits when they repatriate their US profits, assuming their US prices (in dollars) don't change -- eventually they change...
What I've got this time is a bare bones interface to the API. No GUI -- nothing but connecting to TWS.
It's done by replacing TestJavaClient/Main.java with this:
/*
* Main.java
*
*/
package TestJavaClient;
import java.io.*;
import com.ib.client.Contract;
import...
It gapped up. Today, it has been as low as the high of two days ago. Often after lunch, cooler heads prevail. If not after lunch, then after hours. I hope to cover at 17405.
They are at lunch now, about to come back. Today is low volume, too.
Over at the New York Times there is an article,
http://www.nytimes.com/2007/01/21/business/yourmoney/21etfs.html?ref=business
about new index funds that hope to beat the market.
Are these mutual funds or ETFs? It wasn't clear to me. But the idea of reweighting an existing index or...
In Elder's book (is there more than one?) he describes Force Index. It is, if I remember correctly:
ForceIndex = PriceChangeDuringInterval / VolumeDuringInterval
If plotted, it should yield a histogram centered at zero.
One thing it tells you is that little or no price change, even...
re: "Servers are made with hardware that is designed to run 24/7"
There is truth to this. Somewhere there is a Seagate disk drive reliability study. In that they mention the reliability of "consumer" grade drives vs. "server" grade drives. The MTBF, for one, is quite a bit different, so is...