Posted Thursday June 16 2011
A new build of RightEdge 2010 has been released. Here are the changes:
- Added code to help diagnose OutputPane errors
- Live system window will now show the current size of open positions instead of the gross size.
- In TWS plugin, odd lot order warnings won't be treated as cancelled orders.
- Added logging to TWS plugin
- Fixed issue with TWS plugin where a fill could be missed if the order was submitted, cancelled, and filled within a very short period of time.
- Added TradingSystemProjectPath to SystemData, to provide the path to the trading project to systems so they can read other files in the folder.
- Fixed issues with cross-frequency indicators
- Exceptions in bar data cleaner scanning won't cause RightEdge to crash
- Fixed issue in TWS plugin where when reconnecting, the plugin would register the same fill again for partially filled orders.
- Fixed issue in TWS plugin where partially filled orders couldn't be cancelled.
- Added OpenInterest tick type. Fixed issue where open interest wouldn't be preserved when converting bars to ticks and back when running a simulation.
- Added better support in IService/IBroker interfaces for notifying of disconnections and reconnections, and resyncing account state. Updated TWS plugin to request a resync after TWS regains connection.