Release Notes

October 18, 2016

1.4.91a

Misc bugfixes

1.4.9a

Continuous Futures contract construction is now optional (defaults to True)
Added futures.make_tuple(...) for automatic tuple construction for Futures

October 14, 2016

1.4.8a

Using a synthetic tick for CASH contracts (cash markets do not get RTVOLUME)

September 30, 2016

1.4.7a

Fixed issue that prevented from blotter to assign asset_class to stocks

September 29, 2016

1.4.6a

Rounding numbers in SMS message template

September 28, 2016

1.4.5a

Fixed sms formatting by sending SMS before logging trade

September 27, 2016

1.4.4a

Added open trades + unrealized PNL to instrument.trades and instrument.get_trades()
Switched DataFrame length check to len(df.index)>0 (faster than df.empty or len(df)>0 in my checks)
Fixed last price in recent orders

September 26, 2016

1.4.3a

Introduced instrument.trades / instrument.get_trades() as quick access to the instuments trade log

1.4.2a

Updated pip installer to use ezIBpy >= 1.12.19

September 22, 2016

1.4.1a

Added support for working with Volume based bars (by using nV in the resolution parameter)

September 20, 2016

1.4.0a

Fixed setup import to prevent built error

1.3.99a

Added option to send limit stop orders

1.3.98a

tools.round_to_fraction() now auto detects decimals based on resoution rounder
Fixed Eurodollar's base url in futures.py
Fetching correct ticksize for futures (including those that aren't using decimal ticks, eg 1/32 for bonds)

September 19, 2016

1.3.97a

Strategies now have access to IB Account info via self.account
Added support for Fill-or-Kill and Iceberg orders (see API docs)
Automatic re-reconnection to TWS/GW when connection lost