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StreamXLS 1.1.1

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@streamxls streamxls released this 09 Sep 04:29
· 1 commit to main since this release

This release adds support for Windows Server installations. It also tightens the handling of edge cases where the API sends no value but one is expected. And when a disconnect is detected, the values kept in a workbook respond more predictably.

Download signed installer: StreamXLS-Setup-1.1.1.exe

Requirements

What's new

  • When another IBKR session takes over your market-data line (e.g., you start with a paper TWS login, then open a live-trading TWS instance on another host), every cell on the affected contracts now carries TWS's own explanation for as long as it applies, and StreamXLS keeps asking for the data back rather than going quiet for the rest of the session. If you prefer #N/A to error text, set StreamXLS Control Panel → Settings → Error display to NA.
  • For installations where Windows integrity segregation would prevent Excel from seeing per-user COM registrations — e.g., a VPS running on the built-in Administrator account — the installer offers an "all-users" installation and guidance.
  • On Windows machines with multiple user accounts, each user must accept the license agreement and enter the license key. (The same license key will still cover all user accounts on the machine.)
  • On current versions of TWS, if the "Read-Only API" box is checked, every request for completed orders triggers a modal TWS "API write access request" notification. In order to avoid repeated interruptions of the TWS session, StreamXLS only asks for completed-order history once per connection. One consequence: while that setting is enabled, orders that were already complete when StreamXLS connected are not listed.

When TWS sends no value but one is expected:

  • Order and position fields that used to publish the TWS API's own "nothing here" markers — a strike of 1.79769313486232E+308 on a stock order, a commission of 0.00 that wasn't actually reported — now return #N/A.
  • The positions list follows the same rule: SymbolsCsv and ConIdCsv read #N/A until the first snapshot lands, and for the length of a disconnect, rather than the blank that means an all-cash account.
  • Deleting the last cell that used an account's or a position's profit-and-loss figures now actually stops the request behind it, and re-entering one asks TWS for the figure again rather than leaving it blank on a healthy connection.
  • And in the other direction, a contract you hold no market-data subscription for now gets its previous close and today's open back after a loss of TWS's connection to IBKR, instead of stranding at #N/A for the rest of the trading day.
  • An average fill price the order stream never delivered is recovered by requesting the day's execution reports.
  • A market-data update that arrives over the API naming no field at all is logged rather than written into a size cell.
  • It also handles an anomaly that can occur on reconnect: After a dropped connection TWS sometimes sends open orders in two batches, each closed with the same "that is all of them" marker. StreamXLS now waits for two consecutive open-orders callbacks before concluding that a previously-open order has been cancelled. The cost is timing: an order that really did vanish without a record is now reported Cancelled one refresh interval later than before (15 seconds by default). Nothing changes for an order TWS reports on — filled, cancelled or anything else: that status comes from TWS and appears at once.

While a connection is down:

  • Cells that describe the market right now — option Greeks, implied volatility, halt flags, shortability, auctions, a trades- or volume-per-minute rate — no longer hold their pre-outage value. Facts about what has already happened still keep their last value: the previous close, today's open, the session high, low and volume, MARKETPRICE and LASTORCLOSE.
  • A value TWS withdraws (by re-sending the field with a 'no data' marker) while its own connection to IBKR is down is no longer put back on the sheet when that connection returns.
  • A formula you type or change while the connection is down is now always answered — it no longer keeps the number the cell was showing under its previous formula.

Notes

  • Docs & quickstart: https://streamxls.com/docs
  • Installer includes the StreamXLS Control Panel for license activation, settings, and updates.
  • Per-user install by default; no administrator rights required. An Install for all users option is offered on a first install — needed on machines used as the built-in Administrator, and on any machine where Excel is run as an administrator.
  • 30-day free trial; purchase at https://streamxls.com/buy