Major Deephaven Interactive Broker Updates | Deephaven

Deephaven recently introduced major updates to deephaven-ib, our Python package that allows users to interact with Interactive Brokers (IB) using Deephaven. This update includes a new build and deployment process, bug fixes, and updates to the Java, Deephaven, and Interactive Brokers versions used by deephaven-ib.

• Updated examples that demonstrate what deephaven-ib can do.
• deephaven-ib now uses the latest versions of Java, Deephaven, and Interactive Brokers:
  • Java has been updated from version 11 to 17.
  • Interactive Brokers has been updated from version 10.19.01 to 10.19.04.
  • Deephaven has been updated from version 0.28.1 to 0.34.x. From now on, deephaven-ib will use the most recent compatible Deephaven version rather than being locked to the specific version listed.

• A broken calculation in the bars bars_historical method was fixed and now works as expected.
• The short rate downloader was fixed after a temporary interruption due to changes in the IB FTP server.
• Improved error messages for better debugging and troubleshooting.

These new updates include major changes to the deephaven-ib build and deployment process. The new process no longer uses Docker. Instead, a script is provided to create properly configured Python virtual environments to run deephaven-ib from. See the README for a step-by-step guide on how to set up and run deephaven-ib.