[ts-gen] Re: success! (sort of)

R P Herrold herrold at owlriver.com
Mon Nov 13 01:17:28 EST 2006


On Sun, 12 Nov 2006, our anonymous gmail correspondent wrote:

> It works!  No version error using the last couple builds. 
> FYI, I get the same errors as your Quantian box when using 
> g++-3.3 or -4.x, but -3.4 still works, so I'm happy.

I am remotely logged into the Quantian box as I type this, and 
migrating it up to 'testing'.  I anticipate having the 
environment available to me tomorrow.  I see the later g++ in 
the group to be upgraded; reaching it and leaving the system 
consistent is my concern  ;)

This is my third pass on the dist-upgrade -- there were some 
errors which I needed to solve manually wth
 	dpkg --remove
blocking it from cleanly applying:

1100 upgraded, 213 newly installed, 46 to remove and 67 not  upgraded.
Need to get 0B/979MB of archives.
After unpacking 671MB of additional disk space will be used.


> Currently trying to figure out how to edit the security 
> watchlist.  I understand sql and relational foreign key 
> concepts, but I think I am finding out that there is a big 
> difference between understanding and familiarity (I taught 
> myself SQL like four months ago, and prior to the shim the 
> only experience I had was a three-table SQLite database.)

wow -- you have come far; I started doing consulting work on 
what we now call relational databases back when Richard Nixon 
was still President, and still check my notes ;)

> Reading INSTALL and create.sql multiple times and examining 
> LocalSet.sql, WatchSets.sql, and load.sql but I'm still not 
> really following what's going on here.  By the way, INSTALL 
> refers to bin/subscribe--there is no such file.

Yes -- we have gone back and forth on this, and I keep notes 
to remind myself of common queries.  The 'jumping through 
hoops' is to keep up with all the variations which IB handles, 
and to have proper Foreign Key enforcement, are pretty tricky.

It is really a tribute to the IB staff that their analysis of 
all securities markets which IB accepts trades in are able to 
be handled through the TWS.

We added the command line Market Data, and History (one off, 
and recurring) [which were in the back of our minds anyway, 
given the ornate nature of getting the inserts into the 
database just right], as we moved to re-integrate Order 
Management;  it was just too darn complex, and we are actively 
working on making it intelligible for a person not sitting 
down the hall from us.  The interior documentation has indeed 
lagged, and I will add a note to our internal tracker to 
revisit that as part of our documentation push.  I do not 
think we will get to that part (documentation) until mid 
December at the earliest, however.

I just tossed another post into the mailing list with a couple 
of test cases, demonstrating command line Market Data, 
History, and Order Management.  Please give them a try.

> So, does anyone want to take pity and give me a rundown on 
> how I would delete the default securities and insert my own 
> (mostly futures)?

All interesting US Futures roots (including the CBOT, and 
OneChicago) should be specified; what were you looking for, 
and perhaps I can give you the Rosetta stone you seek?

> By the way, I appreciate you anonymizing my emails when 
> adding them to the mailing list.  I'd email the list 
> directly, but I'd rather my email address NOT be picked up 
> by Google.

I know the feeling; we run rather substantial anti UCE 
efforts on our mail intakes.  I thought part of the allure of 
gmail was that they could do ex post spam elidement.

Thanks for the feedback; I look forward to answering such 
questions as seem to be flowing.  It is great to know that 
others are able to follow and join up wth us.

-- Russ Herrold


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