[ts-gen] request log format for shim
Bill Pippin
pippin at owlriver.net
Fri Jun 20 20:06:11 EDT 2008
Although I mentioned the use of colon characters to delimit product
description tuples in my previous post, the sample log lines at the
end of my post were from an intermediate run before that change was
made.
To avoid confusion, I'm reposting a log excerpt below, this time
one that uses colons rather than periods to delimit subfields of
the descriptive tuple. This is from the same code that has been
pushed out to the trading-shim site.
Thanks,
Bill
________ log excerpt ___________________________________________________
9228|71771| 18315661|2| 1| 5|3|AIG|STK||0.00||1|SMART||USD||STK:SMART:AIG:
9228|71774| 21310206|2| 1| 5|4|YM|FUT|20080918|0.00||1|ECBOT||USD||FUT:ECBOT:YM:20080918:
9228|71773| 20308240|2| 2| 1|3|STK:SMART:AIG:
9228|71776| 23311063|2| 2| 1|4|FUT:ECBOT:YM:20080918:
9228|71766| 13987752|2| 6| 2|1||
9228|71760| 7987922|2| 8| 1|1|
9228|71769| 16316512|2| 9| 3|AIG|STK||0.00||1||USD||0|
9228|71770| 17314485|2| 9| 3|YM|FUT||0.00||1||USD||1|
9228|71789| 36309274|2|11| 1|6|FUT:ECBOT:YM:20080918:
9228|71767| 14312599|2|12| 1|1|
9228|71768| 15314548|2|13| 1|
9228|71777| 24320018|2|20| 3|5|YM|FUT|20080918|0.00||1|ECBOT||USD|||8|2 w|1|TRADES|1|FUT:ECBOT:YM:20080918:
9228|71787| 34309414|2|10| 3|6|YM|FUT|20080918|0.00||1|ECBOT|USD||5|FUT:ECBOT:YM:20080918:
9257|71802| 11992665|2| 3|15|120|AIG|STK||0.00||1|SMART||USD||BUY|2|LMT|35.00|0.0|GTC||||0||0||0|0|0|2|0|0|||||||||STK:SMART:AIG:
9257|71804| 13555279|2| 3|15|120|AIG|STK||0.00||1|SMART||USD||BUY|3|MKT|0.0|0.0|GTC||||0||0||0|0|0|2|0|0|||||||||STK:SMART:AIG:
9257|71808| 17993346|2| 3|15|120|AIG|STK||0.00||1|SMART||USD||BUY|3|MKT|0.0|0.0|GTC||||0||1||0|0|0|2|0|0|||||||||STK:SMART:AIG:
9257|71810| 19537014|2| 3|15|121|AIG|STK||0.00||1|SMART||USD||SELL|2|LMT|45.00|0.0|GTC||||0||0||0|0|0|2|0|0|||||||||STK:SMART:AIG:
9257|71814| 23992940|2| 3|15|121|AIG|STK||0.00||1|SMART||USD||SELL|3|MKT|0.0|0.0|GTC||||0||0||0|0|0|2|0|0|||||||||STK:SMART:AIG:
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