[ts-gen] create & modify orders

Paul C paulq2o0 at yahoo.co.uk
Thu Mar 27 15:20:04 EDT 2008


Having experimented with the shim for a few days I'm getting
interested in the Order commands and associated sql tables.

I get the impression that the commands for creating orders are
evolving (?). In the most recent 'bin/includes' are commands of the
form:

		create item  12 3 LMT 2 50.0  0.0;

where previously the "12"    ^^  was not present.  My understanding is
that this is a limit order to buy 2 lots of AIG at price 50.0; and
that it's AIG because it references row "3" in the "Template" table,
which in turn (pid=2) references row 2 in the "Position" table: this
ultimately deriving its entries from risk.sql.  But I'm not sure about the "12".
I see that AIG has a cid of 12 in the table; but is this the same 12
as in the above command? (i.e a reference to AIG in the shims'
database).


The shim looks to be a powerful way to interact with the TWS, and I got
it up and running without much problem (debian).  It would be
interesting to know what's currently under development in the code
(i.e. I'm curious about your roadmap). 

Regards,

Paul


More information about the ts-general mailing list