[ts-gen] ... "select open; " and "select exec AAPL 9:00:00; "

[Bill Pippin]

Ken,

About the open orders and execution report commands:

> In the exs/risk.rb file, does anyone know what these shim commands do?

>   open = "select open;"
>   exec = "select exec AAPL 9:00:00;"

In brief, the two commands trigger an open order subscription request
and an execution report query, respectively.  The attributes of the
execution report command are filter parameters, currently fixed to be
symbol and start time for that day; orders before that time would not
be included in the query answer.

By the way, working backwards from the log, you'll see the request
follow the command, and you can look reqs up in the IB sample client
sources, EClientSocket.java for requests, and EReader.java for
messages.

In general, the short answer to the question of what any of the shim
send commands does, is: trigger whatever IB tws api request it
triggers.

> I'm also not sure what "file save diff join" means here ...

As for the command line, options follow the required mode, and as
the name suggests, options are ... optional (surprise!).  They're
all flags, and there is no deeper syntax, i.e. no name-value pairs,
etc. --- those all go in the config file.

>   Shim = IO.popen("./shim --risk file save diff join", "w");

The file and save options are documented in the online manual.
Diff and join are new options you won't find there, although
they are described in the NEWS file, and I believe in previous
posts.

About join, from the NEWs file:

  * Add join command line option to open log file in append mode,
    as opposed to default and previous use of truncate mode.

About diff, from the NEWs file:

  * Implement the diff option, to print the time stamp detail
    attribute in the log as a difference from the last event,
    rather than an absolute number of microseconds.  The diff
    format uses a floating point fraction and the units change
    from usec to seconds.  The diff option is probably most
    useful for downstream users who are trying to track request
    and message latency during development.

    Events are monotonically increasing in time with the one
    exception of repeating groups such as history query answers,
    where the header is constructed after the detail lines ...

Feel free to ask on the list if the manual is confusing, since it
is way out of date, and ditto for anything in the NEWS file that
seems of uncertain provenance, since there again content has aged,
and not always for the better.

Thanks,

Bill