[ts-gen] select bars or tick
Paul C
paulq2o0 at yahoo.co.uk
Tue Aug 18 04:23:27 EDT 2009
Ric,
I get the same problem, but it works if I use the 'conid' format for the
command:
select tick ibc:4986 at SMART 1;
19555|33382| 20188986|4|11| 0|# select tick ibc:4986 at SMART 1;|
19555|33382| 20189274|1| 9| 0|select tick ibc:4986 at SMART 1;|
19555|33382| 20189720|2| 1| 5|1|5|1|BHP|STK||0.0000||1|SMART||USD||||||
19555|33382| 20366142|3| 2| 5| 1| 8| 0|0|size.volume. |STK:SMART:BHP:
19555|33382| 20368384|3| 1| 5| 1| 1| 61.20000| 1|1|price.outcry.bid. |STK:SMART:BHP:
. . .
(The conid of 4986 was obtained by right-clicking the BHP line in the TWS GUI
and selecting 'contract info' then 'details')
Regards,
Paul C
On Tue, Aug 18, 2009 at 04:54:16PM +1000, Richard Pruss wrote:
> Sorry to ask a probably really dumb question but can someone point me
> to the current doc on select into & bar, I am battling with the syntax
> a bit.
>
> I have a problem pulling either bar or tick on BHP;
> SELECT * FROM testing.Symbol S where name = 'BHP'
> gives one 5 ibc instruments for it.
>
> select tick STK:SMART:BHP:USD 1;
> ------------------------------^--
> Process rule: Compound (tick)
> Syntax error:
> Grammar rule: Compound tick
> Cursor state: match; text is:
> select tick STK:SMART:BHP:USD 1;
> ------------------------------^--
> Drop: 1;
>
> Del;
>
> Same problem if I try ASX or any exchange, but the info statement for
> it shows SMART etc;
> select info STK::BHP : ;
> 49311|60588| 74051698|3|10|
> 6|BHP|STK||0.000000||SMART|USD|BHP|BHP|BHP|4986|0.010000|0|ADJUST,ALERT,ALGO,ALLOC,AON,AVGCOST,BASKET,COND,CONDORDER,DARKPOLL,DAY,DEACT,DEACTEOD,DIS,GAT,GTC,GTD,GTT,HID,ICE,IOC,LIT,LMT,LOC,MIT,MKT,MOC,MTL,NONALGO,OCA,OPG,OPGREROUT,PREOPGRTH,REL,RTH,RTHIGNOPG,SCALE,SCALERST,SMARTSTG,STP,STPLMT,SWEEP,TIMEPRIO,TRAIL,TRAILLMT,WHATIF,|SMART,ARCA,BATS,BEX,CBSX,CHX,CSFBALGO,DRCTEDGE,EDGEA,IBSX,ISE,ISLAND,JEFFALGO,LAVA,MIBSX,NSX,NYSE,TRACKECN|1|
>
>
> Where for Cisco with one 4 ibc instruments works...
> select tick STK:SMART:CSCO:USD 1;
> ...
>
> Confused,
> Ric
>
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