[ts-gen] OrderStatus dups fixed [Was: OrderStatus dups and skips]

Nils Gebhardt mail at ngebhardt.de
Tue Aug 18 16:07:10 EDT 2009



Bill,

on missing OrderStatus records: 

On Fri, 2009-07-31 at 18:50 -0400, Bill Pippin wrote:
> summary.close.|STK:SMART:AAPL:
> 
> > ... I will watch how it evolves. 
> 
> Since I have not yet observed the missing status messages you
> ran into --- the problem with dups is understood and fixed, but I've
> not seen the drops --- I much appreciate your continued attention.
> 


The following is an observation I make frequently: 
After submttting an order, I find the following in the Shim.txt log
file: 

[...]
12103|57975|3160621751|3| 3| 6|258|Submitted|0|1|0.000000|760886419|0|
0.000000|8|
12103|57975|3160623821|4|12| 0|# journal OrderStatus(1);|
12103|57975|3160626347|4|12| 0|# journal ActiveOrder(1);|
[...]

The ActiveOrder record is there, but not so the corresponding record in
the OrderStatus table. 
Additionaly I can see on the Shim console the following output:

For token text: [        ] and type target [Str]
predicted token type:  str, scanner saw:  err
Problem: 401 unexpected token text: syntax error
Problem: 404 probe failed: messages not in sync?
Drop: \n

Del;    

I set up a fresh database from scratch, which appearently helped in the
beginning, but in the meantime the percentage of lost OrderStatus
records is probably above 50%. 

Regards

Nils




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