[ts-gen] Adding new symbols [Was: Syntax error due to unknown symbol]

Nils Gebhardt mail at ngebhardt.de
Mon Aug 24 15:22:15 EDT 2009


Bill, 

thanks for the detailed explanation. 




[...]

> 
> Once all this is done, the current front month for FUT:DTB:GBL is
> recognized; the following script, given the appropriate setting of
> the .shimrc Locality to DE, would serve just fine to collect two
> seconds of GBL tick data, except that my account lacks the proper
> permissions:
> 
>     #!./shim -f
> 
>     select tick  FUT:DTB:GBL:EUR:20091208 1;	wait 2;
>     cancel tick  FUT:DTB:GBL:EUR:20091208;	wait 1;
>     exit;
> 
> >From the log, I see "354|Requested market data is not subscribed ... "
> The shim read the contract value expressions just fine, however.
> 
> --------------------------


I am still having problems. Now it looks like

select tick FUT:DTB:GBL:EUR:20090908 1;
Process rule: InAction (ConA)
Process rule: Compound (FUT)
Syntax error:
Grammar rule: Compound FUT     
Cursor state: match; text is:
select tick FUT:DTB:GBL:EUR:20090908 1;
------------------------------------^--
Process rule: MetaData (Expr)
Process rule: Compound (MdiC)
Syntax error:
Grammar rule: Compound MdiC    
Cursor state: match; text is:
select tick FUT:DTB:GBL:EUR:20090908 1;
------------------------------------^--
Process rule: Compound (tick)
Syntax error:
Grammar rule: Compound tick    
Cursor state: match; text is:
select tick FUT:DTB:GBL:EUR:20090908 1;
------------------------------------^--
Drop:  1;

Del;


The same with 


select tick ibc:56441308 at DTB 1;
12668|74118| 106269064|4|11| 0|# select tick ibc:56441308 at DTB 1;|
12668|74118| 106269291|1| 9| 0|select tick ibc:56441308 at DTB 1;|
12668|74118| 106269443|2| 1| 5|1|5|2|GBL|FUT||0.0000||1|DTB||EUR||||||
12668|74118| 106277590|3| 4| 2|    2| 321|Error validating
request:-'zb' : cause - Please enter a local symbol or an expiry|



Validating the contract in the database yields

 echo "select * from Future where ibc = 56441308;" | mysql -u code
testing  
uid	tid	eid	ibc	lsym	netexp	expiry	src
3642	5	322	56441308	FGBL SEP 09	20090908	NULL	6434


The NULL value for the expiry field seems to be wrong. Fixing it
manually 

echo "update Future set expiry = '20090908' where ibc = 56441308;" |
mysql -u code testing 

doesn't change the error message above. 
Any idea what's going wrong here? 

Thanks

Nils



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