[ts-gen] select exec for currency trades

[Bill Pippin]

Ken,

Thanks for this report; no one else had said anything.  Clearly other
users are depending on order status and not execution reports, about
which, more in a future post.

Back to the problem you've found:

> I can't figure out how to "select exec..." for currency trades.
 
> I've tried:
 
> select exec AUDJPY 00:00:00;
> select exec AUD.JPY 00:00:00;
> select exec 15016133 00:00:00;        # ibc code
> select exec * 00:00:00;                       # no wildcards?
> select exec ibc:15016133 at IDEALPRO 00:00:00;   #syntax error
> select exec ibc:15016133 00:00:00;  #syntax error
 
I believe that select executions is broken for the current version of
the IB tws.  I know it used to work; the request is still going out
with the (minimal) filter content that used to work; (unsolicited)
execution messages come back after a submitted order executes; but
select executions doesn't work for me at this time with simple trades
for Apple.

I'm looking into the problem.  It may be an IB fix for the date-time
attribute, or new rules for other attributes of the filter so that
fewer wildcards are acceptable, with the effect that additional
information is required beyond the current minimal pattern provided
by the shim.  I'll post to the list when I know more.

Thanks,

Bill