[ts-gen] select exec for currency trades

[Ken Feng]

Hi Bill,

Thanks for the reply and the sanity check - as one of my coworkers  
used to say, it's always better to find a bug than to start believing  
in voodoo (an occupational hazard when too many unknowns or unexpected  
behaviors are left unanswered).

- Ken


On Oct 6, 2009, at 3:57 AM, Bill Pippin wrote:

> 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
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