[ts-gen] historical data format

[Mike Thornton]

Hi Bill,

Quick questions regarding the usage of the shim past command.  I ran the
example ruby script (past.30.rb) to download data, and I want to clarify the
usage of the command and the printing format.  I see data printed out like
this


23873|58924| 102437959|0| 1| 0|20100312  11:07:00|   29.28|   29.29|
29.25|   29.25|   719|   29.27|false|STK:SMART:MSFT:|
23873|58924| 102437994|0| 1| 0|20100312  11:08:00|   29.25|   29.26|
29.24|   29.25|   492|   29.25|false|STK:SMART:MSFT:|
23873|58924| 102438029|0| 1| 0|20100312  11:09:00|   29.25|   29.26|
29.25|   29.25|   103|   29.25|false|STK:SMART:MSFT:|
23873|58924| 102438064|0| 1| 0|20100312  11:10:00|   29.25|   29.25|
29.24|   29.24|   636|   29.25|false|STK:SMART:MSFT:|

What does the initial

23873|58924| 102437959|0| 1| 0

mean?  I figure that "102437959" is a timestamp, but what do the other
values mean?

Also is the line substring

29.28|   29.29|   29.25|   29.25|   719|   29.27|false

printed out in the API format to mean the following?

open | high | low | close | volume | weighted-average-price | hasGaps


For the following quest string, I am guessing that "m1" refers to 1 minute
bars, but what does the following "1 1d" indicate b/c it appears the date
and the upper daily data cutoff is given inside of the Ymd_T(...) substring?

select past STK:SMART:MSFT:USD m1 1 1d Ymd_T(20100312  16:00:00);


I tried to mimic this to download Forex data, but was unable to do so.  I
used the command

select past CASH:IDEALPRO:EUR:USD m1 1 1d Ymd_T(20100312 16:00:00);

However, what I saw print out in the logfile was

23873|59291| 469189941|2|20| 3|23873|59291| 469189941|2|20| 3||
23873|59352| 530357165|1| 0| 0||
23873|59352| 530357228|1| 0| 0||
23873|59352| 530357254|1| 0| 0||
23873|59352| 530357278|1| 0| 0||
23873|59352| 530357302|1| 0| 0||
23873|59352| 530357326|1| 0| 0||
23873|59352| 530357350|1| 0| 0|| <---------------------------- these lines
repeat for most of the log file
...


The last few lines repeated indefinitely and the logfile grew to 223MB -- I
did not see any valid Forex data.  I had to kill the shim to prevent the
logfile from growing larger. What did I do wrong?


Thanks.
Mike
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