<table cellspacing="0" cellpadding="0" border="0" ><tr><td valign="top" style="font: inherit;">Hi.<br>I have some issues...<br><br>With the 080829 version, and a fresh "trading" database, the "select wild STK ..." commands fails, with, here, AA for example:<br>-------------------------------------<br>./shim --data file save wild -> OK<br>select past 1 5 Ymd_T(20080826 15:30:00) -> OK<br>select wild STK AA all -> NOK<br>-------------------------------------<br>tail
ShimText:<br>-------------------------------------<br>....<br>1565|44899|190456593|3|1|1|2008082615:28:00|31.57|31.59|31.57|31.58|70|31.57|false|STK:SMART:AA:1565|44899| 190456613|3|1|1|2008082615:29:00|31.59|31.6|31.58|31.6|33|31.59|false|STK:SMART:AA:1565|44899| 190498076|4|110| 0|# |4|110|0|event: history insert|(2408, 5, 20080826 13:30:00 --20080826 15:29:00)|<br>....<br>1565|44748| 39172082|1| 9| 0|select wild STK AA all;|<br>1565|44748| 39172126|2| 9| 3|9|3|AA|STK||0.00||1||||1|<br>1565|44748| 39331380|3| 4| 2| -1| 200|No security definition has been found for the request|<br>-------------------------------------<br><br>I tried some other "wild" request for other contracts, but I have the same problem.<br><br>Did I miss something ?<br><br><br><br><br><br>--- En date de : <b>Sam 6.9.08, Bill Pippin <i><pippin@owlriver.net></i></b> a écrit :<br><blockquote style="border-left: 2px
solid rgb(16, 16, 255); margin-left: 5px; padding-left: 5px;">De: Bill Pippin <pippin@owlriver.net><br>Objet: Re: [ts-gen] How symbols and contracts are defined during database creation<br>À: sam_backtester@yahoo.fr, "trading-shim general mailing list" <ts-general@trading-shim.org><br>Date: Samedi 6 Septembre 2008, 3h55<br><br><pre>Sam,<br><br>Based on your report, I've fixed the problem with STK:35052259<br>in the most recent release.<br><br>That being said, such incremental fixes to the database are<br>probably not satisfactory to either of us, certainly not for<br>the long run, and I suspect that eventually there will be<br>scripts that each user will need to run to preen the database.<br><br>Perfecting the symbols data in the distribution beyond what<br>we can obtain externally is problematic, for at least two reasons:<br>we can not distribute information received via the api, and api<br>contract details vary from one account to the
next.<br><br>By way of example, for queries against symbols STK:GSZ and STK:GAZ,<br>for a shim running against my current paper account, and with the<br>wild card command line option, e.g.:<br><br> ./shim --data file save wild<br><br>then the commands:<br><br> select wild STK GAZ all; wait 1;<br> select wild STK GBZ all; wait 1;<br><br>return only three distinct contracts:<br><br> 3|10| 4|GBZ|STK||0.0||ASX |AUD|GBZ|GBZ|GBZ|46933587|0.0010 ...<br><br> 3|10| 4|GAZ|STK||0.0||SMART |CAD|GAZ|GAZ|GAZ|44531001|0.0050 ...<br> 3|10| 4|GAZ|STK||0.0||VENTURE |CAD|GAZ|GAZ|GAZ|44531001|0.0050 ...<br><br> 3|10| 4|GAZ|STK||0.0||SMART |USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||ARCA |USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||BATS |USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||CSFBALGO|USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10|
4|GAZ|STK||0.0||DRCTEDGE|USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||EDGEA |USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||ISE |USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||ISLAND |USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||LAVA |USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||NSX |USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br> 3|10| 4|GAZ|STK||0.0||TRACKECN|USD|GAZ|GAZ|GAZ|46943368|0.01 ...<br><br>In particular, I don't see a ib contract 35052259. Presumably you<br>and I have different accounts, and the api filters contract details<br>accordingly. <br><br>For your other symbols, would you be willing to consider using<br>wild-card contract details queries to determine the correct entries<br>to the database load files, and submitting patches to the list?<br><br>For that matter, for proprietary trading, you can make these changes<br>locally and
not even say anything. The reason to submit changes<br>to the list is just for your convenience, so that new releases<br>capture your earlier updates.<br><br>To make such changes, you could edit the load files, and then<br>run the database create.sql script to drop, recreate, and repopulate<br>tables.<br><br>Please post to the list if you have questions about any of the above<br>points.<br><br>Thanks,<br><br>Bill<br><br></pre></blockquote></td></tr></table><br>