<table cellspacing="0" cellpadding="0" border="0" ><tr><td valign="top" style="font: inherit;">Hum, I've made another test with the TWS demo client, and the TWS demo account, and:<br>- I can get Contract Data through the sample client<br>- I can't get contract data with the shim, using wild.<br>Here is the .reg and .msg.<br><br>Sam.<br><br><br>--- En date de : <b>Sam 13.9.08, sam <i><sam_backtester@yahoo.fr></i></b> a écrit :<br><blockquote style="border-left: 2px solid rgb(16, 16, 255); margin-left: 5px; padding-left: 5px;">De: sam <sam_backtester@yahoo.fr><br>Objet: Re: [ts-gen] How symbols and contracts are defined during database creation<br>À: "trading-shim general mailing list" <ts-general@trading-shim.org><br>Date: Samedi 13 Septembre 2008, 0h17<br><br><div id="yiv487048916"><table border="0" cellpadding="0" cellspacing="0"><tbody><tr><td style="font-family: inherit; font-style: inherit; font-variant: inherit;
font-weight: inherit; font-size: inherit; line-height: inherit; font-size-adjust: inherit; font-stretch: inherit;" valign="top">Thx for answers.<br><br>I know the database cannot be involved in my issue, it was just to tell that I've made a new/fresh install from the latest tarball, including an empty database. <br>I've just tested with the sample TWS java client, and it seems that it might be an account specific issue, or somethong else but not a Shim issue, because I have the same problem when trying to "Req Contract Data" from this client. Quite strange...<br><br>Thanks for futures data explanations, I'll repopulate my databases with my favorites futures contracts next week.<br><br>Sam.<br><br>--- En date de : <b>Ven 12.9.08, 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: Vendredi 12 Septembre 2008, 17h15<br><br><pre>Sam,<br><br>About wildcard contract details for AA:<br><br>> ... I've found that the "wild" things looks broken to me,<br>> with the 080909 tarball, tested with new databases.<br><br>> A "select wild STK AA all;" for example returns only<br>> "No security definition has been found for the request",<br>> which is not supposed to do. Historical data for AA, in<br>> this example, still working ...<br><br>I'm not sure why your system fails for the STK:AA query.<br>Here's what mine, leaving aside account details, right hand<br>side message text, and some reformatting, provides when<br>running against a paper account:<br><br> 4|100| 0|# |4|100|0|****************|<br> 4|101| 0|# |4|101|0|0.83|080820|data|<br> 4|100| 0|#<br>
|4|100|0|****************|<br> 4|102| 0|# |4|102|0|23|1|40|20080912 10:00:04 EST|Connect with:<br> 3| 9| 1|1|<br> 3| 4| 2| |2104|Market data farm connection is OK:usfarm|<br> 1| 9| 0|select wild STK AA all; |<br> 1| 2| 0|wait 1;|<br> 2| 9| 3|9|3|AA|STK||1.00||1||||1|<br> 3|10| 4|AA|STK||0.0||SMART |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||ARCA |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||BATS |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||CBSX |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||CHX |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||CSFBALGO|USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||DRCTEDGE|USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||EDGEA |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||ISE |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||ISLAND |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||LAVA <br>
|USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||NSX |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||NYSE |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||PHLX |USD|AA|AA|AA|4005|0.01|<br> 3|10| 4|AA|STK||0.0||TRACKECN|USD|AA|AA|AA|4005|0.01|<br> <br> 3|10| 4|AA|STK||0.0||EBS |CHF|AA|AA|AA|10173157|0.01|<br> 3|10| 4|AA|STK||0.0||MEXI |MXN|AA|AA|AA|38708037|0.01|<br> <br> 3|10| 4|AA|STK||0.0||SMART |EUR|ALU|USSTARS|USSTARS|13013280|0.0010|<br> 3|10| 4|AA|STK||0.0||FWB |EUR|ALU|USSTARS|USSTARS|13013280|0.0010|<br> 3|10| 4|AA|STK||0.0||IBIS |EUR|ALU|USSTARS|USSTARS|13013280|0.0010|<br> 3|10| 4|AA|STK||0.0||SWB |EUR|ALU|USSTARS|USSTARS|13013280|0.0010|<br> <br> 1| 0| 0||<br> 1| 1| 0|exit;|<br><br>Even for the demo account, and leaving aside the entry MEXI, I get<br>essentially all of the above info.<br><br>If you are willing provide more information to the list,<br>please run
the<br> shim with the following script, named<br>say, wild, as input:<br><br>#!./shim -f<br><br>select wild STK AA all;<br>wait 3;<br>exit;<br><br>using the command line:<br><br> ./wild --data file save wild<br><br>The wildcard option disables database checks for the symbol AA, so<br>I don't see how your database could be involved with the problem.<br>The save option keeps binary traces for the request and message<br>traffic as shim2tws.bin and tws2shim.bin, respectively.<br><br>If you would filter those via:<br><br>bin/req.filter < shim2tws.bin > wild.aa.req<br>bin/msg.filter < tws2shim.bin > wild.aa.msg<br><br>and remove any sensitive data such as the account details lines<br>with your account code, that is lines including text such as:<br><br>3| 6| 2|AccountCode | DU15015| |DU15015| ...<br>3| 6| 2|AccountType |UNIVERSAL| |DU15015| ...<br>3| 6| 2|AccruedCash | <br>
0.00|BASE|DU15015| ...<br>3| 6| 2|AccruedCash | 0.00|USD |DU15015| ...<br><br>and then post the two text files to the list, I can look them over<br>for something suspicious. You are able to collect contract details<br>via the tws gui, right? Otherwise it's not an api issue, but rather<br>a problem with your account.<br> <br>> I hope I'll be able to investigate with the IB sample client next<br>week.<br><br>I understand it might be awhile until you can respond; that's no problem<br>Take your time, and when you have a chance, please realize that I much<br>appreciate the usage reports that users send us.<br> <br>> ... adding some contracts in LocalFut.sql, I'll be<br>> happy with CAC40, FEF, Q, NQ, ER2 and ES, if possible ;).<br><br>All of these have index products in the database, so that<br>you should be able to collect price data:<br><br>30257 30250 946200 IND MONEP CAC40 EUR FR<br>30209 30202 <br>
41868091 IND MONEP FEF EUR EU<br>30221 30214 16483960 IND LIFFE Q EUR EU<br>29189 29180 11004958 IND GLOBEX NQ USD US<br>29076 29067 13486931 IND GLOBEX ER2 USD US<br>29078 29069 11004968 IND GLOBEX ES USD US<br><br>Some also have stock entries:<br><br>14509 14500 4811268 STK SMART FEF EUR DE<br>10915 10872 3882734 STK SMART Q USD US<br>21501 21492 14893400 STK TSE Q CAD CA<br>15640 15631 1254464 STK SBF ES EUR FR<br>16395 16386 6604196 STK BVME ES EUR IT<br>20001 19992 26975496 STK TSE ES CAD CA<br><br>Give my previous post, I suspect you realize that you would<br>expect there to be data for futures in the database, but<br>that it not yet be reflected in futures contracts accessible<br>to the shim, and for the most part that is indeed the<br>
case.<br><br>For the symbols you mention: CAC40, FEF, Q, NQ, ER2 and ES,<br>and looking at the load files, there are entries for all the<br>futures but NQ and ER2, so you would want to add load file<br>entries for them, repopulate the database via create.sql, and<br>then update the expiry attribute using data you've collected<br>via contract details; mod/LocalFut.sql is the standard place<br>to record such data in case you need to recreate the database.<br>Below are entries from the load files:<br><br> 27291338, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20081219', 'FCEZ8' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 28454973, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20090619', 'FCEM9' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 31332313, 'FUT', 'CAC40' , 'EUR', 'FR'<br>,<br>
'20091218', 'FCEZ9' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 33682842, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20100618', 'FCEM0' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 36163287, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20101217', 'FCEZ0' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 38532726, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20110617', 'FCEM1' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 40996520, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20111216', 'FCEZ1' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> <br>
43331097, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20120615', 'FCEM2' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 44729080, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20080620', 'FCEM8' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 46266078, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20080919', 'FCEU8' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 47697612, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20121221', 'FCEZ2' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 48448308, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20080418', 'FCEJ8' , 'CAC 40' <br> , ''
<br> ,<br>'MONEP' , 'MONEP' ),<br> 49016315, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20080516', 'FCEK8' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 49713431, 'FUT', 'CAC40' , 'EUR', 'FR'<br>, '20090320', 'FCEH9' , 'CAC 40' <br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 46454370, 'FUT', 'FEF' , 'EUR', 'EU'<br>, '20080620', 'FEFM8' , 'FTSEUROFIRST 80<br>NEW' , '' ,<br>'MONEP' , 'MONEP' ),<br> 47697618, 'FUT', 'FEF' , 'EUR', 'EU'<br>, '20080919', 'FEFU8' , 'FTSEUROFIRST 80<br>NEW' , '' ,<br>'MONEP' , 'MONEP' ),<br> 49713432, 'FUT', 'FEF' , 'EUR', 'EU'<br>, '20081219', 'FEFZ8' , 'FTSEUROFIRST 80<br>NEW'
<br> , '' ,<br>'MONEP' , 'MONEP' ),<br> 46266105, 'FUT', 'Q' , 'EUR', 'EU'<br>, '20080620', 'QM8' , 'FTSE EUROTOP 100<br>INDEX' , '' ,<br>'LIFFE' , 'LIFFE' ),<br> 47697658, 'FUT', 'Q' , 'EUR', 'EU'<br>, '20080919', 'QU8' , 'FTSE EUROTOP 100<br>INDEX' , '' ,<br>'LIFFE' , 'LIFFE' ),<br> 49713474, 'FUT', 'Q' , 'EUR', 'EU'<br>, '20081219', 'QZ8' , 'FTSE EUROTOP 100<br>INDEX' , '' ,<br>'LIFFE' , 'LIFFE' ),<br> 46255901, 'FUT', 'ES' , 'EUR', 'IT'<br>, '20080919', 'ESU8' , "Gruppo<br>Editoriale L'Espresso SpA" , '' <br> , 'IDEM' , 'IDEM' ),<br> 47685897, 'FUT', 'ES' , 'EUR', 'IT'<br>, '20081219', 'ESZ8'
<br> , "Gruppo<br>Editoriale L'Espresso SpA" , '' <br> , 'IDEM' , 'IDEM' ),<br> 48437689, 'FUT', 'ES' , 'EUR', 'IT'<br>, '20080418', 'ESJ8' , "Gruppo<br>Editoriale L'Espresso SpA" , '' <br> , 'IDEM' , 'IDEM' ),<br> 48980563, 'FUT', 'ES' , 'EUR', 'IT'<br>, '20080516', 'ESK8' , "Gruppo<br>Editoriale L'Espresso SpA" , '' <br> , 'IDEM' , 'IDEM' ),<br> 49668639, 'FUT', 'ES' , 'EUR', 'IT'<br>, '20090320', 'ESH9' , "Gruppo<br>Editoriale L'Espresso SpA" , '' <br> , 'IDEM' , 'IDEM' ),<br> 44718750, 'FUT', 'ES' , 'EUR', 'IT'<br>, '20080620', 'ESM8' , "Gruppo<br>Editoriale L'Espresso SpA" , '' <br> , 'IDEM' , 'IDEM' ),<br><br>You've probably
heard that the<br> symbol ER2 is changing, I <br>believe to RU2. The IB tws does not yet reflect such recent<br>changes; once IB updates the entry, you would then need to change<br>the load file you had added for ER2 to, say, RU2.<br><br>Thanks,<br><br>Bill<br></pre></blockquote></td></tr></tbody></table><br>
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