[ts-gen] New series

Nils Gebhardt mail at ngebhardt.de
Sat Dec 27 09:22:42 EST 2008



On Mon, 2008-12-22 at 15:19 -0500, pippin at owlriver.net wrote:
> First, closure of the old, and beginning of a new, series;
> 2nd, an explanation of a minor new feature, the first of that
> series; and 3rd, a speculative roadmap for the new series.
> ________________________________________________________________
> 
> I hope order journalling and cross-session order manipulation are
> working fine for our users, and in the absence of any more reports
> to the contrary, expect that the implementation of these features
> as part of the last series, plus bug fixes up until now, meets the
> needs of the user community.  As always, mailing list traffic is
> my primary means of learning about user requirements outside our
> office.
> 

great features, great work!



[...]
> ________________________________________________________________
> 
> As the first work in the new series, there has been the addition
> of a new required parameter to the create order command.
> 
> Whereas before, the create order command consisted of the
> verb phrase, contract id, order key variable name, and the
> (order-type, quantity, lmt-price, aux-price) quadruple, now
> there is also a user-defined order set label, the mark or
> brand.


Labeling seems to be extremely useful. Regarding the database structure,
I wonder, how can I query something like 
   
* select fills  where label = something (probably from OrderStatus,
CreateEvent,  key?). These records could exported from tws as well, 
the label is attached to the fills, but for convenience it would be
nice.
Also convenient might be to collect tags from the var column in
CreateEvent for open orders for example:   
* select  var from CreateEvent, OrderStatus where mark = something,  not
Status = filled, key?



regards

Nils



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