[ts-gen] New series

Nils Gebhardt mail at ngebhardt.de
Mon Dec 29 05:57:28 EST 2008


On Sat, 2008-12-27 at 21:52 -0500, R P Herrold wrote:
> On Sat, 27 Dec 2008, Nils Gebhardt wrote:
> 
> > 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?
> 
> The contents in the 'mark' column are under downstream 
> control, subject only to the character set limitations. 
> Probably you would use the 96 char wide 'mark' field with a 
> 'generated'E
>  	[think: "a-YYYYMMDD-ClientNo-StratNo-TicketNo-more"]
> value, to permit 'slicing and dicing' pieces of data
> 
>     select (fields) from CreateEvent where mark like 
> '%pattern%' ...
> 
> and accept the linear search time which such a query needs to 
> walk the table for matches


That is ok. I am rather wondering how to perform a left join CreateEvent
<-> OrderStatus for example to aggregate fill statistics for a specific
brand (or brand, could be to measure performance of a sub strategy) or
the other direction to collect all var fields with status open. I have
no idea what might be the right candidate for a common key - uid is
appearently not. 


regards

Nils  



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