[ts-gen] Portfolio msg attributes are skipped [Was: OrderStatus dups and skips]

Bill Pippin pippin at owlriver.net
Mon Aug 3 17:49:13 EDT 2009


Nils,

About your clarification on the problem you see with status
information for your orders:
 
> ... I meant the usual output in log/ShimText ... where the last lines
> used to carry the position info after an account query.

Your examples refer to portfolio messages, which have msg index 7:

Old, evidently good:

> 6735|69998|  61157720|3| 7| 7|EUR|CASH||0.0||USD|EUR.USD|
> xxxPositionxxx|1.4065|xxx|1.4292|xxxPNLxxx|0.0|DUxxx|

New, now not so good:

> 6017|69606|  92591334|3| 7| 7|EUR|CASH||0.000000||USD|EUR.USD|DUxxx|

This makes it clear what you're talking about.  Portfolio messages are
not being expanded properly during event logging.  More precisely, the
nested tuples position/3 and cashflow/3 are skipped.  Today's release
fixes this problem; please feel free to try it out.

Thanks,

Bill


More information about the ts-general mailing list