[ts-gen] adding new-expiry futures products (was: product ids)
Nils Gebhardt
mail at ngebhardt.de
Tue Jan 20 17:11:26 EST 2009
Bill,
On Tue, 2009-01-20 at 12:23 -0500, Bill Pippin wrote:
> Nils,
>
> > I am having problems when using the new order route format.
>
> Indeed; there are actually several problems here,
[...]
>
> A.2: once you replace SMART with DTB [MIBSX isn't yet in our
> exchange list], then we see problems with the current database symbol
> sources; ibc:46089645 is for jun 08. I believe there aren't any
> entries in the stock load files for an expiry of 20090306; the load
> files are becoming dated. Since you somehow got the example to work,
> presumably you've added data, which is fine.
>
I found the script sql/mod/LocalFut.sql useful for fixing outdated
expire dates, so here:
update Future set expiry = '20090306' where ibc = 46089645;
recycling the useless ibc id. I don't know wether this correspnds to the
intended use, but it worked out when I was first slightly confused by
the table scheme. Replacing SMART by DTB was the missing step, now it
works fine.
> Nils, I'd be interested in knowing whether the steps described above
> are sufficient to solve your problem.
>
Yes, thanks a lot for your prompt answer.
regards
Nils
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