[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I found the script sql/mod/LocalFut.sql useful for fixing outdated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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