[ts-gen] adding new-expiry futures products (was: product ids)

[Bill Pippin]

Nils,

About currency crosses:

> ... question:
> is there a product id for cash orders like EURUSD, EURJPY, USDJPY and so
> forth?

Currently, in practice, no.  There are CASH products, but the data we
collect from the net is incomplete in this area, so, as is true for
futures and options, we need to fill in the details via contract info
queries to the IB tws.

>From a previous post,

http://www.trading-shim.com/pipermail/ts-general/2008-August/000257.html

> The data we have collected for IB currency pairs sometimes lacks
> proper information about the quote currency, for a pair (A.B) that
> second currency B ...

Also, in more detail, from the NEWS:

>       ... due
>       to the holes in database cash symbol information, where
>       currency pairs only have the base, and not the payment 
>       or quote currency, you will not be able to use the shim
>       to trade currencies yet.

>     * ...

>       More precisely: security type CASH records from table
>       Source ... have incomplete currency pair information, due
>       to holes in the data we've collected from the net (not yet
>       fixed, due to restrictions by IB on redistribution of info
>       collected via the api, though we plan to provide a fill
>       script later) ...

The first cut of the fill.rb script was released today, for options,
>From comments in the file sql/bin/Accumulate.rb:

> ... security type ... first command line argument ... as currently
> implemented the only valid choice is OPT.  Other values to be accepted
> later most likely will include FUT and CASH.

So, I plan to extend the fill.rb script to collect currency cross
info, but currently the data in the database for currency products
is incomplete. 

Thanks,

Bill