[ts-gen] OrderStatus dups and skips

Nils Gebhardt mail at ngebhardt.de
Sun Jul 26 15:09:35 EDT 2009



On Thu, 2009-07-23 at 16:52 -0400, Bill Pippin wrote:
> Nils,
> 
> In brief, I'd like you to consider trying out today's release of
> the shim.  You should find that duplicate OrderStatus records do
> not occur, and I very much want to know whether OrderStatus inserts
> are lost/skipped, e.g., the missing "Submitted" records you mentioned,
> once given that the related log message *was* received by the shim.


Bill, 

a few uncorrelated observations on the 20090723 release: 

1) "select acct;" seems to be broken, more precisely the position in the
output (log/shim) is missing. Actually I think this was the case already
in one of the earlier july versions.  

2) cancel causes trouble: error looks like

Del;
Process rule: InAction (XidA)
Process rule: Compound (item)
Syntax error:
Grammar rule: Compound item
Cursor state: match; text is:
cancel item exit2009_0723_200359;
--------------------------------^
Drop: ;


3) there is another error message, which I do not quite understand. I
thought this one should work, but it doesn't: 

select tick  FUT:DTB:GBL:EUR:20090908 1;

 - contract exists - results in

Process rule: Compound (tick)
Syntax error:
Grammar rule: Compound tick    
Cursor state: match; text is:
select tick  FUT:DTB:GBL:EUR:20090908 1;
-------------------------------------^--
Drop:  1;


4) on order status duplications: I had an increasing amount of
duplications since the second week of july. In the end I had not only
double items, but also triplets and order status messages repeating
later on. These records seemed to occur in both data base and
log/ShimText. Friday they disappeared, using an older version from
april. The 20090723 didn't show any double items. I will watch how it
evolves. 




regards 

Nils



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