[ts-gen] FOREX Issues with "select bars"

Ken Feng kfmfe04 at gmail.com
Fri Jul 31 11:00:49 EDT 2009


When running, for BID/ASK:

select bars CASH:IDEALPRO:USD:JPY 4;

I get the following 402 WARNINGS.

Problem: 402 unexpected minus sign, input clamped to zero
For token text: [      -1] and type target [quantity]
predicted token type:  pos, scanner saw:  neg
Problem: 402 unexpected minus sign, input clamped to zero
For token text: [      -1] and type target [count%6lu]
predicted token type:  pos, scanner saw:  neg

I do not know what count is, but I am not surprised that for FX, they
have set the quantity field to be -1.  For Forex bars, most brokers
don't aggregate volumes.  So this really shouldn't be an
error/warning, in the case of Forex.

Note that the same errors/warnings come up when asking for BID or ASK bars:

select bars CASH:IDEALPRO:USD:JPY 2;
select bars CASH:IDEALPRO:USD:JPY 3;

Trade bars doen't seem to work:

select bars CASH:IDEALPRO:USD:JPY 1;

- Ken

----------------------------------------------------------------------------------------

14807|85926|  60797407|3|50| 3|    1|1249051885|   95.22|   95.22|
95.22|   95.22|     0|   -1.00|0|CASH::USD:JPY:
14807|85972|  60797674|3|50| 3|    1|1249051890|   95.22|   95.22|
95.22|   95.22|     0|   -1.00|0|CASH::USD:JPY:
14807|85972|  60797724|3|50| 3|    1|1249051895|   95.22|   95.22|
95.21|   95.21|     0|   -1.00|0|CASH::USD:JPY:
14807|85972|  60797779|3|50| 3|    1|1249051900|   95.21|   95.22|
95.19|   95.19|     0|   -1.00|0|CASH::USD:JPY:
14807|85972|  60797830|3|50| 3|    1|1249051905|   95.19|   95.19|
95.19|   95.19|     0|   -1.00|0|CASH::USD:JPY:


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