[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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