[ts-gen] Some Newbie Questions
me at heyjay.com
Sun Jul 13 09:25:54 EDT 2008
I've read a bunch (if not all) of the docs and perused the source.
And have a couple of questions, that hopefully you'll answer.
1) It looks like you preload the database with "some" universe of
symbols (Bonds, Indexes, Stocks, Futures...) from all the exchanges.
Who's job is it to maintain those tables? What about options upon
2) Maybe I'm missing something, or overwhelmed by the documentation,
but I don't see a good example of just obtaining tick data. There is
some stuff that talks around the subject. That is there is some
discussion of items in the "subscription" table (I think it was
called) that are read to generate requests upstream, and theres "THE
TRADING-SHIM COMMAND SET" from the docs:
tick Req Cid I;
And in the "exs" directory, file "tick" it lists:
select tick 2 1; wait 3;
cancel tick 2; wait 1;
select tick 144 1; wait 3;
cancel tick 144; wait 1;
I don't remember reading about a "select" verb.
Could you give me an example of just receiving tick data on the QQQQs.
That is, all the steps, including any DB table queries or
3) In the docs it talks (several times) about reloading the database
(but first saving history data...), when doing things like defining
new contracts (which seems like a simple and frequent task).
Seriously? Why wouldn't you just add the respective rows into the
RDBMS? Instead you drop and re-create the entire (I don't know the
proper MySQL speak, in Oracle it would be called a "schema") set of
tables that define the application. I must be missing something.
4) Am I correct in saying any/every downstream program needs to read
the output file (or pipe) and parse it for the data they are
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