[ts-gen] seconds clamps to zero after midnight

Ken Feng kfmfe04 at gmail.com
Tue Sep 1 12:44:03 EDT 2009


Hi,

I have a question about the seconds since the beginning of day field
(no 2 in the set of 6 in the header).  Using the command:

select tick CASH:IDEALPRO:EUR:JPY 1;  wait 1;

I usually get good results like this:

2448|05751|  0.196496|3| 1| 5|    7| 1|  132.46500|
2250000|1|price.outcry.bid.   |CASH::EUR:JPY:

The field I am interested in is the time-stamp 05751, which indicates
that this event occurred 05751 seconds into the day, local-time.

Well, everything is fine until midnight, local-time.  It clamps down
to 00000 and stays there!!!

4064|00000|  0.000042|3| 1| 5|    7| 1|  132.42500|
2000000|1|price.outcry.bid.   |CASH::EUR:JPY:

So I have two questions:

1.  If I remember correctly, the first 6 numbers come in unfiltered
from the upstream TWS, right?  So this is a TWS problem, I assume?

It's not hard to fix the problem - if I bring TWS and shim down, and
then bring them back up again, the number is right again.

2.  Is bringing TWS and shim down and back up, straddling midnight,
the only solution to this problem?

I am hoping that this is a shim problem - not to smite this wonderful
project, but so that we have a way of fixing it!

Any ideas?  Thx.

- Ken


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