[ts-general] Adding new Contacts to the data files

Paul paul.analytic at gmail.com
Wed Oct 3 04:44:20 EDT 2012


On Fri, Sep 28, 2012 at 02:48:04PM -0400, David wrote:
> Good day!
> 
> I was wondering how to update the shim data files (found in 
> data-100614.tgz) with new contracts. I would like to be able to watch 
> some of the newer contracts since 2010 (and no not just fb) !
> 
> So I ran into this great open source utility, 
> IBContractExtractor  http://sourceforge.net/projects/ibcontractextra/ 
> that worked fine for me to pull down all the IB contract information. 
> The info is not in the same format that the current shim data files.
> 
> Since there has been changes between shim versions, I have some questions:
> 
> 1) For the latest version, I can just update the A0*.sql files with 
> the new contracts?

I manually add new contracts to A0Fut01.sql.  For futures contracts
you also need to update sql/mod/LocalFut.sql. (And reload the mysql
data). 

I'm guessing shim commands such as

   select info  FUT::YM::          all;

can be used to get all the information needed for the data file (see
exs/info)
 
> 2) If not what is the correct way to do it?

It looks like the ruby code in sql/bin might generate files in the
correct format (DumpInsert, fuse.rb etc?) but I've never tried it,
so I'm not sure what it does.

Regards

Paul

> 
> 3) If updating the A0* files is the way to go for the latest release, 
> instead of re-inventing the wheel, has anybody found a method, or 
> written anything to update the A0*.sql files? Has anybody done so for 
> IBContractExtrator?
> 
> Thanks so much!
> 
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