[ts-gen] create & modify orders

Nils Gebhardt mail at ngebhardt.de
Thu Apr 17 16:50:25 EDT 2008



On Thu, 2008-04-17 at 13:20 -0400, Bill Pippin wrote:

> >                     ... new tws errors occured. If I try GBL June
> > Contract, it says "Security GBL is not allowed for this account ..."
> > This used to work in my old setup.
> 
> Some questions to localize the problem follow.  Although I realize
> your post suggests that the first can't be the problem, and the
> second is obvious, I just want to be sure:

... 

>     4. What is the text of the request stream, for
>        subscriptions as well as orders, to GBL?

...

>  In (4) above, by request text I mean the results of
> running the shim with the save and file options on, and feeding
> tws2shim.bin through bin/req.filter .

I knew there was some handy debugging source... 
OK, shim2tws look like 

old version:

23125583151GBLFUT2008060.001DTBEURBUY1LMT114.010.0GTC01000010411

new version (shim-080326): 

23831529GBLFUT2008060.001SMARTEURBUY8LMT114.000.0GTC0000001031529GBLFUT2008060.001SMARTEURBUY8LMT114.000.0GTC01000010


apart from the fact that new version has double lenght it picks
appearently the wrong destination, namely 'SMART' instead of 'DTB'. 
After correcting corresponding default settings in 'Contract' table
(route 13 -> 87, formerly 18) table everything is fine. 


The corresponding LocalSet entries are identical, however - in fact
unchanged from the defaults, looking like

| 216 | FUT  | DTB      | EUR  | GBL       |  24 | SMART    |   

wrong destination route, wrong expiry - but appearently that doesn't
harm. So - can't  this table safely be ignored?

Thanks

  Nils 




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