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amcintyre99 / gist:3a67e6215de0ba910a05d7e57b257aa2
Created November 5, 2021 18:14
SYM CNT MIN AVG MAX
----- ----------- ----------- ----------- -----------
AMD 83 0 0 0
COIN 84 0 0 2
NVDA 84 0 0 1
ROKU 84 0 0 1
SNAP 84 1 44 204
SPY 84 0 0 0
SQ 84 1 58 235
TSLA 84 0 0 0
@amcintyre99
amcintyre99 / gist:ad2cbba64223ab9969bdabc5770cd623
Last active October 8, 2021 13:19
RUN SYM DATE TIME EXPDT TMES SECS_DELAY_AFTER_09_30_00 SYM
----------- ----- ---------- --------------- ---------- ------ ------------------------- -----
564 SPY 10/01/2021 09.25.01.643897 10/01/2021 1800 0
565 AMD 10/01/2021 09.25.21.551494 10/01/2021 1800 0
566 COIN 10/01/2021 09.25.41.550689 10/01/2021 1801 1 COIN
567 NVDA 10/01/2021 09.26.01.550164 10/01/2021 1800 0
568 ROKU 10/01/2021 09.26.21.581789 10/01/2021 1800 0
569 SNAP 10/01/2021 09.26.41.560169 10/01/2021 1823 23 SNAP
570 SQ 10/01/2021 09.27.01.563682 10/01/2021 1801 1 SQ
@amcintyre99
amcintyre99 / gist:9b82e082f3149c1c56fda48ef63dd991
Last active May 6, 2021 21:54
===================================================================================================
Long story short, because real time market data on call strikes for TWTR are being delayed at 930am
(and only TWTR), I can't place any orders at market open for that symbol
===================================================================================================
I marked the rows with an x
where my collector code started before 09:30:00 (DATE and TIME column)
AND the first timestamp (TMES) inserted into the db is not 1800 or 1801, indicating 09:30:00 or 09:30:01
Real time market data on call strikes starts flowing at 09:30:00
@amcintyre99
amcintyre99 / gist:0df060b13f9fdf6e4154f9d2c3abbb93
Created January 2, 2021 15:52
andrew@quark:~/.npm/_logs$ cat 2021-01-02T15_11_06_356Z-debug.log
0 info it worked if it ends with ok
1 verbose cli [ '/usr/bin/node', '/usr/bin/npm', 'install', 'ibm_db@2.7.1' ]
2 info using npm@6.14.8
3 info using node@v12.20.0
4 verbose npm-session b5455d00265a53a9
5 silly install loadCurrentTree
6 silly install readLocalPackageData
7 http fetch GET 200 https://registry.npmjs.org/ibm_db 9ms (from cache)
8 http fetch GET 200 https://registry.npmjs.org/ibm_db/-/ibm_db-2.7.1.tgz 30ms (from cache)
@amcintyre99
amcintyre99 / gist:d52b3f3c0d409635649faf57ab0b61af
Created January 2, 2021 15:17
andrew@quark:~/dma/odbc_ibm$ rm -r node_modules/
andrew@quark:~/dma/odbc_ibm$ npm install ibm_db@2.7.1
npm WARN deprecated request@2.88.2: request has been deprecated, see https://github.com/request/request/issues/3142
npm WARN deprecated har-validator@5.1.5: this library is no longer supported
> ibm_db@2.7.1 install /home/andrew/dma/odbc_ibm/node_modules/ibm_db
> node installer/driverInstall.js
platform = linux , arch = x64 , node.js version = v12.20.0
make version = GNU Make 4.1
@amcintyre99
amcintyre99 / gist:55ae2cf6d7d00ec6788a8adfa5dc1a00
Created January 2, 2021 15:15
andrew@quark:~/dma/odbc_ibm$ npm install ibm_db@2.7.0
npm WARN deprecated request@2.88.2: request has been deprecated, see https://github.com/request/request/issues/3142
npm WARN deprecated har-validator@5.1.5: this library is no longer supported
> ibm_db@2.7.0 install /home/andrew/dma/odbc_ibm/node_modules/ibm_db
> node installer/driverInstall.js
platform = linux , arch = x64 , node.js version = v12.20.0
make version = GNU Make 4.1
IBM_DB_HOME environment variable have already been set to -> /home/db2inst1/sqllib
@amcintyre99
amcintyre99 / gist:63b0a6e737b32218b4e9cac34f7ca4a7
Created June 15, 2020 20:39
16:00:21.857290 tick counts ================
16:00:21.857439 tprc sbid = 777924 11.0
16:00:21.857535 tprc uask = 52576 0.7
16:00:21.857628 tprc ulst = 24462 0.3
16:00:21.857719 tprc othr = 1040 0.0
16:00:21.857807 tsize = 3917855 55.3
16:00:21.857892 tstring = 1752066 24.7
16:00:21.857994 tgeneric = 5 0.0
16:00:21.858086 toptcomp = 558019 7.9
16:00:21.858168 ttotal = 7083947 100.0
@amcintyre99
amcintyre99 / gist:604d974f3eb0dc1001443dbc04a13878
Created May 13, 2018 20:28
00018037.5af5a2e3.01.01 0015a6f5.00013871.5af523ea.0001 0.320257 USD 1.7976931348623157E308 null 20180511-14:53:00 0.0 1.7976931348623157E308
00018037.5af5a2e6.01.01 0015a6f5.00013871.5af523ea.0001 4.161176 USD 1.7976931348623157E308 null 20180511-14:53:00 0.0 1.7976931348623157E308
00012bb1.5af561e1.01.01 0015a6f5.00013871.5af523e4.0001 0.320257 USD 1.7976931348623157E308 null 20180511-14:53:00 -5.888582 1.7976931348623157E308
00012bb1.5af561e2.01.01 0015a6f5.00013871.5af523e4.0001 0.060037 USD 1.7976931348623157E308 null 20180511-14:53:00 -5.628362 1.7976931348623157E308
00018037.5af5a2e5.01.01 0015a6f5.00013871.5af523ea.0001 0.495147 USD 1.7976931348623157E308 null 20180511-14:53:00 0.0 1.7976931348623157E308
00018037.5af5a2e4.01.01 0015a6f5.00013871.5af523ea.0001 0.060037 USD 1.7976931348623157E308 null 20180511-14:53:00 0.0 1.7976931348623157E308
000180
@amcintyre99
amcintyre99 / gist:e89f89d0d100ecfa6f10dc51c1c377ae
Created May 12, 2018 20:17
commissionReport: [{"execId":"00018037.5af16a15.01.01","commission":1.018678,"currency":"USD","realizedPNL":1.7976931348623157e+308,"yield":1.7976931348623157e+308,"yieldRedemptionDate":null}]
@amcintyre99
amcintyre99 / gist:f2be210098ac9379298789fe66b80244
Last active September 30, 2017 13:51
best of 10 runs
linux gov set to performance so lowest/highest runs in each set have only 4% diff
node 821 ===================
ibm_db 210 at #293/#295 fix
100000 queries issued in 26.901 seconds, 3717/sec : Prepare - ExecuteNonQuery
ibm_db 221
100000 queries issued in 26.948 seconds, 3710/sec : Prepare - ExecuteNonQuery