The Symbol info manager (SIM) in WLD6 - all in capital letters now. Intended change?
Author: RuneHS
Creation Date: 9/8/2010 4:09 PM
profile picture

RuneHS

#1
There's one thing that we might be aware of: all symbols are now in capital letters in the SIM. So if you have some old stuff (series) in lower case, e.g. the futures series "oil" as input data, you must change it to "OIL". Or else "oil" is not recognized and definbed as general data ("equity" by default). Since the SIM in WLD has taken your old items and upper-cased them all in the new SIM WLD6 table.

I cannot put in any new series in lower case letters btw. I can manage without lower case letters however, no worries.

Eugene/Cone: is this just a detail maybe? I haven't seen a reference to this change.

The futures series I used to have was all of a sudden called "equity" and not matched (looked up) in the SIM table. I took me some time to discover this actually. Man - I paniced in the beginning there, I had a bad feeling that all my systems were kaputt!
profile picture

Eugene

#2
Known bug. Sorry for the inconvenience.

Until 6.1, for a symbol to be treated like Futures, it should not a) have spaces e.g. "FUT ES" and/or b) be mixed case e.g "Aud/Usd" (only upper case works).
profile picture

RuneHS

#3
Thanks, I will take note of it!

Spaces seems to work fine btw, e.g. "GE_10 RX1 COMDTY.csv" as input csv file name (the German 10 yr bond fut., last part is the Bloomberg code), there are two spaces there and it works fine, i.e. recognized ok in the lookup SIM table. Works well here.
profile picture

Cone

#4
There was a change to force SymbolInfo.Symbol to uppercase to fix a problem with symbol matching.

The mistake was to assume that all providers already use uppercase symbol - until last week, I didn't even know of a single provider that used lowercase symbols... but of course it's always a possibility for ASCII Provider.

Long story short, we hope that 6.1 has a fix to make sure that it also forces the symbol to uppercase before trying to match it in the SIM.
profile picture

RuneHS

#5
I see.

FYI (might be stating the obvous): WL works fine with user defined series, e.g. for fixed income calendar spreads in eurodollars or yield curve positions generally, e.g.

MyCalendarSpreadSeries = [EDU1 comdty - EDZ0 comdty] (using Bloomberg codes, so eurodollar Sep. 2011 vs. Dec. 2010)

In my case, I download and save the data to a data base for several applications to use, and then I make the data available to WL via a quick data dump. So no direct data link WL - data provider. This works fine as long as I don't need streaming intraday data. "Pushing the button once a day", you know.

It might be better to allow for whatever upper/lower case names, so: full flexibility in naming, and then UPPERCASE the SIM and data series names inside the WL program or something, but you know that already of course (ref. your last sentence)
profile picture

Eugene

#6
QUOTE:
So no direct data link WL - data provider.

FYI: We've already got one: static/streaming, universal (any DB supported by ADO.NET) - it's being tested.
profile picture

DaveAronow

#7
If you guys are tinkering with the symbol manager, could you improve the new symbol feature by adding the ability to clone a symbol (into a new symbol)? For example if I have a symbol (say ESZ0) and I now want to add ESH1 if I could select ESZ0, then right-click and pick "Clone", then get a dialog asking for the new symbol, that would save an awful lot of time :)
profile picture

Eugene

#8
Re: this bug - here's a new incarnation of the Open Issues list.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).