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Managing Contract Data

The Data Management Command button contains a list of frequently used commands. Selecting a command prompts you for parameters and then adds the command to the script area.

Once you have created one or more commands in the script area, you can:

  • Manually click the Play button to run the commands in the script area.
  • Save the script to use a scheduling program to automatically run the scripts as needed.

Warning! Because running a script automatically stops the responder, you should do so during non-trading hours. By default, saved scripts are found in the <rootdrive>:ttconfig folder and have a .fms extension.

The options displayed below show the different contract commands you can build using the FMDS Management Console window.

Command options

Refer to:

In addition, from this list of options, you can manage your archives and create free text commands. Refer to:

Deleting a Contract

Before you delete a contract, follow the procedures under Backing Up the Datfiles Directory.

You can choose to delete contracts to which you previously subscribed. Because deleting a contract automatically stops the responder, you should run the command during non-trading hours.

Follow these procedures to delete a contract:

Creating a Delete Contract command

To create a Delete Contract command:

  1. Make sure you have backed up the datfiles directory.
  2. Click the button and click Delete Contract.

    The Delete Contract window appears.

  3. By default, you can select a specific contract in the By Contract field.

    Alternatively, you can delete contracts that have not recorded a tick in a number of days you specify by enabling the By Data field.

    Note: The Delete Contract window does not accept asterisks (*) for wild-carding.

  4. By default, you will delete both Tick and Bar data for the contracts included in this command script.

    Alternatively, you can uncheck the Tick or Bar checkboxes to save that data.

    Note: The Impact button expands the window to show the contracts included in the delete script you are about to create.

  5. Click OK.

    The Delete Contract command appears in the script area.

You successfully created a Delete Contract command.

Note: If you want to save your command as a .fms file, click .

Deleting a Contract

To delete a contract:

  1. Follow the steps above to create a Delete Contract command.
  2. Click .

You successfully deleted a contract.

Hiding Contract Data

Before you hide contract data, follow the procedures under Backing Up the Datfiles Directory.

You can choose to hide contracts to which you previously subscribed. Because hiding a contract automatically stops the responder, you should run the command during non-trading hours.

Follow these procedures to hide contract data:

Creating a Hide Contract Data command

To create a Hide Contract Data command:

  1. Make sure you have backed up the datfiles directory.
  2. Click the button and click Hide Contract.

    The Hide Contract window appears.

  3. In the Contract field, select the contract whose data you want to hide.

    Note: You can use an asterisk(*) as a wild card to select more than one contract.

  4. Set the Start Time and End Time parameters indicating the frame of time you want to hide data for the contract.

    Note: The Impact button expands the window to show the contracts included in the hide script you are about to create.

  5. Click OK.

The Hide Contract Data command appears in the script area.

You successfully created a Hide Contract Data command.

Note: If you want to save your command as a .fms file, click .

Hiding Contract Data

To hide contract data:

  1. Follow the steps above to create a Hide Contract Data command.
  2. Click .

You successfully hid contract data.

Unhiding Contract Data

Before you unhide contract data, follow the procedures under Backing Up the Datfiles Directory.

You can choose to unhide contracts to which you previously subscribed. Because unhiding a contract automatically stops the responder, you should run the command during non-trading hours.

Follow these procedures to unhide contract data:

Creating an Unhide Contract Data command

To create an Unhide Contract Data command:

  1. Make sure you have backed up the datfiles directory.
  2. Click the button and click Unhide Contract.

    The Unhide Contract Data window appears.

  3. In the Contract field, select the contract whose data you want to unhide.
  4. Click either the Tick Store or Bar Store checkbox to indicate the kind of data you want to unhide.

    The Start, End, Count, and ID fill with the applicable data you can unhide.

  5. Select one of the hides from the list.
  6. Click OK.

The Hide Contract Data command appears in the script area.

You successfully created an Unhide Contract Data command.

Note: If you want to save your command as a .fms file, click .

Unhiding Contract Data

To unhide contract data:

  1. Follow the steps above to create an Unhide Contract Data command.
  2. Click .

You successfully unhid contract data.

Export Contract Data

Before you export contract data, follow the procedures under Backing Up the Datfiles Directory.

Used in conjunction with importing data, exporting contract data is a way to manipulate the data you have collected and/or move contract data to another FMDS server. When you export, you are telling FMDS to move the data you have collected from one location to another. Because exporting contract data automatically stops the responder, you should run the command off trading hours.

Follow these procedures to export contract data:

Creating an Export Contract command

To create an Export Contract command:

  1. Make sure you have backed up the datfiles directory.
  2. Click the button and click Export Contract.

    The Export Contract Data window appears.

  3. In the Contract field, select the contract whose data you want to export.
  4. In the Export To field, browse to the directory to which you want to move your archive.
  5. Click OK.

The Export Contract Data command appears in the script area.

You successfully created an Export Contract Data command.

Note: If you want to save your command as a .fms file, click .

Exporting Contract Data

To export contract data:

  1. Follow the steps above to create an Export Contract Data command.
  2. Click .

You successfully exported contract data.

Import Contract Data

Before you import contract data, follow the procedures under Backing Up the Datfiles Directory.

Used in conjunction with exporting data, importing contract data is a way to incorporate changes you have made to data and/or receive contract data from another FMDS server. Because importing contract data automatically stops the responder, you should run the command off trading hours.

Follow these procedures to import contract data:

Creating an Import Contract command

To create an Import Contract command:

  1. Make sure you have backed up the datfiles directory.
  2. Click the button and click Import Contract.

    The Import Contract Data window appears.

  3. In the Import From field, browse to the directory to which you want to import an archive.

    FMDS reads the import file and fills in the Contract Name field.

  4. Click OK.

The Import Contract Data command appears in the script area.

You successfully created an Import Contract Data command.

Note: If you want to save your command as a .fms file, click .

Importing Contract Data

To import contract data:

  1. Follow the steps above to create an Import Contract Data command.
  2. Click .

You successfully imported contract data.

Renaming Contracts

Before you rename a contract, follow the procedures under Backing Up the Datfiles Directory.

You can choose to rename contracts to which you are subscribed. Because renaming a contract automatically stops the responder, you should run the command off trading hours. If data already exists in the desired new store name, conflicts are resolved using the following conditions:

If...This means...FMDSFileMonkey...

The data does not overlap

The two contracts were recorded at separate times

Merges the data into the target store along with the old data (so data requests will come back with both sets of data).

The data overlaps

The two contracts were recorded at the same time

Aborts the operation on that specific archive file but will otherwise continue

Follow these procedures to rename a contract:

Creating a Rename Contract command

To create a Rename Contract command:

  1. Make sure you have backed up the datfiles directory.
  2. Click the button and click Rename Contract.

    The Rename Contract window appears.

  3. In the Old Name field, select the contract you want to rename.

    Note: You can use an asterisk(*) as a wild card to select more than one contract.

Examples:

  • To rename all data for “eCBOT” to “CBOT" type:
  • Old Name: eCBOT.*
  • New Name: CBOT.*
  • To rename all Inter-Product spreads on CME to Crack spreads type:
  • Old Name: CME.Inter-Product*.Spread
  • New Name: CME.Crack*.Spread
  1. In the New Name field, type the name you want to give the contract.

Note: In order to limit accidental use of regular expressions, the following characters are not allowed in contract name: []^$?+

  1. If you want to backup your data while the contract is being renamed, check the box.

Tip: If you have not backed up your datfiles directory, this is recommended. If you have already backed up your datfiles directory, this is not necessary.

Note: The Impact button expands the window to show the contracts included in the rename script you are about to create.

  1. Click OK.

The Rename Contract command appears in the script area.

You successfully created a Rename Contract command.

Note: If you want to save your command as a .fms file, click .

  • Renaming a Contract

To rename a contract:

  1. Follow the steps above to create a Rename Contract command.
  2. Click .

You successfully renamed a contract.

  • Missing ticks

Missing Ticks

After merging, if you notice bar stores are missing a tick of data, you can use FMDS FileMonkey to reroll the bars using the new tick data. Stop the TTFMDSResponder before running these commands:

  • FMDSFileMonkey.exe --delete--bar --contract “Renamed Contract”
  • FMDSFileMonkey.exe --rollup “FMDSData/LONG_ STORE_TICK.fmd”