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danielnevitt
Creator
Creator

Expression question

Hi,

I have the attached data and I would like to only show exceptions where the first entry (by ClOrdID and SendingTime) is Inactive (OrderState).

Is this possible?  Examples of this are ClOrdIDs 877251830 and 899963115.

Thanks

Daniel

5 Replies
Gysbert_Wassenaar

I would like to only show exceptions

Exceptions of what?


talk is cheap, supply exceeds demand
danielnevitt
Creator
Creator
Author

I would like to show where the OrderState for a unique ClOrdID is only Inactive or Withdrawn.

In the below data, 777302363 is entered as Inactive at 14:10 and then Withdrawn at 14:17.

Whereas 354438837 and 948801833 where entered as Active and then made Inactive/Consummated.

I would like the expression to be set to only show me scenarios like 777302363.

Thanks,

Daniel

   

TransactTimeSendingTimeClOrdIDOrderIDOrderStateExecID
01/08/2016 15:1101/08/2016 15:1135443883750024999Active354438837:1:Ack
01/08/2016 15:1101/08/2016 15:2435443883750024999Active354438837:2:Ack
01/08/2016 15:1101/08/2016 15:3035443883750024999Inactive354438837:3:Unfill
02/08/2016 14:1002/08/2016 14:1077730236350024384Inactive777302363:1:Ack
02/08/2016 14:1702/08/2016 14:17777302363777302363Withdrawn777302363:2:Unfill
02/08/2016 14:5302/08/2016 14:5394880183350027380Active948801833:1:Ack
02/08/2016 14:5302/08/2016 15:2194880183350027380Active948801833:2:Ack
02/08/2016 14:5302/08/2016 15:2694880183350027380Active948801833:3:Ack
02/08/2016 15:2902/08/2016 15:2994880183350027380Consummated2284630
Gysbert_Wassenaar

See attached example


talk is cheap, supply exceeds demand
danielnevitt
Creator
Creator
Author

Thanks for the response Gysbert.  Is that the correct example?

I'm slightly unsure how to relate this to my data?

Regards,

Daniel

Gysbert_Wassenaar

No, it wasn't. Fixed now.


talk is cheap, supply exceeds demand