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PostPosted: Thu Oct 09, 2014 12:12 am 
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Joined: Thu Sep 18, 2014 5:32 pm
Posts: 28
Hi

I am feeding in a futures contract under IQFeed and the same symbol under TT FIX.

The tick size is not loading correctly from TT.

The price of CL on NYMEX on IQFeed is showing say 90.00 but on TT it shows 9000.00

Therefore how can my code have a switch statement to set the ticksize based on the price feed source

if( datafeedsource == IQFeed) {
pricemultiplier = 1.0; }

if( datafeedsource == TT FIX) {
pricemultiplier = 0.01; }

realprice = priceInFromFeed * pricemultiplier


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PostPosted: Thu Oct 09, 2014 8:28 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6808
Hi,

you can use Trade/Quote.ProviderId to distinguish between TT and IQFeed prices in your strategy.

In OQ2014 you can use EventFilter to modify event (price) stream on the fly as you need.

Regards,
Anton


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PostPosted: Thu Oct 09, 2014 1:16 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

You can define price multiplier for TT FIX in instrument properties.
AltSymbol value has the following format symbol|security_id|price_multiplier
By default, price multiplier is 1.0
Just change it to 0.01 and you will receieve the prices from TT like from IQFeed


Attachments:
pricemultiplier.png
pricemultiplier.png [ 11.58 KiB | Viewed 4080 times ]

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PostPosted: Fri Oct 10, 2014 4:04 pm 
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Joined: Thu Sep 18, 2014 5:32 pm
Posts: 28
Thanks that does work.


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