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PostPosted: Tue May 12, 2015 12:15 am 
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Joined: Thu Jan 29, 2009 6:07 pm
Posts: 12
Hello,

I have just installed OQ 2014, trying to see how it functions along with IB (practice account).

As a test scenario,
1. I have added FX instrument: symbol EUR, exchange - IDEALPRO, currency USD. Connected to IB (success).
2. Opened Quote Monitor[IB], dragged my instrument to the monitor. No quotes appeared.
3. Tried to place a trade via the monitor. The trade has appeared in IB and has been executed successfully.

getting error Provider errors window "error validating request -'me' - cause: FA data operations ignored for non FA accounts.
Tried to figure out how to get live quotes running from IB or how to download historical data from IB, but failed. Please advise.

Best regards,


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PostPosted: Tue May 12, 2015 10:43 am 
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Joined: Thu Jan 29, 2009 6:07 pm
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Any reply from the support team?


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PostPosted: Tue May 12, 2015 12:21 pm 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 441
It works at my PC, look at attached screenshot.
I think better will be if you place here your screenshot like mine.


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EUR.png
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PostPosted: Tue May 12, 2015 2:56 pm 
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I was able to make IB run with OQ2014. Unfortunately I dont know what was the reason for this problem.

There is still an issue with the time update in OQ. You may see the issue on the screenshot attached. Please advise.


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PostPosted: Tue May 12, 2015 3:04 pm 
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Some more bugs (screenshot attached):
1) DateTime is not displayed correctly in the log window
2) Cannot donwload historical data for EUR/USD. Error "Unsupported data type". I have tried to change Data Type to other alternatives - no luck - same error.


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PostPosted: Tue May 12, 2015 3:22 pm 
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You should select Paper/Live mode to see time in Quote Monitor.


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PostPosted: Tue May 12, 2015 3:29 pm 
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yes, it worked. Thanks. Dont understand why it works like this.

Another crash:


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PostPosted: Tue May 12, 2015 3:45 pm 
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Issue with instruments. Screenshots are attached again.

I have added 6B futures Jun 15 contract, and you may see that quotes are screaming well (for futures even Time column works fine).

When I try to add GBP FX contract to the system it says "Instrument already exists", which is not true, since we are talking about Futures contract traded on CME and GBP/USD FX spot. Please advise.


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PostPosted: Tue May 12, 2015 3:59 pm 
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Instrument names should be unique.
But you can adjust Alt Symbol/Exchange for each data provider.
So you can add something like "GBPfut"(or "6B") with right Alt Symbol/Exchange for future.


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PostPosted: Tue May 12, 2015 4:34 pm 
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yes, it worked with alt symbols.

so for now we have three bugs:
1. failing to download historical data. Screenshot was provided.
2. Frequent OQ crash. Screenshot was provided.
3. Column Time doesnt display the correct feed time for FX contracts. Screenshot was provided.


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PostPosted: Tue May 12, 2015 4:47 pm 
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1) IB has limitations for historical data, try to download something like 1 hour bars for checking symbol etc.
2) We will fix it. What IB account type do you use (demo, paper, real)?
3) Try restart OQ, as you can see at my screenshot time is displayed correctly.


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PostPosted: Tue May 12, 2015 7:05 pm 
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1) I have tested IB data download with other platforms - it works well for NT7, RE, so I dont think it has something to do with IB.
2) Thanks. I try to use it with paper account today.
3) Now I cannot launch OQ anymore at all. getting this error on start. See screenshot. But I did restart it multiple times before - still there was no correct time information for FX quotes.


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PostPosted: Tue May 12, 2015 8:58 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
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Hi,

OQ2014 is basically a strategy development platform, so that the quote monitor and a simple order entry blotter are added to help you with testing live market data feeds \ execution, which you are going to use in your strategy. That's why for example you can see zero times in the quote monitor if you are in the simulation mode. This mode is used to backtest a strategy and consequently framework clock is set by incoming data timestamps. In the realtime mode it works viceversa - data timestamps are set to local clock.

If you repietedly receive the same error on OQ start and can not actually start it, I would suggest you to manually delete instrument and data files (backup them first). It might be so that they got corrupted during your experiments.

Regards,
Anton


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PostPosted: Tue May 12, 2015 9:18 pm 
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That's how I am trying to use OQ and its monitor - to test live markets and execution and make sure I also have manual control in case something goes wrong with my strat. I believe that bug 1) above is critical since I cannot download IB data at all to test my strat against it. Bug 2) appears every 5-7 minutes sporadically in OQ, so I think it is critical. bug 3) doesnt seem important if strategy gets correct time from OQ and this issue exists only in the quote monitor.


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PostPosted: Tue May 12, 2015 9:34 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6808
Hi,

yes, we saw bug 2 ourselves but it looks like it pops up on a specific account. IB doesn't send level2 insert/update order book sequence correctly in this case and it causes this crash in OQ order book builder. Will fix or trycatch at least (if this is really an IB problem).

Regards,
Anton


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