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PostPosted: Wed Jul 29, 2015 11:21 pm 
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Joined: Wed Jul 29, 2015 11:10 pm
Posts: 1
Hi,

Is it possible (and how) to set a strategy in OQ14 to receive quotes from multiple Market Data Providers simultaneously?

Thanks,
M


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PostPosted: Thu Jul 30, 2015 10:15 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Hi,

currently you can subscribe for (additional) market data feed in the scenario using either SubscriptionManager or direct calls to

IDataProvider provider = ProviderManager.GetDataProvider("IB");

provider.Connect(timeout);

provider.Subscribe(instrument);

We are working on a new strategy layer that will allow to simply write

Strategy.Add(instrument, provider1);
Strategy.Add(instrument, provider2);

Regards,
Anton


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