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Getting quotes from multiple data sources
http://www.smartquant.com/forums/viewtopic.php?f=41&t=10977
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Author:  sellem777 [ Wed Jul 29, 2015 11:21 pm ]
Post subject:  Getting quotes from multiple data sources

Hi,

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

Thanks,
M

Author:  Dr. Anton Fokin [ Thu Jul 30, 2015 10:15 am ]
Post subject:  Re: Getting quotes from multiple data sources

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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