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PostPosted: Mon Jun 01, 2020 4:39 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 271
Dear Team,

I know how I can connect with my strategies to QR2014 and then get the data from the default data provider and use the default execution provider, though what I cannot figure out, how to set the routeID on the subscripiton request from the OQ2014 strategy, to use an different then the default data provider on QR2014?

Can you share the line of code on how to do that?

Thanks and regards
Mike


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PostPosted: Wed Jun 10, 2020 8:52 am 
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Joined: Tue Oct 13, 2009 12:19 pm
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Dear Team,

I like to bump this up.

Could you point me in the right direction?

Thanks
Mike


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PostPosted: Wed Jun 10, 2020 11:45 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 578
Hello Mike,
instead of setting the RouteId in the Subscription, you should set it in the Order.
You can do it programmatically or when sending orders via QuoteMonitor.


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PostPosted: Wed Jun 10, 2020 12:01 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
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Thanks.

But how would I be able to get certain data (via a subscription) from a Dataprovider from OR2014?

Mike


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PostPosted: Wed Jun 10, 2020 12:33 pm 
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Joined: Wed May 05, 2010 9:49 pm
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Firstly, subscribing to the market data and sending the orders are independently in this case(I mean the route).
Secondly, for setting an algo or/and a route for the specific subscription, you should fill instrument.Formula using the following format:
"DA(x,y)"
where x is algoId and y is routeId.
if algoId is not exist on the QuantRouter2014, QR2014 will be use algoId as routeId for selecting a provider.
Example for using with routes:
instrument.Formula = "DA(4,4)";
It means that QR2014 will use ProviderId.IB = 4 for current subscription.

ps formula should be filled before subscribing.


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PostPosted: Thu Aug 06, 2020 2:10 am 
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Joined: Wed Aug 05, 2020 3:16 pm
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How about use different then the default data provider on QR2014?


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