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PostPosted: Thu Jan 20, 2011 8:48 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 221
Using TTAPI to capture data through OQ. I have three questions?

1. Where can I find the data files?

2. Can I set OQ to save the data to a different drive? (using an ssd for my programs and a much larger drive for data storage)

3. It does not seem to be capturing any Market Depth, only Quote and Trade. Is there a solution to resolve this?

PS:Also I have sent a reply for our previous conversation Anton.

Akhil


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PostPosted: Thu Jan 20, 2011 9:41 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6808
Hi,

you can use Database Manager tool for this (take a look in SmartQuant Ltd -> OpenQuant -> Tools in the Windows Start menu).

Have you checked "Market Depth" in the right top corener of the data capture window?

Regards,
Anton


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PostPosted: Fri Jan 21, 2011 10:22 am 
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Market Depth has been checked. Do I have to enable depth updates explicitly through the TT API?


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PostPosted: Fri Jan 21, 2011 11:24 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

TT API plugin does not provide MarketDepth data.

XTrader API provides market depth data, but it is not pure market depth - it is order book's snapshots only.
TT FIX does it correctly - snapshot + updates.

Regards,
Alex

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SmartQuant Development Team


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PostPosted: Fri Jan 21, 2011 2:32 pm 
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Thanks for the info. Sorted out the database problem. And I will take a look at TTfix.

Akhil


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