SmartQuant Discussion

Order Text
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Author:  azuric [ Thu Aug 09, 2012 5:09 pm ]
Post subject:  Order Text

Can anyone think of away to give each order multiple order.text. In TTAPI you can give mulptiple tags but i cant think of how to do that in OQ. The reason is i want to track which order comes from which strategy and also give it a description eg buy target.

Author:  PBJ [ Thu Aug 16, 2012 3:06 pm ]
Post subject:  Re: Order Text

You can't.
A workaround: use a specific custom standard when setting order.Text.
For example: <strategy_name|<order_type>|<...>.
Create a common method to send/update all your orders and don't call order.Send() anywhere else.
For example:
void SendMyOrder(Order order)
   order.Text = string.Format("{0}|{1}", StrategyName, order.Type.ToString().ToUpper());

Author:  azuric [ Fri Aug 17, 2012 10:52 am ]
Post subject:  Re: Order Text

Thanks PBJ,

I think your method will be the best workaround for this. That iss why in another post I was hoping to find out if you can access the TT API through OQ. However I havent heard back from SQ on this matter yet.

Author:  PBJ [ Fri Aug 17, 2012 11:10 am ]
Post subject:  Re: Order Text

I'm quite sure you can't.
Standard embedded connectivity plugins are not accessible directly from within OQ.
I may have read that Smartquant wants to make them accessible in the future.
Anton, Sergei, can you confirm?!

Author:  Dr. Anton Fokin [ Fri Aug 17, 2012 4:45 pm ]
Post subject:  Re: Order Text


I don't think you would be able to access TT X_Trader API through our TT provider in the low level framework even if you could access the plugin. The plugin is an interface between the framework and TT API, not an interface to TT API itself, so that the plugin converts framework's FIX "language" to TT API calls but indeed it doesn't offer an interface to TT API calls.


Author:  PBJ [ Fri Aug 17, 2012 6:17 pm ]
Post subject:  Re: Order Text

Thanks Anton, that makes sense.

What about making the plugins open source so we understand how they work and can provide assistance and new features. You wouldn't even need to provide support for that.
I for one would be interested in enhancing IB and maybe Integral by adding positions sync support.
What would you lose? RightEdge does that and leverages on their users' skills for their own profit.
Thanks for your reply.

Author:  Dr. Anton Fokin [ Fri Aug 17, 2012 6:41 pm ]
Post subject:  Re: Order Text

We used to provide selected customers with the source code of plugins/indicators but it would not help in case of IB since it's an internal plugin (i.e. it uses the low level framework).


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