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accessing feed and broker data inside the code
http://www.smartquant.com/forums/viewtopic.php?f=44&t=8616
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Author:  dieteralfonso [ Wed Dec 29, 2010 2:35 pm ]
Post subject:  accessing feed and broker data inside the code

Hello,

i'm looking for a trading platform in which i can have a datafeed for incoming realtime data additionally to my broker account, so i can compare prices from datafeed and broker inside my strategy. is that possible in openquant?

i had a quick look into your manuals and didn't find a clear answer, but the screenshot in section 7.1 of your beginner manual let me still hope since there are one option for each provider

Thanks, greetings

Author:  Dr. Anton Fokin [ Wed Dec 29, 2010 4:26 pm ]
Post subject:  Re: accessing feed and broker data inside the code

Hi,

to do this in OpenQuant you should develop a custom data provider interface that will connect to both feeds at once. There are examples (including full source code) of custom data interfaces in the OpenQuant installation.

On the other hand this should be possible in VisualQuant, our new product (though it's still in the beta phase). You can use as many provider blocks in VisualQuant as you like and connect all of them to your strartegy.

Regards,
Anton

Author:  Dr. Anton Fokin [ Wed Dec 29, 2010 4:30 pm ]
Post subject:  Re: accessing feed and broker data inside the code

Hi,

this is possible with OpenQuant, but you should develop a custom market data provider to do this. Pleas take a look at this FAQ

viewtopic.php?f=64&t=6561

Regards,
Anton

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