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PostPosted: Fri Jun 17, 2011 10:37 pm 
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Joined: Tue Jun 09, 2009 5:07 pm
Posts: 10
Location: Belgium
Hello,
I would like some help on modeling the following strategy:

My strategy is trading options (daily, weekly and monthly chains). For 1 single underlying index the number of option tickers can be up to 200. Only 100 of them I can follow in real-time because my broker ( Interactive Brokers) gives typically only access to 100 tickers with real-time information.
So I’ve thought of putting 2 projects in 1 scenario. First one is getting 100 instruments with real-time information, the other, also with 100 instruments, is not getting any real-time info. ( I’ll calculate the trading optionprice separately). Together I can trade 200 instruments with OQ.

Here is the catch: How can I say to a project to use and capture real time information and trade and the other project only to trade.
Alternatively: How can I assure 1 project is started (and captures real-time date) before the other project is started (not able to capture real-time data because of the broker).

Any ideas, any code examples?
reg
roedies


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