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 Post subject: Symbol setup
PostPosted: Fri Feb 09, 2007 6:59 am 
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Joined: Mon Feb 05, 2007 3:50 am
Posts: 19
My strategy is going to use 2 providers:

- ESignal as MarketDataProvider
- TT API as ExcecutionProvider

I tried hard to setup a symbol (based on documentation and IB/ESignal sample) and I could not make happen to have both providers working at the same time.

Please someone help me how to do it. I will appreciate a detail example.


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 Post subject:
PostPosted: Fri Feb 09, 2007 6:49 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6808
I think you should be subscrribed to TT market data feed to be able to send an order to TT API for this instrument. I'll check it with our developers but I am afraid that this is the case. But anyway, why don't you want to use eSignal feed instead of TT ?


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 Post subject: Symbol setup
PostPosted: Sun Feb 11, 2007 9:17 pm 
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Joined: Mon Feb 05, 2007 3:50 am
Posts: 19
I'm subscriber to TT data feed. The problem is that my strategy needs historical data (every trade, keeps position overnight). I cannot use historical data thru esignal because volume per trade deliver thru eSignal and TT is different (single trade volume against cumulative).

Please get me info how this problem can be resolved.


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 Post subject: Symbol setup
PostPosted: Mon Feb 19, 2007 6:46 am 
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Joined: Mon Feb 05, 2007 3:50 am
Posts: 19
By QuantHouse (and it works):

"Yes, it is possible to use a different provider for market data and execution.

In your case, you should use eSignal symbol as the Symbol for the instrument.
Then for TT you should define the SecurityID with the TT symbol and SecurityIDSource will be "TT API" or "TT FIX" (depending of which one you want to use)."


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