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PostPosted: Mon Jun 02, 2014 12:18 pm 
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Joined: Wed Sep 18, 2013 10:50 am
Posts: 67
Location: London
Hi guys

How do I know what my live positions are, using TT FIX plugin?

Scenario: QuantTrader/OpenQuant executes some trades afterwhich for some reason QuantTrader has to be restarted. Now how do I know about my current open positions?

Looking forward to your help.

Regards
Madhur


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PostPosted: Mon Jun 02, 2014 1:01 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi Madhur,

If you trade in Live mode with Persistent flag set, then OQ and QT will restore portfolio composition after restart.

P.S. Unfortunately, TT FIX plugin does not allow to request open positions from the broker.

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PostPosted: Mon Jun 02, 2014 2:06 pm 
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Joined: Wed Sep 18, 2013 10:50 am
Posts: 67
Location: London
Thanks Alexei.

Regards
Madhur


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PostPosted: Tue Jun 03, 2014 12:46 pm 
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Joined: Wed Sep 18, 2013 10:50 am
Posts: 67
Location: London
Hi Alexei

Couple of questions regarding Persistent flag:

1) I have tried it out and it is a fantastic feature. I now want to go live with a fresh start. ( delete the stored portfolio values ) how do I do that?
2) For some reason if quantTrader crashes and restarted can I get the Strategy performance graph back using this flag?
3) How do I clean the OrderManager ( start fresh )

Regards
Madhur


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PostPosted: Tue Jun 03, 2014 5:00 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi Madhur,

No, performance data is never stored into database.

There are two ways to delete stored orders and/or transactions:
1. Edit database files directly. They are MS SQL CE files and can be opened in MSVS for example.
2. Replace the working database files with original ones.

The working files are located under <%appdata%>\SmartQuant Ltd\OpenQuant\Framework\data directory.
execution.sdf - orders
portfolio.sdf - portfolios with transactions

The original files can be found at <install_dir>\Setup\AppData\Framework\data

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