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PostPosted: Sat Nov 05, 2011 6:28 pm 
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Joined: Mon Aug 30, 2004 10:02 pm
Posts: 178
Location: AB/Ffm/Germany
I created an open source execution provider for OpenQuant and Interactive Broker's FA accounts.

It is called StingrayOQ and is available form github:
https://github.com/DrKoch/StingrayOQ

You may download two files (see README) and use it "as is" in OpenQuant.

Or you connect to github and participate in changing, improving. :)

Some Features:
* full support for FA accounts
* detects automatically if TWS is connected to a single account or FA account
* allows Orders and executions be identified with an unique OrderRef.
this allows for a robust synchronisation even after crashes.
* writes log files
* may support *all* order attributes
* makes all detail information of *all* FA accounts accessible from OQ.
* allows implementation of true muti-account strategies in OQ

enjoy,
René


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PostPosted: Sun Nov 06, 2011 2:50 pm 
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Joined: Thu Sep 20, 2007 6:43 pm
Posts: 122
Location: Poland
Hi :)

Great thing! Thx DrKoch :)

Regards
MaRCHeW

_________________
"Your worst day with OpenQuant is better than your best day with most of the other stuff."


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PostPosted: Sun Nov 06, 2011 7:24 pm 
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Joined: Sun Oct 30, 2011 12:12 am
Posts: 220
That's huge, thanks for your contribution!


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PostPosted: Thu Mar 01, 2012 12:00 am 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
FYI, happen to notice today that FX provider Exness supports TWS. So maybe TWS is becoming a commonly used platform for different brokers.

Enjoy,
Eelofi


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PostPosted: Thu Mar 01, 2012 5:56 pm 
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Joined: Sun Oct 30, 2011 12:12 am
Posts: 220
Anyone has experience using StingrayOQ?


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