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Switching from IQFeed to TT
http://www.smartquant.com/forums/viewtopic.php?f=60&t=10632
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Author:  azuric [ Tue Nov 05, 2013 10:51 am ]
Post subject:  Switching from IQFeed to TT

Hi,

Can anyone provide a method to show best practice for switching from historical data using IQFeed to live data using TT, since the instruments involved have different codes eg DOQF14 on IQFeed is OQD Jan14 on TT. Is it possible to load them as a single instrument somehow. Usually when switching sim to live with TT only i use this code:

public class MyScenario : Scenario
{
public override void Run()
{
this.Solution.StartDate = new DateTime(2013,11,04);
this.Solution.StopDate = Clock.Now;
Start(StrategyMode.Simulation);
this.ResetOnStart = false;
Start(StrategyMode.Live);
}
}

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