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 Post subject: PATS API
PostPosted: Tue Apr 08, 2014 5:00 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
try to connect to PATS API, what's OQ's license ID for PATS API, is there any document regarding how to use PATS API?


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 Post subject: Re: PATS API
PostPosted: Tue Apr 08, 2014 9:51 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

As far as I know, each PATS application should have unique ID and license. We have these values and
they are built in into our plugin. But, sometime, broker wants to use other values, so you are able to
define them in UserApplicID and UserLicense properties. Or, just left them blank to use defaults.

You need to ask broker about some settings such as Host and Price host&port, username&password etc.
These settings are required in order to connect to PATS servers via PATS API.

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 Post subject: Re: PATS API
PostPosted: Tue Apr 08, 2014 11:22 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
My Broker asked me to provide these built in info, something like this:
Attachment:
QQ图片20140408161733.jpg
QQ图片20140408161733.jpg [ 90.84 KiB | Viewed 6129 times ]
, where can I find these value? Thank you very much.


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 Post subject: Re: PATS API
PostPosted: Tue Apr 08, 2014 12:25 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Hi,

we have passed PATS certification and our PATS applic id is SmartQuant , but I guess your broker should either contact us or PATS for license details since it's a kind of confidential information according to PATS and should not be given to clients. You can ask your broker to contact us at anton.fokin@smartquant.com cc: alexei.kurov@smartquant.com

Regards,
Anton


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 Post subject: Re: PATS API
PostPosted: Fri Apr 11, 2014 9:20 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
what's the formula format for using QuantRouter with PATS API, this: COM GC(PATS API)Bid|Ask|Trade does not work, showing me "not connected" error message. I am able to get data stream using OpenQuant alone. Thank you very much.


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 Post subject: Re: PATS API
PostPosted: Fri Apr 11, 2014 9:44 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

This message means that PATS plugin in not connected in QuantRouter

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 Post subject: Re: PATS API
PostPosted: Fri Apr 11, 2014 9:56 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
I am sure PATS API is connected in QR;


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 Post subject: Re: PATS API
PostPosted: Fri Apr 11, 2014 10:09 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Unfortunately, I 'm not able to see your screen, but I'm sure there is a problem
with configuration. May be QuantRouter plugin is not connected, may be market data request
is routed to another plugin by some reason. What does tell ProviderError window in
the both apps?

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 Post subject: Re: PATS API
PostPosted: Tue Apr 15, 2014 9:57 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
you are right, it looks like the data request point to IB instead of PATS, I don't know why. Here is my settings and error message in OQ:
Attachment:
File comment: 1
1.jpg
1.jpg [ 40.91 KiB | Viewed 6100 times ]
Attachment:
File comment: 2
2.jpg
2.jpg [ 57.88 KiB | Viewed 6100 times ]
Attachment:
5.jpg
5.jpg [ 50.45 KiB | Viewed 6100 times ]


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 Post subject: Re: PATS API
PostPosted: Tue Apr 15, 2014 10:02 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
settings in QR:
Attachment:
File comment: 3
3.jpg
3.jpg [ 38.03 KiB | Viewed 6100 times ]
Attachment:
File comment: 4
4.jpg
4.jpg [ 40.4 KiB | Viewed 6100 times ]
, why it points to IB? Thank you very much.


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 Post subject: Re: PATS API
PostPosted: Tue Apr 15, 2014 10:32 am 
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Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

It seems that the instrument on QR side is not called COM GC, correct?
You should use its real symbol in the formula in OQ settings.
Something like:
AltSymbol=COM GC Jun14(PATS API)Bid|Ask|Trade

Formula's format is:
<symbol_in_QR>(<provider>)<data_types>

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SmartQuant Development Team


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 Post subject: Re: PATS API
PostPosted: Tue Apr 15, 2014 11:13 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
PS. You can also set PATS in the default formula in QuantRouter, so that it will send requests to PATS instead of IB in case it can not parse formulas correctly.


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PostPosted: Wed Apr 30, 2014 6:26 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
I am not able to replace order through PATS API, getting error message:
Attachment:
QQ截图20140430110743.jpg
QQ截图20140430110743.jpg [ 37.59 KiB | Viewed 6074 times ]
, attached log. Broker said they put no restriction on modify orders.Thank you very much.


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 Post subject: Re: PATS API
PostPosted: Wed Apr 30, 2014 10:43 am 
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Site Admin

Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

This is not OpenQuant error message, it came from the PATS (API or server).
What do you do exactly? Are you able to replace other orders?

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 Post subject: Re: PATS API
PostPosted: Wed Apr 30, 2014 11:15 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
Just tried to modify the order ( price, qty). PM you the order log. thank you.


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