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PostPosted: Tue Apr 30, 2019 4:56 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 244
Dear Team,
I want to load instruments via an InstrumentManager. But I am missing the appropriate callback Events/Functions that would return the Instruments or the Instruments definition.
Please see below:
Code:
 
                var p = new SmartQuant.IB.IBTWS(framework) as IInstrumentProvider;
                var r = new InstrumentDefinitionRequest();
                r.FilterType = InstrumentType.Future;
                r.FilterSymbol = "ES";
                p.Send(r);


Could you please point me in the right direction?
Thanks
Mike


Last edited by mikembb on Mon May 13, 2019 3:31 pm, edited 1 time in total.

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PostPosted: Mon May 13, 2019 3:30 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 244
Hi there,

does someone have an idea?

Thanks
Mike


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PostPosted: Tue May 14, 2019 11:17 am 
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Joined: Sat May 11, 2019 12:04 pm
Posts: 1
Coincidentally I'm also working in a similar area, for a plugin to our data services.

If you check in C:\Program Files\SmartQuant Ltd\OpenQuant 2014\Samples\SampleProviders, you'll see a SampleProvider C# project. That has a section of code (#region IInstrumentProvider Members) that shows how to create securities and send them back using EmitInstrumentDefinition.

You'll have to click Data->Import->Instruments->(your provider name) to bring them in though, although there might be a way to do this at the start of a backtest.


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