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PostPosted: Fri Jul 11, 2014 4:55 am 
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There is bug of TimeInFoce in Quantrouter's Plugin.
The value of TimeInForce which send to XXX will be '0', For instance, order.TimeInforce=TimeInForce.IOC


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PostPosted: Sat Jul 12, 2014 7:38 pm 
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Hi,

Could you describe the issue in more details?

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PostPosted: Sun Jul 13, 2014 5:22 am 
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1.scenario.cs code
Code:
Provider quantRouter = framework.ProviderManager.Providers["QuantRouter"] as Provider;
strategy.DataProvider = quantRouter as IDataProvider;
strategy.ExecutionProvider = quantRouter as IExecutionProvider;

2. strategy.cs
Code:
 Order order = SellOrder(Instrument, 1, "Short");
 order.TimeInForce=TimeInForce.IOC;
 Send(order);

3. Result

Send to quantrouter then TimeInForce='0'


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PostPosted: Sun Jul 13, 2014 2:05 pm 
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fisher wrote:
3. Result

Send to quantrouter then TimeInForce='0'


Where? In OQ or in QR?

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PostPosted: Sun Jul 13, 2014 3:05 pm 
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I assume that the timeinforce is set as default as '0' when
the plug-in of Quantrouter in Openquant 2014 send the order.
as a result, the value of timeinforce is '0' once quantrouter receive it.


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PostPosted: Tue Jul 15, 2014 5:36 pm 
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Alexei Kurov wrote:
fisher wrote:
3. Result

Send to quantrouter then TimeInForce='0'


Where? In OQ or in QR?



QR


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PostPosted: Wed Jul 16, 2014 10:22 am 
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Where in QR do you see TimeInForce value of the order?
Could you provide a screenshot? Also, please tell us what version of QR and OQ2014 do you use.

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