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PostPosted: Mon Jun 30, 2014 12:23 am 
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Joined: Sat Jun 14, 2014 10:10 pm
Posts: 5
OQ API references seem to be written for those who don't need them. Unless OQ team plans to release an in-depth manual the only option beginners [me] are left with is to learn using OQ samples. Quite a few coding examples are available for OQ3.xx, but almost none for OQ2014. I think people should ask coding questions in one place rather than create endless threads with unclear names. This thread may grow big and helpful so let’s keep it condensed.

I would really like to get help with 2 tasks:
1. How to programmatically preload historical 1-minute bars from Interactive Brokers, not trades or quotes, because IB cannot supply many. OQ3.xx has a good sample available in this forum, but it’s useless in OQ2014. OQ2014 has SMACrossoverLoadOnStart sample strategy that includes historical data loader, but I had no success with adapting it for time series. It would be great if anyone could help with a clear sample(s) of code here.
2. How to programmatically unsubscribe from certain instrument’s live data and then (let’s say on timer event) re-subscribe to it. Live data providers have often very limited number of live streams so it is necessary for me to “put asleep” less important ones.

Thank you.


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PostPosted: Mon Jun 30, 2014 10:47 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Hi,

regarding #2. Do you want to remove/add instrument and its stretegy instance (in case of InstrumentStrategy) (and consequantly subscribe/unsubscribe to/from its data feed) or you want to keep strategy instance for this instrument and just subscribe/unsubscribe to/from its data feed?

Regards,
Anton


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PostPosted: Mon Jun 30, 2014 9:01 pm 
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Joined: Sat Jun 14, 2014 10:10 pm
Posts: 5
Hi Anton,
I want to keep strategy instance for this instrument and just subscribe/unsubscribe to/from its data feed.


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PostPosted: Tue Jul 15, 2014 9:42 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Hi,

we've just started OpenQuant 2014 FAQ http://www.smartquant.com/openquant2014/doc/OpenQuant%202014%20FAQ.pdf . Please keep asking coding and other questions and we will try answering them in this FAQ.

Regards,
Anton


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