SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Tue Nov 21, 2017 11:26 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 7 posts ] 
Author Message
PostPosted: Fri May 19, 2017 12:48 am 
Offline

Joined: Tue May 02, 2017 12:41 pm
Posts: 17
Hello,

Can anyone give me instructions on how to set up the IB market data and execution feed?

I already created an IB TWS account, but have no idea on how to set the properties.

Thanks


Top
 Profile  
 
PostPosted: Fri May 19, 2017 9:20 pm 
Offline

Joined: Tue Oct 13, 2009 12:19 pm
Posts: 200
Check out, how to enable API Access in TWS. Google that. Once that is done, remember the port which you specified under that.

you would need that within OQ2014 - go into providers - IB - and put the port under properties into the Settings - Network .
Then select providers and right click to connect.

Hope this helps.


Top
 Profile  
 
PostPosted: Wed May 31, 2017 5:43 pm 
Offline

Joined: Tue May 02, 2017 12:41 pm
Posts: 17
Thanks mikembb!
Its all connected now, however I cannot see any quotes in the QuoteManager. I have tried stocks e.g. AAPL, IBM or FX EUR.USD or GBP.USD.
Does the instrument ticker need to be a certain name, in order for IB to correctly match?


Top
 Profile  
 
PostPosted: Thu Jun 01, 2017 3:11 pm 
Offline

Joined: Tue Oct 13, 2009 12:19 pm
Posts: 200
What does tried mean? dragged them over from the symbol universe?

Might be, that your symbols are not setup for IB yet. Best if you go to: Data - Import - Instruments - IB

and then add any instrument, and then import that into your symbol universe. Then click on that new symbol under properties: AltID entry [4] that should give you the way, IB symbols need to be setup.

For futures, make sure, to change the under Providers: IB: ContractExpiry format to: yyyyMMdd

Enjoy the power of OQ...


Top
 Profile  
 
PostPosted: Fri Jun 16, 2017 6:22 pm 
Offline

Joined: Tue May 02, 2017 12:41 pm
Posts: 17
This work fine however how do you handle multiple EUR instruments.

For example, I manage to download EUR/USD which is saved as EUR, is it not possible to change the symbol before import?

Now if I try to import EUR/AUD which cannot be added since already a symbol EUR exists?!


Top
 Profile  
 
PostPosted: Thu Jun 29, 2017 2:39 pm 
Offline

Joined: Wed May 05, 2010 9:49 pm
Posts: 383
AlgoLondon2017 wrote:
This work fine however how do you handle multiple EUR instruments.

For example, I manage to download EUR/USD which is saved as EUR, is it not possible to change the symbol before import?

Now if I try to import EUR/AUD which cannot be added since already a symbol EUR exists?!

Hello AlgoLondon2017,
for each instrument you can change it symbol while importing.
Attachment:
import.png
import.png [ 20.14 KiB | Viewed 768 times ]


Top
 Profile  
 
PostPosted: Tue Jul 04, 2017 3:08 pm 
Offline

Joined: Thu Jun 08, 2006 3:56 pm
Posts: 537
Location: BC Canada
Hey, that's interesting that you can change the symbol while importing. I didn't know that. Thanks.


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 7 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 2 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group