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PostPosted: Wed Nov 22, 2017 9:37 am 
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Joined: Tue Oct 15, 2013 11:26 am
Posts: 17
Do I have to use QuantRouter as we did in old version? Or can I use OQ 2014 alone to connect to multiple data and execution provider in live mode? Thank you.


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PostPosted: Wed Nov 22, 2017 12:49 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 233
Hi,

I think OQQ2014 can handle this on its own.

Regards
Mike


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PostPosted: Wed Nov 22, 2017 1:39 pm 
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Joined: Tue Oct 15, 2013 11:26 am
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Is there any sample code shows how to do it? In Scenario file, it looks like only one data and one execution provider is allowed.
strategy.DataProvider = ProviderManager.GetDataProvider("QuantRouter");
strategy.ExecutionProvider = ProviderManager.GetExecutionProvider("QuantRouter");


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PostPosted: Wed Nov 22, 2017 2:38 pm 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 438
Hello,
all depend from what you want.
By default strategy use single data provider and execution provider.

For retrieving the live market data from several providers into one strategy you can use strategies based on Strategy_.
In scenario you can able to subscribe same(or not same) instrument to multiple providers.
Code:
strategy.Add(instrument1, provider1);
strategy.Add(instrument1, provider2);

At result you will retrieving events which contain the property ProviderId inside.


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PostPosted: Thu Nov 23, 2017 6:35 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
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So, that means, I can only connect one execution provider at a time. I thought, I can use the DataProvider class and activate the providers there individually and then create Orders for each provider.

Can you please confirm that?


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PostPosted: Mon Nov 27, 2017 10:54 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 438
mikembb wrote:
So, that means, I can only connect one execution provider at a time. I thought, I can use the DataProvider class and activate the providers there individually and then create Orders for each provider.

Can you please confirm that?

No, wrong, please read my previous message again.
You can able to connect multiple providers and retrieve market data from them or send orders to them.

We have demo solution named SMACrossover_, look on this.


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PostPosted: Mon Nov 27, 2017 11:13 am 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 233
Thx for clarification


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PostPosted: Thu Mar 29, 2018 1:17 am 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 233
skuvv wrote:
mikembb wrote:
So, that means, I can only connect one execution provider at a time. I thought, I can use the DataProvider class and activate the providers there individually and then create Orders for each provider.

Can you please confirm that?

No, wrong, please read my previous message again.
You can able to connect multiple providers and retrieve market data from them or send orders to them.

We have demo solution named SMACrossover_, look on this.


Could you specify for me again, what I could find in "SMACrossover_" specifically - since I could not see the part, where I can connect to multiple providers or have market orders send to different providers. Could you let me know which of the 4 projects within that solution shows that?

Thanks
Mike


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PostPosted: Thu Mar 29, 2018 4:17 pm 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 438
mikembb wrote:
skuvv wrote:
mikembb wrote:
So, that means, I can only connect one execution provider at a time. I thought, I can use the DataProvider class and activate the providers there individually and then create Orders for each provider.

Can you please confirm that?

No, wrong, please read my previous message again.
You can able to connect multiple providers and retrieve market data from them or send orders to them.

We have demo solution named SMACrossover_, look on this.


Could you specify for me again, what I could find in "SMACrossover_" specifically - since I could not see the part, where I can connect to multiple providers or have market orders send to different providers. Could you let me know which of the 4 projects within that solution shows that?

Thanks
Mike

SMACrossover_ was mentioned because type Strategy_ allow you to add instrument to strategy with specific provider.

So instead of
Code:
         strategy.Add(instrument1);
         strategy.Add(instrument2);

in realtime scenario of SMACrossover_ you can use:
Code:
strategy.Add(instrument1, provider1);
strategy.Add(instrument1, provider2);

where provider1 and provider2 can be any of providers.

At result, strategy will receive market data from both provider1 and provider2.


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PostPosted: Thu Mar 29, 2018 5:49 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 233
ok, thanks for that clarification.


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