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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: 208
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: 397
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: 397
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
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Thx for clarification


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