SmartQuant Discussion

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.

Hi,

I think OQQ2014 can handle this on its own.

Regards
Mike

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");

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.

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

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.

Thx for clarification

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

in realtime scenario of SMACrossover_ you can use:

where provider1 and provider2 can be any of providers.

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

ok, thanks for that clarification.