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PostPosted: Sat May 10, 2014 4:49 pm 
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Joined: Sat May 10, 2014 3:27 pm
Posts: 4
Unable to get market data from IB provider for any instrument of Exchange/Currency: NSE/INR in Openquant 2014

'No Security Definition has been found for the request' message sent by Provider, although 'Import Instruments' is able to successfully import from the provider as per the attachment.


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Provider Error.jpg
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PostPosted: Sun May 11, 2014 6:02 pm 
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Joined: Sat May 10, 2014 3:27 pm
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The Instrument Details from TWS are attached below.


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PostPosted: Sun May 18, 2014 10:41 am 
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Is anyone looking at Helpdesk please....


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PostPosted: Mon May 19, 2014 11:44 am 
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Joined: Thu Jun 03, 2010 5:15 pm
Posts: 159
Location: Russia
There is the problem with "CurrencyId" field. This enumeration does not contain 'INR' value in OpenQuant2014 and adapter requests 'USD' currency (CurrencyId = 1).


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PostPosted: Mon May 19, 2014 11:49 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Hi,

you need INR currency to be added to OQ2014. We will add all ISO 4217 currency codes in the coming release (hopefully today).

Regards,
Anton


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PostPosted: Sat May 31, 2014 10:57 am 
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Where can I download OQ2014 with all ISO 4217 currency codes ?


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PostPosted: Sat May 31, 2014 11:06 am 
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Joined: Thu Jun 03, 2010 5:15 pm
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Location: Russia
http://www.smartquant.com/download_openquant2014.html
:)


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