./StingrayOQ/README

StingrayOQ

This is an Execution Provider for OpenQuant (www.smartquant.com/openquant.php) and Interactive Brokers (www.interactivebrokers.com)

OpenQuant (OQ) is a development, simulation and execution software for trading systems. Interactive Brokers (IB) is a big Broker. StingrayOQ is an execution provider plugin which connects OpenQuant and Interactive Brokers.

StingrayOQ is a replacement for the native IB plugin which comes with OQ. Some features:

• full support for FA accounts
• detects automatically if TWS is connected to a single account or FA account
• allows Orders and executions be identified with an unique OrderRef. this allows for a robust synchronisation even after crashes.
• writes log files
• may support all order attributes
• makes all detail information of all FA accounts accessible from OQ.
• allows implementation of true muti-account strategies in OQ

I started this project because I needed a robust plugin for several accounts (within an FAstructure) at IB. I created very similar plugins for WealthLab 4 (http://wl4.wealth-lab.com) and RightEdge (www.rightedgesystems.com) before.

Using StingrayOQ

To use StingrayOQ you need just two files:

./StingraqOQ/bin/Debug/StingrayOQ.dll ./StingraqOQ/bin/Debug/Krs.Ats.IBNet96.dll

copy these files into the OpenQuant bin folder (typically C:\Program Files\SmartQuant Ltd\OpenQuant\Bin)

In OpenQuant go to Tools->Options->Configuration->Providers->User Click "Add" and choose StingrayOQ.dll

Then go to Tools->Options->Configuration->Modes In the field "Live->Execution Provider" choose StingrayOQ

Build form sources

To build the StingrayOQ project you'll need to set two references:

OpenQuant.API should refer to OpenQuant.API.DLL in \OpenQuant\Bin, typically C:\Program Files\SmartQuant Ltd\OpenQuant\Bin Krs.Ats.IBNet96 should refer to Krs.Ats.IBNet96.DLL

You may get this DLL from Dinosaur Technology and Trading (http://www.dinosaurtech.com) or http://code.google.com/p/ib-csharp

Details about UserProviders for OpenQuant: "Gow to develop a custom market data or execution provider" www.smartquant.com/forums/viewtopic.php?t=6561