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PostPosted: Fri May 11, 2012 6:00 am 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
Sometimes, OpenQuant gets disconnected from IB or IQFeed providers.
I can clearly see the disconnect in OnDisconnected() event.

I also see there's a ProviderManager class that I can use to see that a
certain provider is not connected such as:
Code:
    Provider p = ProviderManager.Providers["IB"];
    bool bConnected = p.IsConnected;


However, Provider class only offers read-only properties and no methods.

Is there any way to reconnect back to IB or IQFeed programmatically
when my strategy detects a disconnect?

Thanks


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PostPosted: Tue May 15, 2012 10:57 am 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
Any help on that issue?


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PostPosted: Tue May 15, 2012 11:08 am 
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Joined: Wed Oct 08, 2003 1:06 pm
Posts: 833
Hi,

We will add Connect and Disconnect methods to the Provider class in the next version.

Regards,
Sergey.


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PostPosted: Sat May 19, 2012 7:54 am 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
Thank you. Can't wait to get it as it will REALLY help me.


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PostPosted: Mon May 21, 2012 4:10 pm 
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Joined: Sun Oct 30, 2011 12:12 am
Posts: 220
FYI, I use DataManager.GetHistoricalData("IB"...) as a hack. It attempts a connection to IB if disconnected.


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PostPosted: Mon Aug 06, 2012 11:44 am 
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Joined: Mon Oct 04, 2010 5:13 pm
Posts: 352
Do you know the reason for disconnect? Actually this is a very interesting situation. Normally in case of such "reconnect" you would consider position synchronization with IB which is a highly complex task. Luckily I can hardly recall the full IB disconnect situation (not handled by OQ alone) in more than 2 years of using OQ on 5 machines. If this happens during trading hours we consider it as an emergency situation and act accordingly - our working procedure prescribes to close all open positions and stop trading that day on that specific machine.


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