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Synthetic Symbols
http://www.smartquant.com/forums/viewtopic.php?f=81&t=10606
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Author:  waterstreet [ Wed Oct 09, 2013 7:38 am ]
Post subject:  Synthetic Symbols

I know in QR you are able to combine symbols from different providers and store the data, are you able to do the same with synthetic symbols for example Gold-Silver or something similar.

I found this post bellow saying synthics were not possiable out of box:
viewtopic.php?f=64&t=6566&p=33377&hilit=synthetic+spread#p33377

however the only solution in the above post seems to be for real time, if it can't be done in QR is there a different way to be able to store in real time the synthetic symbols?

matt

Author:  Baraz Sergey [ Wed Oct 09, 2013 11:17 am ]
Post subject:  Re: Synthetic Symbols

Hi,

It is not possible to request Gold-Silver (Gold minus Silver if it is what you mean) in the current version.

One of the problems is that it is not clear what QR should do when it gets an order from OQ to Buy Gold-Silver (or Buy Limit order). Maybe you have something in mind?

Regards,
Sergey.

Author:  waterstreet [ Wed Oct 09, 2013 6:29 pm ]
Post subject:  Re: Synthetic Symbols

when programming into a strategie you could just hard code what to do, IE sell limit order on the ask for gold and buy limit on the bid for silver for IB or something to this effect. but don't forget also many spreads have that as a exchange traded product, but don't provide PROPER data for that product. so it would just be a matter of store and using the data and sending the order to the exchange. take a look at the img i attached you can see just a few of the 1000's of exchange traded spreads.

Attachments:
CME.png
CME.png [ 104.68 KiB | Viewed 4473 times ]

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