SmartQuant Discussion

[NtireTech]

Hi,

My OpenQuant crashed today in live trading session! Can someone guide me or is there someone who can point me towards the right direction? I'm including the log below.

Thanks,
Aziz
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System.OutOfMemoryException: Exception of type 'System.OutOfMemoryException' was thrown.
at System.Windows.Forms.Control.MarshaledInvoke(Control caller, Delegate method, Object[] args, Boolean synchronous)
at System.Windows.Forms.Control.Invoke(Delegate method, Object[] args)
at System.Windows.Forms.Control.Invoke(Delegate method)
at OpenQuant.Orders.OrderManagerWindow.OrderManager_NewOrder(OrderEventArgs args)
at SmartQuant.Execution.OrderEventHandler.Invoke(OrderEventArgs args)
at SmartQuant.Execution.OrderManager.77MFGqKbi(SingleOrder )
at SmartQuant.Execution.OrderManager.9IPYkmccL(SingleOrder )
at SmartQuant.Execution.SingleOrder.Send()
at OpenQuant.API.Order.Send()
at OverLay.Trade.Transaction.AddOrderToTransaction(OrderWrap orderWrap) in c:\Documents and Settings\Administrator\Application Data\SmartQuant Ltd\OpenQuant 2\Projects\X\code.cs:line 807
at OverLay.Trade.OrderManager.EntryPositiveSpread() in c:\Documents and Settings\Administrator\Application Data\SmartQuant Ltd\OpenQuant 2\Projects\X\code.cs:line 1314
at OverLay.Trade.OrderManager.SendOrder(OptimalSpread spreadType) in c:\Documents and Settings\Administrator\Application Data\SmartQuant Ltd\OpenQuant 2\Projects\X\code.cs:line 1021
at OverLay.Trade.MyStrategy.raiseOnSpreadCheck(OrderManager orderManager) in c:\Documents and Settings\Administrator\Application Data\SmartQuant Ltd\OpenQuant 2\Projects\X\code.cs:line 2901
at OverLay.Trade.MyStrategy.OnQuote(Quote quote) in c:\Documents and Settings\Administrator\Application Data\SmartQuant Ltd\OpenQuant 2\Projects\X\code.cs:line 3035
at OpenQuant.Trading.StrategyRunner.SetNewQuote(Instrument instrument, Quote quote)

[NtireTech]

It turned out we had some problems in our broker API that day which caused this issue !

[Dr. Anton Fokin]

Yeah, would be nice to know what "OverLay" actually is

Regards,
Anton