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Accessing other instruments from within strategy |
RoadRunner
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Post subject: Accessing other instruments from within strategy |
Post rating: 0
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Posted: Mon 05 Jan, 2009, 15:09
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User rating: 3
Joined: Wed 18 May, 2011, 16:25 Posts: 331 Location: SwitzerlandSwitzerland
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It is possible to activate multiple currencies and then run a strategy. This leads onTick to be triggerd for every currency that is in the active currency list.
I would like to access other currency's ticks and bars arbitrarily during the strategy-run. As these instruments might be used only once in a while during a strategy run, I'm wondering, if there is a way to access them without having to add them to the list of active instruments. This would reduce the number of messages to receive and thus increase performance and save bandwidth on both ends.
Can this be accomplished using the IHistory.readTicks/readBars-methods or do the instruments have to be active for using these methods?
Best, R.
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API Support
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Post subject: Re: Accessing other instruments from within strategy |
Post rating: 0
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Posted: Mon 05 Jan, 2009, 17:12
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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There is two sources of history - formed from incoming ticks and loaded from historical server. if not signed for instrument you have access to historical server data only.
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API Support
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Post subject: Re: Accessing other instruments from within strategy |
Post rating: 0
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Posted: Mon 05 Jan, 2009, 18:00
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Even without looking in the sources i can say that getBar functions with shift == 0 will not work, but have to look closer if we can change something for other functions and other shift values
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