Guys, I am very new to automated trading, so please forgive my ignorance. I read about OpenQuant, that it is a good platform to execute orders for an automated trading system. BUT, when I asked a broker (cmsfx) they told me they do not support it. They use VT Trader. I am confused now. 1) Do I need to switch platforms and learn a new programming language every time I switch broker? 2) Do I need to find a list of brokers supporting OpenQuant, and choose one of them?
http://www.openquant.com/site/openquant.php Lists the brokers and feeds that OpenQuant supports. That list might be out of date (it includes OpenTick which is now defunct) so you're best off calling or e-mailing OpenQuant to confirm who their software can work with.
you can always write a plugin for your broker if you want to use both them & OpenQuant. If I remember right they have a couple examples of this code that is sent with the product
Yes, good point. The broker adapters are relatively straightforward to code depending on your broker's API and programming capability. A lot of the code can be lifted from the examples provided.
Thank you guys, you are very helpful. Since I am new to this, I prefer to start with a broker (like IB) that does support OpenQuant. Later on, if I find a broker that I do like more, then I can customize things.