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May 30, 2007
OpenQuant 1.0.37 is released
- Added new HistoricalDataProvider interface support
- Added support for Historical backfill from IB (Interactive Brokers)
- Added new OpenTick interface implementation. View a demo video
http://www.smartquant.com/openquant/video/video6/video6.html
This video demonstrates how to download instrument definitions and historical market data with OpenTick.
- Added OnOrderPartiallyFilled event handler
- Added Remove method for time series
- Added possibility to select bar size in instrument bar chart
- Added Buy, Sell and other order generation methods taking non-default Instrument as a parameter
- Added Order.DateTime property
- various fixes and improvements
Posted by admin at 11:29 AM
May 05, 2007
OpenQuant 1.0.32 is released
- full MB Trading support (market data and execution)
- new Linear Algebra Package (Vector, Matrix classes in OpenQuant API)
- minor bug fixes and enhancements
Posted by admin at 12:27 PM