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It's on SmartQuant web site and forums, so there is nothing new in what you have posted here...

I think strategy debugging issue has been rised many times on this forum. It's now possible to debug OpenQuant startegies in MS Visual Studio http://www.smartquant.com/openquant/video/msvs/msvs.html

QuantDeveloper from QuantHouse, www.quanthouse.com

There is a list of features on this page http://www.smartquant.com/openquant.php - intraday backtesting and automated trading with tick data - market depth and order book support are there :) Regards, Anton

You can use trades, best quotes or even market depth in OpenQuant (SmartQuant retail product) to simulate execution during strategy backtest. Partial fill simulation is also supported if you use historical quotes or market depth. Regards, Anton

Any modern strategy development platform can do this...

Hi, it's email and forum support for OpenQuant. If you are interested in 7/24 phone / on-site support, you should contact QuantHouse :) PS. We are developing many new features at the same time, so that if some of your feature requests receive no immediate responce, this rather means that...

Any computer under Windows XP/2000/Vista that can run .NET 2.0. Then the more the better... as always :) Regards, Anton

Yes, you can do this in the OnStrategyStart() method. Regards, Anton

We've answered these questions in this thread on OpenQuant forums http://www.smartquant.com/forums/viewtopic.php?t=5635 Regards, Anton

Have you discussed this issue with Opentick guys or on Opentick forums? Any comments?

Hi, I am just back from Paris, so I have not had much time to monitor this thread. Sure you can, including market depth data. You can program such startegies, i.e. f.ex. define a spread between two instruments and run a spread based strategies (we have users doing this and discussing...

FYI. If you are interested in offering your services as an automated trading strategy programmer, you are welcome to post to this thread http://www.smartquant.com/forums/viewforum.php?f=62

Hi, GL Trade is an institutional service, so that we do not support it in OpenQuant out of the box. You are welcome to contact QuantHouse, www.quathouse.com , to discuss if their product suite offers GL Trade connectivity or if they can help you developing this interface. OpenQuant...

FYI. We have recently started a special section on our forum to connect strategy programmers and traders interested in coding / automating their quantitative trading strategies. http://www.smartquant.com/forums/viewforum.php?f=62 Regards, Anton

Hi, these two products walk different paths now, so I don't think it's correct to compare them feature by feature. There are two essential points though: - you can develop OpenQuant and other (I would say any) financial products for your quantitative analysts and trading desk people...

It's good to see that event driven ATS development model that we introduced several years ago becomes industry standard :D

Yes, we have a lot of negative feedback regarding eSignal plugin. The problem is that eSignal supoprt says that their Desktop API doesn't support .NET 2.0 ... :mad: perhaps the guy who wrote it for eSignal has left the building ... Genesis is much better supported and we have good...

FYI: OpenQuant supports Genesis API and startegy automation, www.openquant.com

Hi, yes, OpenQuant supports OrderBook and OrderBookChanged event handler in the strategy development API. Regards, Anton