Support Board
Date/Time: Sun, 29 Dec 2024 15:16:35 +0000
Using DTC Server for Data and Trading in Another SC Instance
View Count: 949
| [2016-05-02 13:02:14] |
| jesslinn - Posts: 108 |
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The description of the new DTC subinstance capability (1395 or higher) says: "completely replaces the method of sharing chart and market data documented on the Multiple Services page", but I see no way to hook SC to multiple servers, except by doing it the old way. It seems that to receive data from two different sources/services (other than SC data feed of course) it is still necessary to start a unique SC instance and set the Data/Trade Service to the desired data or trade service. If the Data/Trade Service is set to DTC Subinstance, then it only obtains data from the particular server that it references. Interestingly, if I hook one instance of SC to multiple data instances and then set it up as a server and hook up a subinstance, then the subinstance seems to have access to all the data services that the server is accessing, without referencing the individual SC instances that are providing the data. Is this somehow more efficient, even though, unlike the old "Multiple Services" approach, this does create new copies of each scid file, in the subinstance. 1) If I cam completely wrong (certainly possible) could you explain how this is supposed to work? It sounded as though the point was to obtain access to the different data source more efficiently by hooking directly to the DTC servers rather than going through the SC instance. 2) If the new capability just allows a clone of the data/trading connections of an existing SC instance, how do you envision the capability being used? Why would I want to clone the data/trade settings of one instance in another? |
| [2016-05-02 17:07:48] |
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but I see no way to hook SC to multiple servers, except by doing it the old way.
Yes this is true, but there are very very few users using the old functionality for this purpose since we have combined multiple Data services into a single instance. We will also be supporting combining IQ Feed data into in instance connected to a Trading service. The old functionality will be still supported in Sierra Chart we expect for a long time or indefinitely, but is not documented. Why would I want to clone the data/trade settings of one instance in another?
For CPU load distribution and to be able share a Data or Trading service connection on a different computer. This is an incredibly powerful capability.We have no further comments on this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-05-02 17:08:51
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| [2016-05-02 17:08:59] |
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Some corrections were made to the prior post.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-05-02 17:14:33] |
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The other thing we want to say is that with the ability to use multiple Data services within a single instance, and that is going to be expanded upon, and with the new DTC Server, the old functionality is simply not needed by 99% of our user base. And it is something that we are not going to document or provide support for any longer. You may have a need for it for some specialized things that you are doing, but it is not something that any typical user of Sierra Chart will require any longer. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-05-03 13:24:55] |
| jesslinn - Posts: 108 |
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Great. Thanks for the explanation. The sharing with multiple CPUs and other computers is indeed very, very nice. By "combined multiple data services into a single instance" do you mean the ability to hook all the SC feeds up in the same instance as a trade service? I want to make sure that I have not missed some other way to combine a second or third data feed. Are you saying that 99% of users only use the SC data feed and a single trade service? I have been quite happy with the SC feed, except for no historic time & sales or book. Will there be any advantage to using the IqFeed when it is set up to work like the SC feed? Thanks for all the great work. |
| [2016-05-03 17:14:37] |
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do you mean the ability to hook all the SC feeds up in the same instance as a trade service?
Yes all of the Sierra Chart provided data feeds/services can be used together and with any Trading service. Are you saying that 99% of users only use the SC data feed and a single trade service? The only thing that is missing for example is to combine for example the data from CQG and trade with Interactive Brokers when using this functionality: https://www.sierrachart.com/index.php?page=doc/doc_DTCServer.php#UsingDTCServerForDataAndTradingInAnotherSCInstance The Sierra Chart Exchange Data feed provides historical tick by tick data which is equivalent to Time and Sales data. No advantage when using IQ Feed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-05-03 18:21:27] |
| jesslinn - Posts: 108 |
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Time and Sales includes quote ticks, independent of trades, which are important for thinly traded instruments and useful for any instrument. For historical data the SC data feed provides the current quote at the time of a trade but not all the quotes in between trades. Isn't the only way to access the complete T&S record is to get it from GetTimeAndSales, and if you want to have it available for backtesting of execution and other strategies to record it in real-time? At one time, I thought that the -ALL symbol suffix was supposed to allow one to record T&S data (including quote records) in the SCID file, but when I tried this before, it did not seem to work. Was it supposed to work? Thanks. |
| [2016-05-03 18:40:31] |
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Isn't the only way to access the complete T&S record is to get it from GetTimeAndSales, and if you want to have it available for backtesting of execution and other strategies to record it in real-time?
Yes this is correct.Have a look at the -BID_ASK_TRADE_SYNC Data Recording Mode: https://www.sierrachart.com/index.php?page=doc/doc_RecordingModes.php Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-05-03 18:40:47
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