Support Board
Date/Time: Sun, 12 Jan 2025 18:45:45 +0000
Connection to the Sierra hosted LMAX DTC server
View Count: 881
| [2017-02-24 18:22:44] |
| gomifromparis - Posts: 244 |
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Is it possible to connect directly to the DTC server using a DTC client ?
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| [2017-02-24 18:28:46] |
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No, it is not possible due to how the password is handled. But you can use the DTC server within Sierra Chart: Data and Trading Communications (DTC) Protocol Server 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 |
| [2017-02-24 18:31:11] |
| gomifromparis - Posts: 244 |
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Thanks, that's what I do, just wanted to know is there was way to avoid the "proxying" through another instance of sierra
Date Time Of Last Edit: 2017-02-24 18:31:36
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| [2017-02-28 12:10:01] |
| gomifromparis - Posts: 244 |
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After a couple a tests is seems some parts of the trading historical activity is not handled well. On all the following pics, sierra on the left is directly connected to the LMAX DTC, sierra on the right is connnect to the other sierra. 1. On connection, the "client" sierra does not receive the open positions. I also checked that after sending a CURRENT_POSITIONS_REQUEST to the "server" sierra, it appears the opened positions are not sent back. This may be caused by the fact that even on the "server" sierra which is directly connected to the LMAX DTC, the open positions do not appear, even if there is a position running in sierra, that can be seen on the LMAX web site. (check dtc1 pic) 2. As a consequence, if the position is closed on the sierra "server", an opposite position appears on the client, and stays there for a couple seconds before being cancelled (check dtc2 pic) 3. On the "client" sierra, historical fills are unmatched between buy and sells, so the client is unable to build the current and daily PnL. (check dtc3 pic) Maybe The DTC server in sierra hasn't been build to provide full trading capabilities, just wondering what's expected to work and what isn't. |
dtc1.PNG| [2017-02-28 18:23:43] |
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1. Yes there will be no positions returned because LMAX does not provide those. But there will be a response indicating that there were no positions. You need to use the Order Fill Calculated Position in the DTC client. Here is the documentation for that: http://www.sierrachart.com/index.php?page=doc/TradeStatusWindows.html#OrderFillCalculatedPosition In this particular case you need to use Trade >>Use Fill Calculated Positions-Global 2, 3. Once again you need to use the Order Fill Calculated Positions. 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: 2017-02-28 18:25:36
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| [2017-03-02 09:03:32] |
| gomifromparis - Posts: 244 |
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Ok this solved most of my problems... Positions get wiped out every time there is a POSITION_UPDATE at 0 from LMAX.. The "native" Sierra LMAX DTC client is able to maintain it correct position without the "use filled calculated" setting on, so there must be some kind of internal hack :-) My inverted position problem is due to the fact that I had long term (October 2016) positions on the DEMO server that I hadn't closed, these are too old to be downloaded and they mess up the position calculations which are offset by 1 trade. Can you delete please all my positions from DEMO DTC server ? Thanks |
| [2017-03-02 19:14:15] |
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When using the LMAX Trading-DTC connections in Sierra Chart, the Order Fill Calculated Position is automatically assumed to be on all the time regardless of how you see it set. Yes we can delete all of the fills for your LMAX account held on the DTC server. Tell us what your account number is through an Account Support Ticket: https://www.sierrachart.com/UserControlPanel.php?page=SupportTickets And let us know what you want us to do. We will do this on the weekend. 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 |
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