Support Board
Date/Time: Mon, 25 Nov 2024 04:45:11 +0000
Mirus/Zenfire: now with server-side OCO and bracket orders
View Count: 7242
| [2013-12-23 20:58:04] |
| Luke - Posts: 142 |
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https://www.mirusfutures.com/emails/Client_Update_December2013.htm is the new functionality (server-side OCO and bracket orders) supported when executing trades through Sierrachart? |
| [2013-12-23 22:31:44] |
| rwilliams1 - Posts: 346 |
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Just contacted Mirus about this and they say that the third party software providers will have to update their software to reflect the new changes. I was just about to post a heads up for the SC techs in case they were not aware of the new change.
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| [2013-12-24 01:29:58] |
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Please put no reliance on us to support this. At best, we may add OCO support. There is a new Zen-Fire API, which is inconsistent with our development policies. Refer to help topic 76: http://www.sierrachart.com/index.php?l=doc/helpdetails76.html We did add basic trading support for it but not market data support and whether we do further development is uncertain. 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: 2013-12-24 01:30:51
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| [2013-12-24 02:21:29] |
| ganz - Posts: 1048 |
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SC Support Why the policy takes place? in order to be reliable? Server-side managed orders are to bring more reliable setups for traders. It's really hard to accept the negative answer. With best regards. |
| [2013-12-24 02:26:03] |
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We need a non-API-based method to connect to the Zen-Fire system.
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 |
| [2013-12-24 02:39:15] |
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We have to be honest here. Please put no pressure or any reliance on us doing anything more with Zen-Fire. This whole situation with Zen-Fire was completely unexpected. We went out of our way to accommodate the existing users and support the API. We will properly maintain basic trading integration for the time being. We are stretched beyond reason with supporting another backend trading platform and we have 0% interest in working with an API component. We have nothing at all against Mirus. Mirus just was not familiar with our policy and it is possible at some point they may adopt DTC. This issue is not about Mirus, it is about our available time, our priorities and our policies. Mirus has not said no to DTC, but they said they do not have time to focus on that now. 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: 2013-12-24 02:44:59
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| [2013-12-24 03:19:20] |
| rwilliams1 - Posts: 346 |
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SC Support, I noticed earlier you mentioned it is possible that at best you may possibly add OCO support for the new Zenfire. Since the server side OCO support is probably the most important of the new features, I was curious what the chances are of you adding that one feature? I'm not sure if there are other SC trading brokers that use the Zenfire feed other than Mirus, but it may be useful. Thanks. |
| [2013-12-24 04:17:02] |
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It is possible we support it now, I need to check with the developer who did 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 |
| [2013-12-24 05:16:15] |
| rwilliams1 - Posts: 346 |
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That would be great if it is already supported. Will you be updating this thread in the future to inform customers if it is added?
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| [2013-12-24 16:27:01] |
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Upon further review of this, I don't think we're going to be supporting OCO at this time. We are struggling with the API, and it is even possible we may even cancel Zen-Fire support. There is a business decision we need to make in the next several days. As we said, we do not support API components, and disfavor them very strongly. This is not our problem. In any case we may not even be ready by January 1. 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: 2013-12-24 16:27:43
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| [2013-12-24 17:35:52] |
| rwilliams1 - Posts: 346 |
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I understand your decision not to support OCO, it must be a programming nightmare. But I'm hoping to God you at least decide to keep Zen-Fire and do not cancel it. API's aside, it is a great feed and cancelling their feed for many traders would mean having to go through the trouble of closing their accounts and finding/switching brokers to continue using SC.
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| [2013-12-24 18:56:31] |
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There are no plans to support the market data feed from Zen-Fire. Refer to the following: The Zen-Fire trading service is providing a new interface method which will be required by January 1, 2014. This is going to be required to be able to use Zen Fire after this date. Sierra Chart is implementing support for this new interface for trading capabilities. The market data is not supported. The market data will be provided by the new Sierra Chart futures data feed: http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php The futures data feed is available for 35 USD per month. You are able to take advantage of the CME exchange fee waiver. It is our intention to support the basic functionality of the Zen-Fire interface with the exception of market data for engineering and design reasons. If you wish to use the market data provided by Zen-Fire, then you may want to have a look at another application that meets your requirements in this area. As the market data is not supported by Sierra Chart. We would be happy that you do stay with Sierra Chart, but we will not mention moving to another broker/trading service in order to maintain neutrality. If you are aware that Sierra Chart works with various Trading services, and decide to use another one, then this is your choice, but we will not influence this in any way. Therefore, if you do not wish to use the Sierra Chart data feed with Zen-Fire, assuming we will be supporting Zen fire to begin with, you can either decide to use another program, which is fine with us, or use another supported trading service. Also in regards to OCO, CQG does support server-side OCO. Sierra Chart does support CQG at this time. Although we do not have the formal documentation prepared for CQG yet. For the record, We are not trying to earn more money by not supporting the Zen-Fire data feed. We do not earn anything on the 35 USD. We actually lose a little on that data feed. We do not support the Zen-Fire market data feed because we do not support API components, it is just too difficult to support to many external data feeds, and our own data feed is a high-quality perfect data feed. We did make an exception to support trading, though to accommodate the existing users. 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: 2013-12-24 19:03:26
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| [2013-12-24 22:53:40] |
| ganz - Posts: 1048 |
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Hello SC Support. As you've said you've contacted BigTick developers so are you able to share some info what exactly BigTick is/supports: - non-windows platforms? - non-US exchanges? - non-US servers? from http://mirusts.com/technology/bigtick_trading_engine What is it? Distributed risk management and order routing.
Thank you. |
| [2013-12-25 02:32:38] |
| ganz - Posts: 1048 |
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SC Support. Mirus has not said no to DTC, but they said they do not have time to focus on that now.
In case you are not following your own policy there will be no reason for somebody to accept the policy. The exceptional functionality, stability and reliability could be the reasons for traders to ask Mirus to support SC. imho. With best regards. Date Time Of Last Edit: 2013-12-25 02:34:27
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| [2013-12-25 20:26:54] |
| rwilliams1 - Posts: 346 |
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What about the Rithmic platform. Will you be discontinuing that feed also?
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| [2013-12-26 10:00:14] |
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- non-windows platforms?
They do have a Linux API. They do support EUREX. Not sure about other non-US exchanges. Not sure about non-US servers.- non-US exchanges? - non-US servers? In case you are not following your own policy there will be no reason for somebody to accept the policy. The exceptional functionality, stability and reliability could be the reasons for traders to ask Mirus to support SC. Since Sierra Chart already supports Rithmic, we will not be dropping support for it. 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 |
| [2013-12-26 18:05:34] |
| rwilliams1 - Posts: 346 |
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If you're interested in working with Bigtick, is there any chance of you guys contacting Mirus to integrate their Bigtick feed into SC to replace the Zenfire feed?
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| [2013-12-26 18:18:07] |
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Unless they were to adopt DTC, or FIX, there is exactly 0% interest in us working with another proprietary futures data feed. And we mean exactly 0%.
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: 2013-12-26 18:18:33
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| [2013-12-26 19:02:56] |
| rwilliams1 - Posts: 346 |
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I understand... I only asked because it was mentioned in someone else's post above that you had contacted Bigtick developers.
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| [2013-12-27 05:26:19] |
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We had no contact with big tick developers. We only have some indirect familiarity with the new Zen-fire system. The final management decision at this time, is we will not be supporting the Zen-fire in process API component for trading or market data. It was a mistake to have spent time on the trading support. It is firmly against our policy to work with API components. We considered an exception to accommodate the existing users and proceeded along with the exception by doing integration work until we were reminded why we have this policy after working with the Zen fire API. There are not many Sierra Chart Zen fire users overall. At this point, it is up to Zen-Fire to support FIX or DTC which may come at some point in the future. This is what we hope for. We have communicated our position to the Zen-Fire management. This decision is ours, and it should not be taken negatively towards Zen fire in any way. Although it is no secret, that we do not like API components, to put it kindly, and think they need to go. We will be supporting the Zen fire API, to verify user has a trading account, so they can take advantage of the CME exchange fee waiver and use the Sierra Chart market data feed. More details will follow. Another very basic reason for not supporting the API, is that supporting a new trading service ( effectively the case with this new API) is a very significant programming task. In our experience it takes about one year to perfect integration . We have many other higher development priorities and we need to serve the interests of the vast majority of our other users. This is where our obligations are. If a particular backend trading platform, drastically changes their interface, and to something which is not within our policy to support, this is not our problem. Once again, this decision should not be considered negatively towards Zen-Fire or Mirus. This is simply the situation that has arisen, which is the fault of no one. By deciding not to support API components, has only been a great leap forward in this industry and for Sierra Chart. Sierra Chart is much more stable and better designed and we are really seeing the benefits of a whole new interfacing model. The more, we consider this whole concept of API components, the more we realize, just how it makes no sense. This is coming from very competent intelligent developers. The idea of forcing upon another developer, a particular programming model is not neutral. There must be a neutral communications protocol that exist between two parties. This has to be a binary/text protocol with at least some element of relationship to the well-established FIX protocol. It does not necessarily have to be FIX. API components to data and trading services, are not some simple kind of passive (not sure using the correct terminology here) libraries like a XML parser which are open source. Instead these APIs are very complex multithreaded active blackbox components where we have no idea what goes on within them internally or properly understand how they work. And furthermore, we are not afraid in the least, to be criticized very strongly by the firms that use these API components as to our position. And we understand why they use API components to begin with. It is perfectly fine to use an API component, if it is open source and there is an open low-level communication protocol that the API is built on top of. For example, they can build on top of DTC. DTC even has consideration of obtaining the ID of a machine in the logon message. It provides everything that a firm would require. There are two areas where DTC need some improvement and that is converting all of the quantity types to doubles. This is in progress now. And supporting variable length strings. We are going to be working on that in January. However, the way strings are handled now as fixed length is perfectly acceptable for most cases and easier-to-use. 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: 2013-12-27 20:42:05
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| [2013-12-27 20:31:37] |
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Post #20 is no longer hidden.
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 |
| [2013-12-27 21:07:41] |
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We are also happy to release to someone the DTC bridge project which we started which interfaces between the DTC protocol and the Zen-Fire API. It will contain all of the development we have done up to this point. Some of the trading development is already done. So anyone is welcome to finish up the project and can take it over and bring on complete trading and market data support if they want. So there is not a need to depend upon us for this. Anyone is free to do the integration. The only requirement is that you sign a confidentiality agreement with Big Tick. If you are interested contact us at support AT Sierra Chart.com. The reason it is possible for someone on the outside to work on this project is because Sierra Chart supports DTC for market data and trading. This is an open specification communications protocol. One thing we would say though, is that if someone does carry this forward, it puts less pressure on Zen-Fire to adopt an open source communication protocol. It feeds the very same problem that has plagued this industry way too long. It is time for a change. In regards to server side bracket orders, this is supported with CQG from what we have seen. Therefore, we will be adding this capability to our CQG Trading interface. Probably sometime in February. 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: 2013-12-27 21:08:42
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| [2013-12-27 21:39:47] |
| Paul.M - Posts: 113 |
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These are terrible news !!! I dont understand why Zenfire does this - without any warning - over the holidays !!! Please give more details about the CQG alternative. What brokers are supported for CQG? |
| [2013-12-27 21:48:38] |
| rwilliams1 - Posts: 346 |
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I agree, very bad news... But there is nothing that can be done other than to find a new broker. I would also love more details about what CQG brokers are available. Thanks.
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| [2013-12-28 01:17:36] |
| ganz - Posts: 1048 |
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Paul.M, rwilliams1 FYI: 1. Rithmic/Zen-Fire Trading Requirement 2. Mirus provides CQG and CTS T4, AMP provides TTnet /and CQG/. |
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