Support Board
Date/Time: Sun, 22 Dec 2024 11:41:40 +0000
[Locked] - Which data feed should I choose for AMP Futures: TTnet, Rithmic or Sierra Chart
View Count: 23918
| [2014-01-08 06:26:42] |
| inthetrend - Posts: 33 Invalid SC Account Name. |
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I am transferring my account to AMP and have to choose a feed. I currently use Barchart & Zenfire. I use 3 PC's each with it's own feed. I am thinking of going with Sierra Chart, along with maybe one of those mentioned in the title block. My question is, will using Sierra allow me to submit orders, or do I need TTnet or Rithmic for that? Do any AMP customers who use TT or Rithmic have feedback for me? Thank you!
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| [2014-01-08 06:35:05] |
| inthetrend - Posts: 33 Invalid SC Account Name. |
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To be clear, I will use Sierra Chart data and Charting. Just not sure if I can submit orders with this combination at AMP? I would ask AMP, but they are more interested in opening new accounts than supporting users...if even they know anything, which I tend to doubt, based on the non-answers I have gotten from them so far.
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| [2014-01-08 06:53:20] |
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If you are with AMP, we recommend using TT Net with Sierra Chart. You definitely can submit orders from Sierra Chart through to AMP using TT. It is a very reliable and proven set up. And you can optionally use the new Sierra Chart market data feed: http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php The data feed with TT is good. Unless you use bid volume or ask volume which is less accurate with TT. In this case you will want to use the Sierra Chart data feed which is fully integrated with TT. 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: 2014-01-10 17:40:28
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| [2014-01-10 10:49:47] |
| rwilliams1 - Posts: 346 |
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I'm also trying to figure out the best feed to use. So I'm curious if there is any particular reason why you suggest using TTnet rather than Rithmic when trading with AMP? Also, since TTnet doesn't provide historical backfill, I am curious how SC goes about backfilling the TTnet chart with data? Are the charts automatically backfilled with the free SC Daily/Intraday data? And does SC have the capability of backfilling a chart with your free data, while simultaneously having a live real time data feed from TTnet? Thanks. |
| [2014-01-10 17:41:31] |
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Since the historical data with Rithmic is only 1 minute data. When you use TT Net, you will get both historical Daily and Intraday data. 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: 2014-01-18 18:49:46
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| [2014-01-10 18:02:52] |
| Luke - Posts: 142 |
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I am just comparing IQfeed and CTS side by side with a YM tickchart, both feeds seem to be the same, CTS maybe even just a bit faster, how does TT Net compare with these two (latency)? One problem I see with the Amp/TTnet solution is that there is no (web/mobile)backup for emergencies, you have to rely on the trade desk. With CQG you have their webtrader and with Rithmic the Rtrader platform, CTS also several backup options (web/mobile). Am I missing something? |
| [2014-01-10 18:40:16] |
| rwilliams1 - Posts: 346 |
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Okay, just so I am clear. Is the historical data you mentioned provided by TTnet or via Sierra Charts historical data service? |
| [2014-01-18 10:52:35] |
| cross - Posts: 70 |
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According to TT's site at least their own platform can display Bid/Ask Volume and Cumulative Volume Delta indicators. Which of course still can mean that it might be inaccurate on the TT FIX interface. https://www.tradingtechnologies.com/en/help/xstudy/volume-on-the-bid-and-ask-bavol/ https://www.tradingtechnologies.com/en/help/xstudy/tt-cumulative-vol-delta-ttcvd/ Is it possible that TT improved this in the mean time? Thanks |
| [2014-01-18 18:51:24] |
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TT FIX is completely different from X Study. We do not foresee any time soon, that TT FIX would provide accurate bid volume or ask volume. If they have not solved this by now, and have not stated an intention to do so, we do not see this changing for years . Or if ever. So you will need to use the Sierra Chart provided data feed: https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.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: 2014-01-18 18:54:55
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| [2014-01-18 20:59:51] |
| inthetrend - Posts: 33 Invalid SC Account Name. |
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I have found another issue with AMP/TT in that they tell me in response to a query that there is no Server Managed order capability with TT. So, without OCO order types, we are flying blind, if the OCO rests on our own PC's, and lose power or connectivity. Is there a work-around for this? Attached is a clip of a letter they sent me, and I have confirmed it via telephone: (see link) Would using SC data as I plan to do, make a difference? https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=1833 |
 AMP letter clip 18-01-2014 13-48-56.jpg / V - Attached On 2014-01-18 20:56:11 UTC - Size: 18.23 KB - 1363 views Attachment Deleted. |
| [2014-01-18 21:15:43] |
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No, there is no server side OCO with AMP/TT Net.
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: 2014-01-18 22:02:31
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| [2014-01-18 21:34:44] |
| rwilliams1 - Posts: 346 |
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In regards to feeds without server side OCO, do the stop loss and target portions of the order remain on the server, but are simply not MANAGED by the trading server. Or, are there no stop loss/target orders whatsoever held on the server at all and are instead held on the local computer until the prices are hit, at which point the local computer sends the appropriate order to the server?
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| [2014-01-18 21:51:54] |
| cross - Posts: 70 |
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SC Engineering: Thank you for the clarification on TT FIX! I use volume bars. How could TT FIX be a good source for tick/volume bars if the Bid/Ask volume is incorrect? Is it a different thing? I mean that ticks come in good sequence but not properly assigned to bid or ask? billk, rwilliams SC and most other platforms provide OCO functionality locally (sends and cancells OCO part right after the related fill). However, server side OCO of a trading service sounds good and reduce target and stop orders' time to market but obviously not as flexible or programmable as SC with its higher level features like the many built in stop management options or trail by study. A solution can be that you install SC into and use it from a VPS hosting service dedicated to futures trading. Be aware that web hosting solutions most probably won't fit. With this SC can run in a monitored environment and get millisecond order submission and report. You can find a buddy (sam028) on BigMikeTrading who has such specialized service with good feedbacks. Although, I always have my broker on the speed dial! |
| [2014-01-18 22:27:04] |
| inthetrend - Posts: 33 Invalid SC Account Name. |
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Cross: Yes, you make a good point that I was not aware of. Namely that to have server side OCO, you forgo the richer component of order management built into SC. I had not realized it, but at Mirus and Infinity previously, I have likely not had server-side orders, and have never had a problem in the past. Nonetheless, I will investigate (sam028), and look to make my back-end and recovery more robust in the future. Thanks for the info! |
| [2014-01-19 03:29:49] |
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A couple of quick notes. Whether there is server-side OCO or not does not affect Sierra Chart management of Stop orders. Sierra Chart is still able to modify a stop order in order to perform the trailing stop functions even in the case of server-side OCO. TT FIX adapters do deliver an unfiltered data feed. They provide the necessary data for accurate Number of Trades or Volume bars. There is a slight problem with the delivery of bid and ask data which affects the identification of whether a trade occurs at the bid or the ask. This affects bid volume and ask volume only. 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 |
| [2014-01-19 03:31:54] |
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The answer to post #12 can be found here: https://www.sierrachart.com/index.php?l=doc/doc_AttachedOrders.html 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 |
| [2014-01-24 03:23:46] |
| dominikos - Posts: 106 |
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In terms of historical intraday tick data quality, does CTS T4 feed provide accurate bid/ask trade information? I'm debating between CTS T4 and TTNET but would rather go with more expensive but accurate provider which it seems to be CTS T4. Or does the same problem occur with CTS feed?
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| [2014-01-24 03:39:42] |
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Yes. CTS T4 can be relied on for accurate bid volume and ask volume. 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 |
| [2014-01-25 21:59:33] |
| inthetrend - Posts: 33 Invalid SC Account Name. |
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Still having connectivity issues W/AMP, TTnet & SC real time data. Ok, AMP finally got me a complete list of steps to take and the server info, as you suggested. However, something is still preventing a log on: here is the latest log: -------- AMP/TTNet: Connecting. | 2014-01-24 15:49:32 Starting the Price Feed session. Connecting to 12.41.48.53 port 10501... | 2014-01-24 15:49:32 Error received in OnConnect while connecting. Windows error code 10061: No connection could be made because the target machine actively refused it. | 2014-01-24 15:49:33 TT Price Feed FIX Session: Socket connection was closed without any logout messages sent or received. | 2014-01-24 15:49:33 Disconnected from TT FIX Price Feed session. | 2014-01-24 15:49:33 Error connecting to Data or Trading service. For help with this issue, press the 'Send For Analysis' button on this window. | 2014-01-24 15:49:33 To prevent further connection attempts, select 'File >> Disconnect'. | 2014-01-24 15:49:33 AMP/TTNet: Disconnected. | 2014-01-24 15:49:33 ------------------ Is there anything here that would suggest a way to enable the connection? |
| [2014-01-25 22:04:45] |
| rwilliams1 - Posts: 346 |
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Ditto... I'm having the same problems connecting to Amp TTnet.
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| [2014-01-25 23:49:09] |
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The AMP server is down over the weekend. So what we see in this Message Log is expected. If you are using the Sierra Chart Real-time and Historical data feed, you will still get historical data. 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 |
| [2014-01-25 23:52:09] |
| rwilliams1 - Posts: 346 |
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Does the Amp TTnet connection show the account balance in SC?
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| [2014-01-26 00:07:25] |
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No. There is no account balance data available.
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 |
| [2014-01-26 00:19:23] |
| rwilliams1 - Posts: 346 |
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Is it at least capable of showing the daily profit and loss? And would you know of any other workaround for showing the account balance in SC when using TTnet?
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| [2014-01-26 00:48:40] |
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Yes. You will have Daily Profit/Loss. No. 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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