Support Board
Date/Time: Mon, 10 Mar 2025 17:06:16 +0000
DTC trading app
View Count: 2209
| [2022-02-11 22:54:47] |
| Tonkadad - Posts: 235 |
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Does anybody have any code to get the ball rolling to create an app to replace the "Trade Window". I created one for IB, but moved to Teton and want the flexibility to create what works for me. |
 Trading app 1.PNG / V - Attached On 2022-02-11 22:54:39 UTC - Size: 80.34 KB - 305 views |
| [2022-02-13 22:28:00] |
| 1+1=10 - Posts: 270 |
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I implemented a DTC protocol client using the fixed binary encoding in Rust which I stopped when I realized you can’t get live CME data through DTC! To create a full market data/trading system took 75KB — not trivial. I need to make sure there’s no secrets but I’ll send a link to the repo in a few days if it will help. You can find various other clients in various states of completion searching DTC on GitHub. |
| [2022-02-14 01:09:24] |
| User379468 - Posts: 508 |
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What's the benefit of this vs SC's Trade Window?
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| [2022-02-17 16:14:08] |
| 1+1=10 - Posts: 270 |
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Oh, I've never tried but apparently you can use the Windows Dialog APIs from ACSIL: ACSIL Programming Concepts: Use of Dialog Windows in Advanced Custom Studies
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| [2022-02-26 13:18:05] |
| 1+1=10 - Posts: 270 |
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These are all the links to repos on Github found via searching DTC protocol. If these don't help, I could write a simple Python/Go/etc. example but I likely couldn't get to it for a few weeks -- these links are in no particular order: https://github.com/jseparovic/python-ws-dtc-client https://github.com/QANTau/DTC-Client https://github.com/Queeq/pydtc https://github.com/deepmarker/ocaml-dtc-pb https://github.com/gaoxiaojun/DTC https://github.com/6qat/dtc-scala https://github.com/AndrewAMD/SierraChartZorroPlugin |
| [2022-03-31 03:42:13] |
| User379468 - Posts: 508 |
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1+1=10, these links led to great info, thanks for sharing! I'm interested in developing an app/form to replace the Trade window as shown above also. Is anyone working on it? Tonkadad, were you able to make any progress? Could you accept my forum user permission request to DM you back? Date Time Of Last Edit: 2022-03-31 04:51:09
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| [2022-03-31 04:29:29] |
| Tonkadad - Posts: 235 |
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I just did (Permissions) I thought I had accepted earlier, my bad. Haven't started with the DTC yet, I think 1+1=10 said you can't get live CME data into DTC, without that I am not sure how it would work if you can't get live bid and ask data into program. But I am by no means a programmer, I can usually figure code out but I need a starting point. |
| [2022-03-31 12:04:54] |
| 1+1=10 - Posts: 270 |
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Hi Ticks et al., So there’s three ways the DTC Protocol is used in SC: 1. Send data from a main SC instance to a SC sub instance. 2. However it is used with Rithmic, which I assume is to send data from RTraderPro to SC. 3. Send data from a main SC instance to a user-created external program, such as a form. At least according to the SC DTC Protocol Server docs you can’t get live CME data in this way: Data and Trading Communications (DTC) Protocol Server: Restrictions The last sentence at that link under the Restriction heading says: It is not possible to access real-time or historical data from the CME Group of exchanges from the DTC protocol server.
I also asked SC Engineering around 2 months ago and they said you couldn’t send CME data to a custom program through DTC. Of course, it is possible the docs are outdated and whoever answered from SC is mistaken. Are you using live CME data through DTC to a custom app currently? Date Time Of Last Edit: 2022-03-31 12:05:20
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| [2022-03-31 15:10:09] |
| User61576 - Posts: 445 |
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so if I want to send CME data from DTC to python, it can not be done? how does anyone know what do I do with the data if it's enabled to be used to another SC instance? |
| [2022-03-31 15:30:50] |
| 1+1=10 - Posts: 270 |
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so if I want to send CME data from DTC to python, it can not be done?
That’s a good example. At least according to the docs I don’t think this is possible. I should note you can get some live data such as Eurex, Crypto, Forex from DTC to Python. It is exchange-specific. how does anyone know what do I do with the data if it's enabled to be used to another SC instance?
If you’re asking about sharing data between instances of SC on the same machine the instructions are here: Using DTC Server for Data and Trading in Another Sierra Chart Instance If you’re asking something else, could you please rephrase it? |
| [2022-04-01 01:01:32] |
| 1+1=10 - Posts: 270 |
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I've covered this in other threads but the short of the restriction is because: 1. SC would be happy to distribute data from any feed through DTC provided they can do so at a reasonable cost. 2. However, the CME charges $96k a year to distribute real-time data. You can see that under the CME's Fee Schedule under the first heading "Annual Data Distribution License" here: https://www.cmegroup.com/market-data/distributor/files/mdla-cme-schedule-5-apr-2020.pdf NOTE: It is $24k for CME, CBOT, NYMEX, & COMEX each. 3. You can see a list of licensed CME real-time data distributors here: https://www.cmegroup.com/market-data/license-data/licensed-market-data-distributors.html ... Names you might recognize include CQG, Trading Technologies, Barchart, DTN LLC (IQFEED), etc. 4. SC's CME real-time data license likely only allows use within SC rather than distribution; if they were send it to an external program through DTC they'd be violating the terms of their license. 5. By the way, I really wanted live CME data through DTC to work because it would enable me to bypass SC's chart update interval & reduce the latency of my algorithms. I'm just trying to help but if @Tonkadad or anyone else wants to start a new thread to ask SC Engineering I'm sure they will respond. Date Time Of Last Edit: 2022-04-01 12:20:42
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| [2022-04-01 10:08:00] |
| User61576 - Posts: 445 |
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@ 1+1=10 does the DTC actually send CME data? when i tried it 2 years ago i fot CME data was there a change and now it will not work and i will not get the data? btw, are you part of SC team? |
| [2022-04-01 12:33:10] |
| 1+1=10 - Posts: 270 |
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@Ticks. Thanks! And good luck to you in your trading endeavors. Also, I edited the first paragraph of post 16 in accordance with the revised thread history. @User61577 does the DTC actually send CME data? when i tried it 2 years ago i fot CME data was there a change and now it will not work and i will not get the data? btw, are you part of SC team? I am not part of the SC team. Feel free to start a new thread with the title, “Is live CME data available through DTC to a Python script?” I’m sure SC Engineering will answer. I can believe you could get live CME data at some point. That would actually help explain why there’s quite a few completed DTC projects. Perhaps SC became aware at some point in the past 2 years that their CME data license did not allow that use. You could also ask that if you start a new thread. |
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