Support Board
Date/Time: Sun, 24 Nov 2024 03:11:12 +0000
[Programming Help] - Can ASCIL be event driven?
View Count: 227
| [2024-07-09 17:42:04] |
| User386194 - Posts: 3 |
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I'm currently using the Sierra Chart trial to test out the software. One thing I've been looking for is event driven solutions for low latency trading. While looking at ASCIL, it seems like the lowest latency possible is achieved through setting the Chart Update Interval to 10 ms. While going through the DTC Protocol documentation, I've found event driven methods. I'm wondering: 1. Can you build event driven strategies with ASCIL? 2. Is 10 ms the lowest latency ASCIL can offer? 3. Would a custom strategy using the DTC protocol be the obvious idea, if I really need something event driven? Thank you. |
| [2024-07-10 15:19:13] |
| ForgivingComputers.com - Posts: 960 |
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It is not clear to me what you mean by an event. I assume you are referring to the change in status of some entity. Or perhaps input from some external application? 1. Can you build event driven strategies with ASCIL?
AFAIK, the answer is No. Custom Studies are called in a round robin fashion based on the the chart update interval and if new data has arrived. Studies then query the data feed and other structures as inputs and decide what to do next. 2. Is 10 ms the lowest latency ASCIL can offer?
According to the docs 10ms is the lowest setting. You CPU may have difficulty at this setting, especially with complex studies.3. Would a custom strategy using the DTC protocol be the obvious idea, if I really need something event driven?
That is what Sierra Chart recommends: General Settings Window: Chart Update Interval (Global Settings >> General Settings >> General >> Update Intervals)
Date Time Of Last Edit: 2024-07-10 15:25:16
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| [2024-07-11 13:48:40] |
| User386194 - Posts: 3 |
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Thank you for the reply, Bradh! You are correct in your assumption regarding an event. Thank you for the information and for providing me with the link to further reading on the subject! Best, J |
| [2024-07-11 14:29:43] |
| ForgivingComputers.com - Posts: 960 |
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DTC is not something I have experience in. If you do get something working, it would be great if you can share it.
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