Support Board
Date/Time: Wed, 05 Feb 2025 17:07:35 +0000
[Programming Help] - Compatibility of ACSIL Studies with Third-Party Libraries
View Count: 170
| [2025-01-15 01:21:01] |
| User329576 - Posts: 8 |
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Hello, I’m developing a custom study for Sierra Chart using ACSIL, and I’d like to know if the following third-party libraries are officially supported or can be used without compatibility issues: ZeroMQ for handling network communication. Protobuf for serializing market data. Abseil for various utility features. Boost.Asio for asynchronous I/O management. My study involves additional threads (created with std::thread and managed through Boost.Asio) to publish market data via ZeroMQ and respond to incoming commands. Therefore, I want to ensure that using these third-party libraries and creating extra threads won’t cause conflicts or instability in Sierra Chart. Is this configuration known to work, or are there any specific limitations or guidelines for using such libraries and techniques in ACSIL studies? Thank you in advance for your assistance. |
| [2025-01-15 15:43:39] |
| seandunaway - Posts: 316 |
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yeah. why not? it's just c++ and you can do anything you want (like creating some third-party bloated atrocity 🤪) however, cme is serious about not giving you the license or permission to redistribute it's market data Date Time Of Last Edit: 2025-01-15 16:12:04
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| [2025-01-15 16:15:42] |
| User329576 - Posts: 8 |
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Ok, I’ll check because I’m trying to apply my studies by adding a study, but Sierra Chart crashes. I’m going to run some tests to identify the cause. I want to redistribute data via ZMQ to a Python client to set up an environment on my machine for personal use and analysis purposes.
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| [2025-01-15 16:18:27] |
| seandunaway - Posts: 316 |
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yeah they don't even want you doing that, which is why sierrachart had to disable real-time market quotes on their included dtc server https://www.cmegroup.com/market-data/files/january-2025-market-data-fee-list.pdf Date Time Of Last Edit: 2025-01-15 16:28:29
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| [2025-01-15 16:37:03] |
| User329576 - Posts: 8 |
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What?! Even for personal use? I first tried with DTC and found it ironic that the main feature of the protocol is disabled. That’s why I switched to ACSIL, but the issue comes from the CME refusing this. I’d love to know where this information is documented. From what I recall, you need to request specific authorization from them, or wait for them to revise their policy, or else switch providers. What a nightmare!
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| [2025-01-15 16:41:43] |
| User329576 - Posts: 8 |
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I will inquire with them directly, i need to first see if I can build a functional server-client prototype using a demo account. I’ll look into the associated costs of a specific CME license later, or consider if another exchange might be more suitable
Date Time Of Last Edit: 2025-01-15 16:50:31
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