Support Board
Date/Time: Thu, 06 Mar 2025 04:08:52 +0000
Post From: Copying trades across multiple instances of SierraChart via ACSIL
| [2022-01-16 13:44:09] |
| User166108 - Posts: 73 |
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I have accounts where I have to use IBKR, CQG and Rithmic connections. I want to copy all trades from a primary SierraChart instance to 3 other instances as described above. This does not seem to be possible unless your FCM supports TT Fix so I thought about creating a C++ "study" to do this. The idea would be that whenever an order is created on the primary instance, the C++ study would serialize the s_SCNewOrder and similarly for when an order is modified and the secondary instances would pull the new order and replicate them. Another design option would be to replicate positions, as opposed to orders. So if the primary has 1 NQ, the secondaries would put in market or limit orders to achieve the same position. The problem is that ACSIL does not seem to support events as far as I can tell which would mean that the study can only operate when the ACSIL function gets a callback and would not know if a new position/order has been created/modified so we would need to poll. Is this the only way? I also considered looking into a study which is a DTC client but that doesn't seem to be the way to go. Thanks in advance. Date Time Of Last Edit: 2022-01-16 13:45:33
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