Support Board
Date/Time: Wed, 27 Nov 2024 16:31:51 +0000
Post From: SC as a frontend for proprietary trading platform?
| [2022-03-16 20:38:51] |
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@User814333, I'm part of a group that's developing an AI driven trading system (for futures trading) that will run on a Linux server with its own data feed.
What data feed will the server be using? The reason I ask is many of them, including Rithmic, CQG, & Trading Technologies all provide APIs for data & trading as well as front-end software. The most cost-effective is Rithmic's at $20-$100 a month depending on broker: https://edgeclear.com/rithmic/ For CQG's unfortunately, you have to get it as an add-on to their CQG Integrated Client front-end with total costs of $595 + $245 /m: https://www.cqg.com/products/product-comparison Trading Technologies is $400 /m w/ $2000 cap: https://www.tradingtechnologies.com/resources/pricing/ -------------------------- I'm wondering if Sierra Chart could possibly be used as frontend for this system, where trade signals from the server would be sent to SC for trade execution with the broker. The idea is to use SC to place the actual trade orders as well as monitor market activity, trade results, account status, etc.
A few thoughts here: 1. I'd recommend subscribing to a data feed within SC and then passing that data to your server through the aforementioned DTC protocol. However, SC is not allowed to send live data from the CME Group (NYMEX, COMEX, CBOT, CME) through DTC. But, if you're trading other exchanges then this could be an option. 2. If the server has a separate data feed from SC, then keep in mind you'll need to subscribe to a 2nd data feed for SC too. 3. Yes, you can send orders from the your server to SC through DTC. It would also be nice if SC could communicate with the server and provide some basic control of its operation.
This can't be done through the DTC Protocol but it can be done through SC's normal custom study language, ACSIL, which is a C++ library. It includes functions for making HTTP Get/Post requests, which you could use to control your server. Docs here: DTC Protocol: DTC Protocol SC as DTC Protocol Server: Data and Trading Communications (DTC) Protocol Server ACSIL: Table of Contents | (Advanced Custom Study/System Interface and Language (ACSIL)) Date Time Of Last Edit: 2022-03-16 20:39:41
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