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Date/Time: Wed, 27 Nov 2024 16:42:33 +0000



Post From: SC as a frontend for proprietary trading platform?

[2022-03-16 21:54:55]
User814333 - Posts: 13
Hi, all what you want is possible. Client with DTC protocol over TCP/IP as part of your system can provide such functionality. Sierra will be server in this case.

Very good to know. Thanks!

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.

Rithmic (likely) for the data feed. Currently with IB for the broker, but that might change for this. I know Rithmic has its R|Trader and R|Trader Pro platforms, but while researching this I didn't see those mentioned much. I also thought it would be better to use a platform that supports multiple brokers and datafeeds, as I expect those might change at some point in the future.

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.

Data will be coming from CME. But I was assuming we would subscribe to a second data feed for SC just to keep it simple. Hopefully the broker/Rithmic will give a price break on that.

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.

Good to know this should be possible (much of the trade system is written in C++). Hopefully the development time won't be too exorbitant. Is there documentation available that describes how such customizations are actually accomplished in SC? I would like to take a look to get an idea of how involved this might get if we go with SC.

Thanks for all the feedback. Very much appreciated!