Support Board
Date/Time: Wed, 27 Nov 2024 16:36:01 +0000
Post From: SC as a frontend for proprietary trading platform?
[2022-03-17 20:54:49] |
User814333 - Posts: 13 |
You likely know that IB has an API for TWS? The three potential downsides for using it to get data/communicate are:
Yes, but I've seen a number of posts where people had some problems with it. We'll probably go with one of Rithmic's introducing brokers, which will give us a discount on the data. SC's C++ ACSIL library is extremely well documented and designed. If you download SC, and look in the C:\SierraCharts\ACS_Source\ folder there's files with the ACSIL for all the built-in SC studies.
I took a look at some of your links (thanks again for those) and the documentation does look very good. The process to create your own studies and add them to SC appears pretty straightforward. I've written some (simple) C++ dll's before (for another application) and the process was similar (used an IDE rather than notepad though). With regard to DTC, I looked through the documentation on SC's DTC server, and the process for setting it up seems pretty straight forward. What I didn't see mentioned though is how trade-related messages are actually passed to the broker once their received by the server. Is that something a custom study is needed for? The other part is the DTC client for the Linux server. Not sure how involved that will be to implement. Hopefully there's some open source code available. Thanks again for the help. Overall it's looking promising. |