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Date/Time: Sun, 22 Dec 2024 10:37:52 +0000



Study callbacks for sent orders

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[2015-02-10 14:04:07]
User386687 - Posts: 53
Is the study called immediately when the Rithmic sends a Status Report Message for the order sent by the sc.BuyEntry() in the case when the order is not filled yet ?

Also will the study be called immediately when the order gets filled and SierraChart will receive a message from Rithmic for this ?

No matter what the screen refresh setting is ?

btw. I have sc.OnExternalDataImmediateStudyCall = true;
[2015-02-10 16:53:03]
Sierra Chart Engineering - Posts: 104368
Yes. But sc.OnExternalDataImmediateStudyCall has not been very well tested and is generally not recommended to use.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-02-10 17:56:06]
User386687 - Posts: 53
Did I understand right that if I do not use that sc.OnExternalDataImmediateStudyCall the study will be still called immediately after those messages from rithmic ?
[2015-02-10 23:20:35]
Sierra Chart Engineering - Posts: 104368
It depends by what you mean by immediate. If you do not set sc.OnExternalDataImmediateStudyCall to true, the study function will be called within the time of the Global Settings >> General Settings >> Chart Update Interval.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-02-11 08:01:00]
User386687 - Posts: 53
In my R|API algo immediate means that I will send a wake up event to my sleeping "study" function immediately and directly from the thread who is processing the data from Rithmic. In this case the immediate is 100 us when the study starts to handle the situation.

IN SC even I am using sc.OnExternalDataImmediateStudyCall = true I am still gettin 20 - 500 ms latencies in my study. In my case 20 ms could be enough but the variance not. But as you may allready understand the situation is not a big problem for me. I will continue keeping the actual trading in my R|API algo and use SC for the observations only.

Thanks for the support.
[2015-02-11 08:56:51]
Sierra Chart Engineering - Posts: 104368
It could be that sc.OnExternalDataImmediateStudyCall is not functioning properly. One of our users did point this out but we did not observe a problem with it. But it is something that we have not looked into very closely either. It is not a feature which we really want to spend too much time on because it can cause problems.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-02-11 09:24:24]
User386687 - Posts: 53
I understand. You have a plenty of other more important things to do than fine tune execution times which only 0,01% of your users will need ;)

Thank you for you quick support anyway.
Date Time Of Last Edit: 2015-02-11 14:51:36

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