Support Board
Date/Time: Fri, 27 Dec 2024 01:05:16 +0000
How fast can sierra charts process my automated signal from a chart ?
View Count: 1569
| [2016-03-27 09:51:41] |
| raker59 - Posts: 7 |
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Hi there, I am wondering what is fastest possible time it would take sierra chart to process and send an order out . The signal is generated from a range bar chart and when the bar closes which means when the next tick arrives and its the open of the next bar ? thanks , Tim |
| [2016-03-27 22:12:32] |
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Your understanding is correct and this is also dependent upon the Chart Update Interval: https://www.sierrachart.com/index.php?page=doc/doc_GeneralSettings.html#ChartUpdateInterval 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 |
| [2016-03-28 15:42:22] |
| raker59 - Posts: 7 |
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I have read other posts where people are asking what the lowest interval the chart can be set to SC PROXY for executing orders as fast as possible I saw you said down to 5 ms but that could cause complications with CPU load , I am not interested in opening loads of charts and quote boards, all I need is a single chart from which to extract the information into the trading system . As far as CPU load ,I would use a dedicated server with nothing but Sierra charts and R-trader running on it in a co-location facility for trading the ES in CME Aurora next to Rithmic's matching engine . Is 5ms too much ? ; or is there an alternative way of extracting the information out of a range bar chart without having to plot it in a chart , such as using the range bar algorithm plugged into excel columns with open ,high , low and close . With that you could increase the update time to less than 5ms is that at all possible ? |
| [2016-03-28 17:19:05] |
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5 ms might be OK in your case. To access the individual trades within a bar, use the Time and Sales data: https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Functions.html#scGetTimeAndSales For what you want to do, you are going to need to use ACSIL and not Spreadsheets: Advanced Custom Study Interface and Language (ACSIL) 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 |
| [2016-03-28 17:57:17] |
| raker59 - Posts: 7 |
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Ok thx , but when it comes to a range bar say 4-tick and that range is met a new range bar is only started if and when the next tick is above the range or below that range , is the open , high , low ,close of that range bar accessible in the time and sales ? and if so does one need to still rely on the original chart update interval being 5ms or could using the timeandsales make it quicker ?
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| [2016-03-28 18:14:30] |
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, is the open , high , low ,close of that range bar accessible in the time and sales ?
Yes the individual trades are accessible. However, there is no indication of where a bar begins and ends within the Time and Sales data.The Chart Update Interval can be whatever you want. It does not have to be very low. It can even be 1000 ms. 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 |
| [2016-03-28 18:56:33] |
| raker59 - Posts: 7 |
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Thx support , so bottom line is range bar is created in the chart and the speed of the next arriving tick to be plotted is controlled by the chart update interval and the fastest update interval possible "realistically" is 5 milliseconds ..
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| [2016-03-28 19:20:08] |
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The lowest Chart Update Interval is 10 ms. We verified that now. So it could be up to 10 ms later after the trade occurs. 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 |
| [2016-03-28 20:08:28] |
| raker59 - Posts: 7 |
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Thx support
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