Support Board
Date/Time: Wed, 15 Jan 2025 16:00:04 +0000
new comer questions
View Count: 1430
| [2017-08-04 01:07:18] |
| User585988 - Posts: 2 |
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Since my trading system is primarily Matlab/Python code, please advise the shortest path to interface bidirectionally with SC. I am aware of some discussions of Python DTC relay service, but see no order entry and trade confirmation related discussions. Is there any ready-to-use components/add-on (commercial is fine) that I can quickly integrate without much efforts? Any pointer will be helpful. |
| [2017-08-04 05:04:13] |
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From our perspective, this is hard for us to answer since we do not know exactly what you want to do and we do not know what that code does exactly and requires. We can only refer you to the documentation for the interfaces which you might be interested in using. There is ACSIL: Advanced Custom Study Interface and Language (ACSIL) And also the DTC Protocol Server: Data and Trading Communications (DTC) Protocol Server 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 Date Time Of Last Edit: 2017-08-04 05:04:40
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| [2017-08-05 01:44:01] |
| User585988 - Posts: 2 |
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Thanks for the notes. Lots of stuff to read and I am chugging along .. In the meantime, my intention is simple, use SC as the universal bridge to various brokers so I don't need to roll my own. This is for both directions, i.e., getting realtime/historical data, as well as sending orders to the brokers/receiving trade confirmation or cancellation messages. I will maintain the overall system states, and of course trading logic in Matlab/Python. So my questions are: 1. one instance of SC will connect to a single broker at any given time? So if I want to trade say HSI via IB and ES via CQG, I will need to have two SC running? 2. in terms of DTC, how many clients can one SC instance (as a server) support? 3. I read a while back some discussions of option trading. Can SC support complex option combo orders like a 4-leg spread, (e.g. buy AAPL 150 call, sell AAPL 160 call, sell AAPL 140 put and buy AAPL 130 put, as an 'atomic' transaction? FYI, this is doable in IB API. 4. I've read some users have done works in getting data from SC with Python, any published packages (fee or otherwise)? Thanks. |
| [2017-08-07 04:42:17] |
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In this case you will want to use the DTC Protocol Server. This server fully supports trading and market data. 1. Yes. 2. There is no limit. 3. No, this is not supported. But we are looking into this. 4. You can do this using Google protocol buffer encoding which is supported by the DTC server in Sierra Chart. Google should have samples for this. 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 Date Time Of Last Edit: 2017-08-07 04:43:09
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