Support Board
Date/Time: Sun, 19 Jan 2025 21:49:37 +0000
Market Data Server when Using LMAX Trading - FIX DTS
View Count: 1343
| [2018-05-22 08:03:08] |
| User60271 - Posts: 64 |
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Hi, From reviewing the ip connections made by SC when using LMAX Trading FIX connection, SC seems to connect to a different server rather than the market data server address specified in the LMAX Trading FIX DTS configuration. Does the LMAX Trading FIX connection in SC use market data from the LMAX FIX market data server (ie via FIX protocol) or it is being provided by another source ? If it is not using the LMAX server for market data what is the source for the market data when using this connection ? and what ip address ranges should be allowed for firewall configuration purposes ? (SC Build 1738) Thanks. |
| [2018-05-22 10:32:02] |
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The LMAX market data comes through one of our own servers which connects to a common LMAX FIX connection. The IP will be what DS10.SierraCharts.com resolves to. 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 |
| [2018-05-22 11:12:53] |
| User60271 - Posts: 64 |
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Is the price feed equivalent to a live LMAX FIX connection or is it a coalesced feed for demo purposes similar to the LMAX FIX demo?
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| [2018-05-22 11:25:39] |
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Yes it is the full live tick by tick quality data feed.
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 |
| [2018-05-22 11:44:31] |
| User60271 - Posts: 64 |
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Thanks for clarify that. I noticed the feed runs marginally ahead of the LMAX demo order server so the fills received on the LMAX demo are very optimistic when placing rapid orders close to the market. Is there any way to switch it back to the original LMAX FIX demo market data server so that the data feed is synchronized with executions from the demo order server and the fills more realistic ?
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| [2018-05-22 18:49:27] |
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To use the LMAX demo feed, you need to use the LMAX Demo Trading-DTC Service. Follow the instructions here: http://www.sierrachart.com/index.php?page=doc/LMAX.php#SetupInstructions 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: 2018-05-22 18:49:38
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