Support Board
Date/Time: Fri, 29 Nov 2024 14:41:57 +0000
SC and IB Gateway API
View Count: 471
| [2023-02-01 19:20:33] |
| User987654 - Posts: 69 |
|
Hi Support, I am using Denali Data Feed with Interactive Brokers Gateway API. I am trying to get a better understanding of what the best practices are for the most efficient execution. 1) When using multiple instances of SC, does increasing the number of instances have an effect on how fast the API receives/processes orders? If too many instances are open, can there be a situation where an order entry has to wait while some other process completes? 2) When entering orders - for example to buy 4 contracts of ES - would entering this as 4 individual orders of 1 contract be better, worse or the same as entering 1 order for 4 contracts? My preference is to enter the order as 4 separate 1 contract orders. Thanks as always. |
| [2023-02-01 22:46:42] |
| John - SC Support - Posts: 36350 |
|
These are really questions you need to ask Interactive Brokers, as it is their API and we do not know how they process these items on their side.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-01 22:57:05] |
| User987654 - Posts: 69 |
|
Understood. In terms of SC by itself, the number of instances running does not affect how quickly each instance can send commands to the API (assuming each instance has it's own thread)? If there is, I am willing to run a separate copy of SC on a different machine. Does the API see each instance as a client or just the main instance? Just so I know what I am talking about when I contact IB. Thanks Date Time Of Last Edit: 2023-02-01 23:02:35
|
| [2023-02-01 23:31:27] |
| John - SC Support - Posts: 36350 |
|
With regards to Sierra Chart it depends on how you have setup the instances. When you start a new instance using File >> New Instance the application itself is running on a different thread (it is a completely separate Sierra Chart instance), but it is tied to the main instance and gets the data and sends orders through the main instance. If, on the other hand, you have a completely separate installation of Sierra Chart, then that will send the order completely separately from any other instance. Although we can not say how TWS handles these. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-02 01:01:17] |
| User987654 - Posts: 69 |
|
From the "Restrictions" section on this help page (Data and Trading Communications (DTC) Protocol Server): "It is not possible to access real-time or historical data from the CME Group of exchanges, EUREX or NASDAQ from the DTC Protocol server." Is this still the case if I am getting real-time data for CME Group of exchanges through Denali? I want to try running the DTC Server and multiple independent instances (separate installs) on the same computer. Date Time Of Last Edit: 2023-02-02 01:02:58
|
| [2023-02-02 16:10:23] |
| John - SC Support - Posts: 36350 |
|
It is still the case that you can not use the DTC protocol to get data. This is not allowed by the exchanges.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: