Login Page - Create Account

Support Board


Date/Time: Mon, 16 Sep 2024 19:22:26 +0000



Understanding Sierra Chart with Topstep

View Count: 1659

[2023-12-07 21:29:53]
User862761 - Posts: 19
I've been trying to figure out how all of the different platforms, brokers, and data providers work with each other. From the documentation and support board forums I read, it seems like the Denali feed and Teton Routing service are the best options. Unfortunately, Topstep says it only integrates with Rithmic, which I've read does not have reliable data. Is it possible to use the Denali data feed to feed into an automated trading strategy, and then route the orders with Rithmic to Ninja Trader to be able to use Topstep? I'll admit this process is new to me, so any clarification on how these things play together would be awesome.
[2023-12-07 22:13:59]
John - SC Support - Posts: 34453
You can use our Denali data and place trades directly with Rithmic (to TopStep). Refer to the following:
Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services

The only item that could be an issue for you is that in order to get the CME Group data at the non-professional rate, you need to have a live, funded, futures trading account, and prop firm accounts (like TopStep) do not count towards this requirement. Refer to the information here:
Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges

If you do not have an account that will qualify for the above, then we recommend the solution outlined at the following link:
Easy Solution to CME Funded Trading Account Requirement
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-07 23:14:16]
User862761 - Posts: 19
Ok awesome. And in order to access Denali data feeds programmatically (for backtesting) I use the DTC protocol outlined on here?
I was also reading through the DTC protocol page, and came across the restrictions page. It mentions that: "It is not possible to request or use streaming market from an IP other than on the local machine." Does that restriction apply if I am using an AWS VPS?
Date Time Of Last Edit: 2023-12-07 23:40:29
[2023-12-08 05:24:18]
Sierra_Chart Engineering - Posts: 16387
You cannot access any exchange data through the DTC protocol server. This is all restricted.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-08 06:05:07]
User862761 - Posts: 19
Hmmm I guess I am confused. Isn't one of the main purposes of the DTC protocol to create a standard way to access historical, delayed, and live data?
[2023-12-08 15:17:48]
Sierra_Chart Engineering - Posts: 16387
Yes but this is not going to work for data from exchanges that charge fees for real-time data. That is not allowed.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-08 15:47:37]
John - SC Support - Posts: 34453
You do not need the DTC Protocol to do backtesting. The data is all in your Sierra Chart and you can do the backtesting within the software. Refer to the following:
Auto Trade System Back Testing
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-12-13 22:59:56]
User862761 - Posts: 19
Ok, so my backtesting has been done completely in python up until now. I've been using Polygon data. I use their api to pull in x years of data, which allows me to parallelize my backtesting. I've got two questions based on that info.

1. Is there a way to use Sierra Charts and the Denali Data Feed to replace the function of Polygon Data in that scenario?

2. If I choose package 12 and have a live trading account (following the advice that ya'll give as an easy work around to the live trading non-professional fees) can I socket live data into my python script, and then use the DTC protocol to send orders?
Date Time Of Last Edit: 2023-12-13 23:04:47

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account