Support Board
Date/Time: Tue, 26 Aug 2025 05:20:30 +0000
[Programming Help] - Programmatically Replicating Full Trade Activity Log via ACSIL or DTC
View Count: 77
| [2025-08-23 16:44:10] |
| TapeReader - Posts: 94 |
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I am trying to programmatically generate real-time log files mirroring the native Trade Activity Log's detail (orders placed/modified/canceled/executed, positions, rejections, etc.) for external analysis, without manual exports. My attempts leave me with output that is not as verbose at the native Trade Activity Log. Is there ACSIL access to Trade Activity Log rows or .dat files? Or event-driven hooks? What are the recommended best practices for generating complete trade management data logs programmatically? I see that there is a DTC Alternative but am not sure if this is a preferred approach. I am considering an external client (e.g., Python) via DTC Server for push messages (ORDER_UPDATE, POSITION_UPDATE, FILL_DOWNLOAD in JSON). Questions: 1. Best practice for gap-free logging like native log? 2. ACSIL extensions for passive capture or direct log access? 3. DTC messages/sequences to replicate log tabs? Samples/gotchas? 4. Automated export alternatives for real-time? Thanks for insights! |
| [2025-08-25 19:42:34] |
| Sierra_Chart Engineering - Posts: 20734 |
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There is not a way to do all that you want. Certainly you can access trade statistics and trades, from ACSIL: Automated Trading From an Advanced Custom Study And with the DTC Server, you can receive order update messages: Data and Trading Communications (DTC) Protocol Server Otherwise, there is no other information we can provide. 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 Date Time Of Last Edit: 2025-08-25 19:42:44
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