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Direct MessagesDate/Time: Sun, 28 Apr 2024 21:45:45 +0000
Post From: SC PROXY for executing orders as fast as possible
| [2013-08-29 10:02:06] |
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We need to understand where the order will originate from. Does it originate from an ACSIL trading system? Sierra Chart is already more than fast enough as it is to support high-frequency trading with the use of sc.OnExternalDataImmediateStudyCall: http://www.sierrachart.com/index.php?l=doc/doc_ACSIL_Members.html#scOnExternalDataImmediateStudyCall So there is no need for an HFT version. is when using the acsil function immediate execution the bid/ask referring just to ohlc prices or either a change of the bidvol/askvol/volume or custom study will trigger the execution at refresh interval (currently every 40ms) Any data that is received from the connected data service that updates the chart bar will cause an immediate call into the study function. No delay. it would be nice if the Superlight SC for HFT will be released This is very difficult to support. You have to run a separate copy of Sierra Chart to be connected to different trading services at the same time.to have the option to connect to multiple dts even just for orders and to be able via acsil to choose for every new order to which dts to send the order, or to send at the same time multiple orders to multiple dts We will support a chart update interval down to 10 ms for now. This will be in 1017. Do you want to do something like have your own custom data feed and trade through like Currenex or something? This is possible. We could create a special internal service client that uses GSP for data and trades through Currenex. This is just an example. 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: 2013-08-29 10:02:48
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