Support Board
Date/Time: Thu, 03 Jul 2025 11:37:29 +0000
Post From: Execution architecture questions
| [2021-02-22 02:42:33] |
| User5044343 - Posts: 68 |
|
The signals are generated and then stored to a file and influxdb. They can be streamed to other places as well (message queue, mysql, etc). I can have them in a file on the local machine if it makes it easier. Signals are every second, but I would like to see them on a tick chart and on a longer time frame chart (1m, 5m, etc). I can have them aggregated as a seperate signal if needed, but I would need to see them intra-bar, no6 after the time interval closes. Signals in influxdb and the file are stamped, so replay isn't an issue. Exchange timestamps are used from tick data so there no time syncing issues later. Im happy to pay someone to get on a call to go over what the possibilities are, as that is my biggest gap right now to understand how Sierra can read, store these signals. Ideally I would push them into Sierra's internal db and then it would get handles by Sierra. Other ideal situation is I connect as a DTC server and have Sierra fetch whenever it needs to for historical, and serve realtime signals with no delays. But the only way I'm aware that would work is if I pretended the signals are seperate instruments. Ideal = no delay betwen when the signal is produced to when it shows up in Sierra. There are different models producting these signals so it complicates it a bit. Happy to answer more questions to better explain what I'm trying to accomplish and with what. I have done some basic order execution via DTC and based on order management issues via ASCIL it may be easier for me to do it externally ( moving stops trails, attaching OCOs based on other signals, going flat baed on other external signals) |