Support Board
Date/Time: Thu, 15 Jan 2026 23:02:35 +0000
Post From: DTC + ACSIL Integration
| [2026-01-15 12:39:38] |
| skalaydzhiyski - Posts: 117 |
|
Hi SC, Is there an approved/proposed way of integrating DTC with ACSIL. Example use case is -> Executing Automated Strategy from a Chicago based (or colocated) server with Teton where I have a custom event loop implemented with DTC for receiving market data faster than 10ms (the minimum chart update interval) and then I submit orders with ACSIL ? The order management system of Sierra is top notch and it would be amazing if it could be accessed as a shared library so that we don't have to run an instance of the GUI in order to use it... If latency with the exchange is about 1ms in the case of a colocated server, there is no point in paying the extra 9ms for receiving data before we can react. I know that is probably not in the plans, but I wanted to hear what you think nonetheless. (Any other method of getting faster than 10ms updates of market data will also be appreciated) All the best, Date Time Of Last Edit: 2026-01-15 12:41:53
|