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Direct MessagesDate/Time: Thu, 02 May 2024 14:02:03 +0000
Post From: Feature Request - Simulated feed & tick by tick replay
| [2015-10-24 06:28:26] |
| ejtrader - Posts: 688 |
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SC Team - Thank you for adding this functionality. I have to admit that SC is really a superior product in many ways. This is a way for us to know that we do not need to continue to look at the thread because we do not have the time be spending on feature requests that cannot be handled in the near term. Also, it is an indication to the user, not to expect the feature request anytime soon meaning at an absolute minimum it would be one year away.
For this - While I do agree you might not have to respond to all requests, as there is no real place holder for any feature requests that only YOU can include, there should be a section for users to request. What to do with them - accept for immediate development, delay for "x" months or reject would be your decision. But marking it as User discussion - Certainly not the correct way in my opinion. It should be easy for you to include couple of additional list items to these type of requests. Now coming to the replay capabilities - While including millisecond time stamp is good, it certainly can't replace true adhoc - "tick-by-tick" replay with 1 tick forward / 'x' ticks forward. I do agree that it would be a bit difficult to implement "rewind 'x' ticks" feature, but it should be somewhat straight forward to implement "forward 'x' ticks". Simply read "x" number of records from SCID file and process them (similar to the way you process T&S records). Any way you would be reading the records from SCID file to support replay feature. I would imagine it would be relatively easy for you to include "forward 'x' ticks" feature. Please see if you can consider this request, would be very useful. For example - an instrument like ES - might have 100 records in couple of milliseconds vs thinly traded instrument - which might have 1 trade record every 1 minute. If you take out the "time" element from replay - and just go with 1 tick - the processing logic would be same for both cases (read next 'x' records and process them). screencast.com/t/E9heg0gnAT Coming to DTC client/server capabilities - good to know that feature already exists. However, due to lack any usable examples are making it hard for me to build any code which uses DTC software. However tiny it is, if you could provide any example to read external data through DTC server, would be able to expand on top of it. As mentioned in DTC thread - would certainly welcome the working project that you are likely to implement. Thanks Date Time Of Last Edit: 2015-10-26 13:45:18
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