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Date/Time: Sat, 27 Apr 2024 15:39:58 +0000



[Locked] - DTC Protocol

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[2016-06-16 08:37:19]
Sierra Chart Engineering - Posts: 104368
If you are writing a DTC Client for Sierra Chart you just need to set Global Settings >>Data/Trade Service Settings >> SC Server Settings >> Encoding to the encoding you want to use and you do not need to send the encoding request at all.
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
[2016-08-10 00:47:14]
ejtrader - Posts: 688
Still looking for any example code to be populated at this link. It's been really a very LONG wait on this..

Looking for a DTC server example code..


http://www.dtcprotocol.org/#DTCProjects
[2016-08-12 04:53:40]
Sierra Chart Engineering - Posts: 104368
Due to our development schedule, there is no way we can possibly get this done at this time. Therefore, do not expect it will be done. You will be waiting at least another year or more.
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: 2016-08-22 08:00:53
[2016-08-22 08:00:18]
Sierra Chart Engineering - Posts: 104368
Post 77 has been revised.
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
[2017-01-09 16:00:16]
User69508 - Posts: 2
Dear Sierra,

I want to develop a trade copier/account manager software for Sierra, main feautre is to trade the master platform and send the orders to the clients. Read all what found about this, still have basic questions. First want to understand how the orders routed and sent to the broker. Got an C++ expert programmer, he can make it Im sure. Read the protocol manual but please clarify first is my thinking good or you can give better solution:

1. I still dont understand the connections, the clients must connect to their broker - if I set the connection to DTC server, how can the client trade its account?

2. Simplest solution looks to catch the orders from Sierra on the master account, make a server which send the data to the clients. Where can I get the trade window data?

3. Is the DTC capable for this purpose (control an instance for trading)?

thanks, Peter
[2017-01-22 20:30:10]
Sierra Chart Engineering - Posts: 104368
We apologize for overlooking this posting (#79).

You had posted into a very long discussion thread which is a sticky at the top of this board and sometimes postings under these conditions will get overlooked.

You really should have started a new Support Request. This way the questions will not be missed.

We need to understand what you are asking about better.

What do you mean by "master platform"? And what do you mean by this:
"send the orders to the clients"?

Specifically what is the client?

1. What do you mean by:
- if I set the connection to DTC server,

This is inconsistent with the Sierra Chart functionality. We need precise information to understand what you mean.

2. We are not understanding any of this. You need to be very clear about specifically how you are using Sierra Chart by specifying specific actions and settings.

In regards to Trade Window data, specifically what data are you referring to?

3.

Is the DTC capable for this purpose (control an instance for trading)?

It is possible to use Sierra Chart as a DTC server and for other Sierra Chart clients to connect to it to access the trading service which is used by Sierra Chart acting as a server.
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: 2017-01-22 20:31:26
[2017-05-18 02:16:58]
Sierra Chart Engineering - Posts: 104368
For the DTC Protocol Historical Data Server in Sierra_Chart, all encoding types are now supported including JSON and Google Protocol Buffers.
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
[2017-07-12 10:06:50]
Mack - Posts: 83
I'm interested in using Python to execute trades and retrieve data from SC. I'm just reading up on the DTC protocol and wonder if anyone has managed to use Python to connect to SC successfully. Would be very glad to get some pointers where to start.
[2017-07-12 16:19:40]
Sierra Chart Engineering - Posts: 104368
If you want to use Python, we recommend using Google Protocol Buffer encoding. Google Protocol Buffers do support Python.

We would not expect any difficulty.

References:
https://developers.google.com/protocol-buffers/
http://dtcprotocol.org/
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: 2017-07-12 16:20:34
[2017-07-14 18:05:58]
rhovega - Posts: 279
Is there a DTC server working code example coming soon? Its been two years. Be great to know if to wait for it or to look into alternatives. Thanks.
[2017-07-20 07:48:12]
Sierra Chart Engineering - Posts: 104368
No it would not come soon. This task has been put on hold indefinitely.
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
[2017-08-09 06:10:14]
User563013 - Posts: 11
Can I use DTC to pull indicator data from a chart? Or more specifically chart study data?
Date Time Of Last Edit: 2017-08-09 06:18:17
[2017-08-09 16:47:38]
Sierra Chart Engineering - Posts: 104368
No, for this you will need to use ACSIL:
Advanced Custom Study Interface and Language (ACSIL)
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
[2017-10-25 16:57:57]
AndrewAMD1 - Posts: 31
I have a technical question, as I am writing a DTC client for Sierra Chart.

Suppose I have a position of negative five lots, and I want to reverse it to positive five lots.

I see these enumerations:
TRADE_UNSET = 0
TRADE_OPEN = 1
TRADE_CLOSE = 2

Do I have to:
* Place two buy order of 5 lots each, one to close and one to buy?
* Place one order of 10 lots, unset? open? close?
Date Time Of Last Edit: 2017-10-25 16:59:06
[2017-10-25 18:06:40]
Sierra Chart Engineering - Posts: 104368
This depends upon the particular Trading service that the order is being submitted to.

Which one is that?

We would recommend using TRADE_UNSET and just one order.
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
[2017-10-25 18:39:26]
AndrewAMD1 - Posts: 31
I was hoping to write this client in a universal manner so that others can use it too with any broker/trading service. (If you must know, I'm doing a demo of CQC via Amp, and I'll probably buy into it at the beginning of next month.)

So is this a trial-and-error thing, then?
[2017-10-25 19:03:57]
Sierra Chart Engineering - Posts: 104368
Would be best therefore to use two separate orders in this case.
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
[2017-10-26 07:47:23]
Anne Gladbo - Posts: 9
Is there anyone out there who has succeded getting the data into Python using the DTC protocol? If so, would you be kind enough to put an example in Github (or similair) and post a link here - or post an example here.
It would be greatly appriciated! I have no experience whatsoever with protocol buffer or basically any of the other options mentioned in this thread.
Thanks!
[2017-10-27 11:27:13]
User754985 - Posts: 109
Would be best therefore to use two separate orders in this case.

This would be inefficient commissions- and slippage-wise.
Which Trading services supported by SC would really require 2 orders?
[2017-10-27 17:23:09]
Sierra Chart Engineering - Posts: 104368
In response to post #93, you could use JSON encoding to make it easier:
DTC Protocol: JSON Encoding

2 orders would be required for BitMEX and TD Ameritrade.
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
[2017-10-30 19:39:51]
AndrewAMD1 - Posts: 31
I'm writing code in C++, and the variable binary encoding is a little tricky to implement compared to fixed-struct binary. I'm wondering if it's worth my time to implement my trading client in variable.

Are there any rule-of-thumb performance metrics? Obviously, size will vary, but how much can I expect bandwidth to shrink using variable? That is, what percentage of fixed message size is a typical variable size?
[2017-10-31 01:05:56]
Sierra Chart Engineering - Posts: 104368
but how much can I expect bandwidth to shrink using variable?
Not by much because most messages are market data messages and do not use any strings to begin with.
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: 2017-10-31 01:06:08
[2017-11-30 17:17:59]
AndrewAMD1 - Posts: 31
Regarding specifically Sierra Chart's platform DTC servers:

How can my client perform sanity checks that the charting platform is indeed in TradeMode = LIVE, DEMO, or SIMULATED?

I tried sending a logon request with the TradeMode field set, and apparently my Sierra Chart ignored the (optional) field.
[2017-11-30 19:35:11]
Sierra Chart Engineering - Posts: 104368
There really is no way to know this from the DTC client. Trade Simulation Mode within Sierra Chart can be enabled and disabled at any time by the user.

The client is not notified of these changes and there is no message indicating the change of that state.
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: 2017-11-30 19:35:43
[2017-11-30 19:39:57]
Sierra Chart Engineering - Posts: 104368
Really, it is the TradeAccount field with orders, which controls whether the order is intended to be simulated or not. Here is more information about that:
Using DTC Server for Data and Trading in Another Sierra Chart Instance: Using the Correct Trade Account (Rejections Related to Simulation Mode)
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

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