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Date/Time: Sat, 21 May 2022 22:01:58 +0000



[User Discussion] - Time and Sales Time Not Updating For Bid/Ask Changes

View Count: 2256

[2013-05-27 18:06:17]
bfalk - Posts: 33
As the title says. At least for IQFeed, the time always shows the time of the last trade. I'd love for this to show the time of the bid/ask record (when showing bid/ask records).

-Brandon
[2013-05-27 18:53:37]
Sierra Chart Engineering - Posts: 102808
Really IQ Feed data feed is not efficient. They really should use GSP:
https://www.sierrachart.com/index.php?l=doc/doc_GeneralDataTradeServiceProtocol.php

We can add support for this, but it's going to increase the real-time processing load. Maybe not by much, but there are 2 additional textbased time fields which have to be processed.
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: 2013-05-27 18:54:08
[2013-05-27 19:02:45]
bfalk - Posts: 33
I've got some high performance IQFeed parsers. I'll write a local proxy for IQFeed->GSM in C and open source it. I'll leverage the millisecond level data. As well as level 2 for equities.

Depending on how free I am this week, it shouldn't take too long.

-Brandon
[2013-05-27 22:22:43]
Sierra Chart Engineering - Posts: 102808
Sierra Chart code, does process IQ feed very fast. It is high-performance. We will go ahead and implement the processing of the bid and ask timestamps.

Also, we do also plan to make open source, any GSP servers that we write. We are working on one now for Rithmic.

So therefore we recommend that you wait until we get the Rithmic one done and then you can use it as a model that you will use for one for IQ Feed or for any other service. It would be best to wait, because really we know the best way that a GSP server should be designed.

We are going to do our best to get it out by the end of the week.


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: 2013-05-27 22:23:46
[2013-05-27 23:51:00]
Sierra Chart Engineering - Posts: 102808
The time for IQ Feed Bid and Ask quote data is now implemented.
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
[2013-05-28 00:08:44]
ejtrader - Posts: 682
SC Team - Can you please elaborate a bit about this? Is my assumption correct that instead of default Rithmic API - you are working with Rithmic Team to implement GSP based solution for it?

Thanks


Also, we do also plan to make open source, any GSP servers that we write. We are working on one now for Rithmic.

Date Time Of Last Edit: 2013-05-28 01:00:48
[2013-05-28 00:45:14]
Sierra Chart Engineering - Posts: 102808
We are developing a server executable program that runs on the client-side and still uses the Rithmic API.

It would be an absolute incredible accomplishment if we could convince Rithmic to use GSP. Doubtful they would, at least not for a long time.
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
[2013-05-28 01:09:25]
ejtrader - Posts: 682
Very Very interesting.. Thank you for your efforts in this regard.

Further questions on this:
- Does this new Client Side executable you are building - Can we be able to build - own code to interact with this "executable" or only SC can interact with it?
- To elaborate - can any external interface can be written to send customized instructions either to extract some data or send some data through this executable to the feed of choice?

Thanks
Date Time Of Last Edit: 2013-05-28 01:11:10
[2013-05-28 08:18:41]
ganz - Posts: 1048
Hello SC Support

This would be very interesting and helpful.

Will it use a WinAPI part /windows specific/ as tiny as possible?

Thank you.
[2013-05-28 08:51:37]
Sierra Chart Engineering - Posts: 102808
It will use Windows API and MFC. It will be small, but the Rithmic libraries are rather large.
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
[2013-05-28 09:18:28]
ganz - Posts: 1048

Looks like there is an ability to build the libraries for Linux, for exmpl: https://github.com/ZenFire/cpp_examples

Thank you for the info.

[2013-05-28 09:29:19]
Sierra Chart Engineering - Posts: 102808
Rithmic does support the major OS platforms. They do have a version of their libraries for Linux.


So it therefore it would be possible to create a GSP server on Linux which uses the Rithmic Linux libraries. And then Sierra Chart connects to that with a network socket. This should work rather well.

We will build the Windows one, and anyone else is free to create a Linux one.
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: 2013-05-28 09:29:41
[2013-05-28 09:36:55]
ganz - Posts: 1048
It's clear.

Thank you.

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