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Соединение по FIX протоколу с QUIK

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[2015-05-02 19:38:35] #1 [Go To First Post]
User61207 - Posts: 3
Добрый день, господа из техслужбы и службы продаж SC! Меня интересует вопрос связи SC c QUIK по FIX протоколу, для получения возможности торговли на Московской Бирже. Я как представитель одного из российских брокеров заинтересован в том, чтобы предложать своим клиентам качественный торговый терминал. Какое кол-во лицензий необходимо выкупить, чтобы вопрос по разработке FIX адаптора обрел актуальность? Возможен ли эксклюзивный дистрибутив на СНГ? Ответ желательно на русском.

[2015-05-03 03:54:59] #2 [Go To First Post]
ganz - Posts: 1048
SC Support This is not a User Discussion I believe. thanks.

[2015-05-03 07:16:34] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The user had marked it as a User Discussion. Ganz, We know that you have had discussion with us in regards to the Moscow Stock Exchange. We have to look at your prior threads, but what we need to know in order to support this, is who do we contact about this and how do we integrate to this? We know the protocol is FIX. But establishing the actual physical connectivity to the exchange is another matter. 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

[2015-05-03 08:06:16] #4 [Go To First Post]
ganz - Posts: 1048
SC Support There are two popular ways to do that: - Direct access to the Exchange help@moex.com http://moex.com/s442 ftp://ftp.moex.com/pub/FIX/Spectra/docs/ http://moex.com/s324 40$/mo for FIX 40$/mo for FAST so it looks quite expensive for a retail trader in Russia - Using most popular in Russia 3-rd party "gateway" to the Exchange from ARQA Technologies so-called QUIK sales@arqatech.com http://www.quik.ru/bank/modules/technological/fix/ But this solution should be based on a partnership with a broker. So it is up to you what to choose. Another aspect is the user interface. It should be ready for Cyrillic and it should be translated already. Also SC is not designed for a Stock market and it has no support for Linux/MacOS natively. I see no chances to be successful in this condition for SC as a new player in the Russian market at this moment of time and be careful to start doing business in Russia with unknown persons. imho With best regards. Date Time Of Last Edit: 2015-05-03 08:06:30

[2015-05-03 08:10:34] #5 [Go To First Post]
User61207 - Posts: 3
Спасибо за ответ

[2015-05-03 09:07:44] #6 [Go To First Post]
ganz - Posts: 1048
SC Support In case of the Direct access you should certify SC by asking for the form from the Exchange directly Then any trader will be able to ask for id and pass from any broker and will be able to use SC to trade MOEX

[2015-05-03 09:21:30] #7 [Go To First Post]
ganz - Posts: 1048
SC Support Regarding the historical data backfill for the MOEX Derivatives market: - The Official Exchange Data source http://moex.com/ru/orders?historicaldata - The proprietary formatted data source - as an example: https://www.zerich.com/internet-trading/trade-systems/qscalp-history.html the source format is described here http://www.qscalp.ru/store/qsh.pdf this is the MS DeflateStream based one

[2015-05-03 10:00:32] #8 [Go To First Post]
User61207 - Posts: 3
Ganz, спасибо еще раз. Вы дали хорошую информацию для размышления. Date Time Of Last Edit: 2015-05-03 10:01:45

[2015-05-05 02:25:27] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Ganz, Thank you for all the details. We will make a note of this. There is a lot involved and to study. We do not see this as something we can do near-term. 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

[2015-10-01 11:31:24] #10 [Go To First Post]
User411334 - Posts: 38
I see no chances to be successful in this condition for SC as a new player in the Russian market at this moment of time and be careful to start doing business in Russia with unknown persons. Here in Russia there is not much trading software to choose from. Free trading platforms which MOEX's brokers provide are outdated and poor quality/functionality. And from paid alternatives there is Volfix but it's expensive and it has no candlestick charts. SC has all the chances to become popular in russian trading community i think. It will definitely find it's audience.

[2015-10-01 13:04:48] #11 [Go To First Post]
ganz - Posts: 1048
User411334 возьмите в руки калькулятор и посчитайте сколько будет стоить подключить СЧ к РФР без закрытого АПИ. то, что Вы называете устаревшим и бесплатным, видимо квик, почти полностью соотвествут философии СЧ и даже более того, тк имеет QLua и pyQuik, чего у СЧ и близко нет. как нет ни сканера акций, ни опционной доски. а профильно-кластерные погремушки в широком ассортименте подрубаются к квику по дде. также есть онлайн и суррогаты типа кластердел.

[2015-10-01 18:33:15] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
One thing we want to point out is we have made a lot of progress with the development of the DTC Protocol: http://dtcprotocol.org/ It now supports Google protocol buffer encoding which has libraries for various languages: http://dtcprotocol.org/index.php?page=doc/doc_DTCProtocol.php#GoogleProtocolBuffers So it is easy for a developer to create a DTC compatible server supporting market data and trading which Sierra Chart can directly connect to. Even if we do not get to any development soon with Russian exchanges, very reliable interfaces can be developed by someone on the outside assuming they are a good programmer. The point is that Sierra Chart provides a highly reliable and well-organized interface for this. It cannot get any better than it is. 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: 2015-10-01 18:43:58

[2015-10-02 21:53:48] #13 [Go To First Post]
ganz - Posts: 1048
SC Support Thanx for the info. But IMHO the best way to be actual these days is open source projects and communities policy. Even MS does it that way. MOEX has the official terminal. The terminal has an ECMA/ISO based scripting language. It's crossp latform and for free. Most popular terminal in Russia is QUIK. It is pure C++/WinAPI based one. It has Lua VM so called QLua. It is able to open data streams and create tables with no any charts at all with an easy way. And it's able to make and to manage trades as well. There is pyQUIK python module in order to trade using ARQA servers. It's all for free. Also we are waiting for the official python wrapper for MOEX DMA API Cgate in the next 3-6 months. So these are standard and for free solutions. This way grows the user base: private traders and students. The another side of this coin are complex and heavy .Net based trading terminals. In most cases these have mentors and brokers ecosystem who has a simple answer and silly indy. So with all my respect to perfect technical details I see no future for DTC/SC in Russia. But I hope I'm wrong for US and other markets. With best regards.

[2015-10-03 00:43:28] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Microsoft software is not open source and certainly does not involve the community. And what is open source is so complex, it is of little value to be open source. There is always demand for quality well-written software which is properly supported at reasonable prices. So software does not have to be free to succeed. Sierra Chart is more than software at this time. We offer various data services as well which are included in the prices. We agree, if there is no initiative on our part to translate the user interface to Russian and integrate to Russian exchanges, that the growth of Sierra Chart in Russia will be minimal. If we hope someone is going to develop a DTC interface to bridge Sierra Chart to exchanges in Russia, this is not reasonable. We are only mentioning it as a technical possibility. To expand the market for Sierra Chart in Russia, several things need to happen. The user interface needs to be translated to Russian, that capability will come sometime next year. We need to have a representative in Russia who can market the software and collect payments in the local currency. We have a reseller program for that where we can offer Sierra Chart very inexpensively and make it in someone's business interest to do so. We also need to integrate to the Russian exchanges and that can be done although this is something that we would need some guidance on. Although not the low-level technical guidance. If you have a business interest in offering Sierra Chart in Russia and want to work with us on the above, let us know. Also, while this may sound good: But IMHO the best way to be actual these days is open source projects and communities policy. Good quality software is generally from a small group of people and is not necessarily open source. 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: 2015-10-03 08:32:16

[2015-10-03 13:45:38] #15 [Go To First Post]
ganz - Posts: 1048
SC Support Microsoft software is not open source and certainly does not involve the community. I meant they're starting to use Git, a linux kernel for their production systems, also they're opening CoreCLR and sponsoring some open source projects officially. Good quality software is generally from a small group of people and is not necessarily open source. DTC, Good quality software and so on. You see it all just as a developers project but I meant the reasons that traders need to use it and be a part of some useful public community. It should be a simple everyday tool. Python is the example. It's quite easy to study it and use it. It has A LOT of ready to use solutions for stats, science and so on. So any student or enthusiast will be happy to use one tool for most tasks he/she wants. Another SC issue is everything depends from a chart . Independent tables that could take/send logic from a buffer or a file would be a modern and efficient tool. imho.

[2015-10-09 21:45:14] #16 [Go To First Post]
norvik_ - Posts: 106
ganz, приветствую. Что то я не могу ответ Вам написать в личку на пауке, какие то глюки там последнее время. В принципе, интересно, но посмотрим, что они наваяют. Удачи.

[2015-10-09 21:57:16] #17 [Go To First Post]
ganz - Posts: 1048
norvik, здравствуйте. у меня есть примеры намыльте тестовое на email2ganz@gmail.com могу скинуть без либ получить представление для

[2015-10-23 10:24:16] #18 [Go To First Post]
ganz - Posts: 1048
SC Support If you have a business interest in offering Sierra Chart in Russia and want to work with us on the above, let us know. SC Support Due the geopolitical risks I see no future to waste the time for a foreign charting platform in case it is not an open source software. I'm in the process to support some efforts to do the python wrapper for DMA API from MOEX. Also QLua is the another good choice and it's free of charge. So it will be realy cool to see SierraChart's python module as an interface to some markets. And it should be for fee. It is a big mistake to base on charts and on 'well written code' in the future because of GUI Libs Hell. QT/GTK/WPF will be always too buggy to use it for that. imho. With best regards.

[2015-10-23 18:57:43] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Thank you for the information. Due the geopolitical risks I see no future to waste the time for a foreign charting platform in case it is not an open source software. Not sure how a geopolitical risk would be a problem. Could you give us a specific scenario. Also Sierra Chart is geographically distributed both with people and servers. Also, even if you have the source code for a large and complex program, unless you have the original developers for the software, you will struggle with it. 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: 2015-10-23 19:02:17

[2015-10-23 21:45:18] #20 [Go To First Post]
ganz - Posts: 1048
SC Support This is very kind reaction and I appreciate it. So ... :) Not sure how a geopolitical risk would be a problem. First of all I'm absolutely sure that Russia will never leave our people in Crimea. NEVER! Also now we see as our US "partners" sent some militaries near to our borders and then they're calling us as aggressors :) I really dislike all that geopolitical crap but it is the reality. Could you give us a specific scenario 1. So that "partners" have promised to ban Russia from SWIFT and international finance system. 2. Our gov does some steps to prepare national network in case it will be banned as well. Also, even if you have the source code for a large and complex program, unless you have the original developers for the software, you will struggle with it. Absolutely. But the best tool to do some analysis and construct a robust trading system is a Linux based one. Also I think it's more adequate to support some universal solutions as python is. I like the way SC Team does the job but at this moment I disagree the direction you've choosen. Novice and dummy will never wants high quality and some discomfort. Experienced traders, students and enthusiasts wants freedom and universality I believe (As Ayn Rand says in The Fountainhead :) ) So it was the reason to offer you some custom solutions to find new users in another world where NT, MC and others has no advantages. imho. With best regards.

[2016-07-30 17:18:27] #23 [Go To First Post]
norvik_ - Posts: 106
Пока что ради удовлетворения любопытства как это будет выглядеть, начал писать коннектор Plaza-DTC-SC. Думаю через 2-3 недели что то вроде пре-альфа версии выложу. Будет только маркет дата пока , там посмотрим.

[2016-07-31 07:23:46] #24 [Go To First Post]
ganz - Posts: 1048
norvik 1. как бизнес это не взлетит 2. нового узнаете немного 3. схемотехнически это сакс "покайтесь и отступитесь ... " пока не поздно :) Date Time Of Last Edit: 2016-07-31 07:24:04

[2016-07-31 15:18:52] #25 [Go To First Post]
norvik_ - Posts: 106
ganz, согласен, бызнесом тут не пахнет. На хрен платить за плазу, когда можно бесплатно практически то же самое получить из квика по дде(без левел2, правда). Да и вообще платить наши сограждане не любят, ну и кризис сейчас. Просто хочу результат пощупать в СЧ, благо товарищ мой презентовал мне оберточку на плюсах для плазы, которая значительно облегчила, как Вы говорите сакс с этой мудреной сущностью. А что касается возможной реализации впоследствии торговых функций, то вроде есть уже открытый бинарный протокол на основе fix , без всяких роутеров и прочих костылей все реализуется довольно красиво, я думаю. p.s. да и потом, я уже почти закончил, времени пару дней всего убил. Date Time Of Last Edit: 2016-07-31 15:23:13

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