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bookmap in sierrachart

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[2015-05-22 18:34:47] #1 [Go To First Post]
josecuervo - Posts: 14
It would be interesting to have the posibility of using bookmap in sierra chart Can be posible??

[2015-05-22 20:40:02] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not know what this 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

[2015-05-24 11:17:33] #3 [Go To First Post]
sierra28 - Posts: 120
Really ?, you should. bookmap give especially an historical of limits orders in a chart to understand pressures and manipulations of algorithms. May give you some ideas.

[2015-05-24 15:45:07] #4 [Go To First Post]
nioko54130 - Posts: 108
good idea to get this kind of features!

[2015-05-24 16:31:28] #5 [Go To First Post]
norvik_ - Posts: 106
to forse this feacher works correct, it is nesessary connection to the SC relay server, becouse kind of study call in Sierra don't allows get all orderbook data. I have this bookmap as a separate *.exe file, but it works only with tickcharts and higher and gets data from chart by calling the dll. I can supply sources to someone who have higher programming skill and can write c++ DTC client , becouse we are still waiting a client example from SC developers. http://www.sierrachart.com/Download.php?Folder=SupportBoard&download=2521

[2015-05-24 17:11:19] #6 [Go To First Post]
nioko54130 - Posts: 108
to forse this feacher works correct, it is nesessary connection to the SC relay server, becouse kind of study call in Sierra don't allows get all orderbook data. I have this bookmap as a separate .exe file, but it works only with tickcharts and higher and gets data from chart by calling the dll. I can supply sources to someone who have higher programming skill and can write c++ DTC client , becouse we are still waiting a client example from SC developers. I don't know if the sierrachart support group could make that, and if they want it ; but it will be a really good improvment feature!! Date Time Of Last Edit: 2015-05-24 17:11:35*

[2015-05-24 23:06:08] #7 [Go To First Post]
Tintin - Posts: 23
+1 It should be awesome to have such a nice feature. Date Time Of Last Edit: 2015-05-24 23:09:30

[2015-05-25 13:11:48] #8 [Go To First Post]
DimonS - Posts: 19
+1

[2015-05-25 13:48:57] #9 [Go To First Post]
chris12 - Posts: 51
+1

[2015-05-25 13:56:09] #10 [Go To First Post]
Thib - Posts: 54
+1

[2015-05-25 14:17:37] #11 [Go To First Post]
nioko54130 - Posts: 108
+10!!

[2015-05-27 16:40:45] #12 [Go To First Post]
sampater - Posts: 243
+1 !

[2015-05-29 18:41:16] #13 [Go To First Post]
Cavalry3162 - Posts: 523
sc support - here's a webinar, explaining that a bit.. https://www.youtube.com/watch?v=JCREw1lvNyk its more or less a history of the level2. sizes represented through color shading. Date Time Of Last Edit: 2015-05-31 15:14:35

[2015-05-30 20:51:12] #14 [Go To First Post]
Futurestrader77 - Posts: 126
+1 ;-) Date Time Of Last Edit: 2016-05-16 19:50:27

[2015-09-11 15:31:14] #15 [Go To First Post]
mrhurley1 - Posts: 7
1

[2015-09-11 23:33:16] #16 [Go To First Post]
Empty - Posts: 27
Norvik I'd be willing to give it a try to attempt to connect to the relay server to get this data.

[2015-09-12 07:33:33] #17 [Go To First Post]
Cavalry3162 - Posts: 523
that sounds great, Empty and awesome work, norvik!

[2015-09-12 20:43:16] #18 [Go To First Post]
norvik_ - Posts: 106
Ок, Empty, it is here. I got original sources several years ago from NxCore forum from it creator and replace Nanex API with CQG API. It works fine. Date Time Of Last Edit: 2015-09-12 20:49:49


DepthMapper_SC.7z - Attached On 2015-09-12 20:40:24 UTC - Size: 100.11 KB - 1000 views

[2015-09-12 22:17:54] #19 [Go To First Post]
Empty - Posts: 27
Norvik, thanks. Although there's no examples for the relay server it looks fairly straightforward. It's unfortunate that you can't get market depth information directly.

[2015-09-13 02:32:00] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We see mention of the Sierra Chart Relay Server in this thread. Sierra Chart now also offers a full standard DTC Server which we are starting to document here: https://www.sierrachart.com/index.php?page=doc/doc_DTCServer.php 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

[2015-09-13 02:41:09] #21 [Go To First Post]
Empty - Posts: 27
Support, thanks for that link.

[2015-09-13 06:51:49] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We corrected the title of that page. It should have said DTC Protocol Server which it does now. 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

[2015-09-13 07:54:23] #23 [Go To First Post]
Futurestrader77 - Posts: 126
I use the Sierra Chart Data Feed. So it would be great to be able to connect Bookmap to Sierra Chart and use SC´s Data Feed. Could that be done?

[2015-09-13 17:56:03] #24 [Go To First Post]
Tintin - Posts: 23
Norvik, Thanks for the original sources. I got original sources several years ago from NxCore forum from it creator and replace Nanex API with CQG API. It works fine. My I ask you to elaborate what you use as CQG API ? (do you use the data client API or the continuum connect entreprise API ?) I use SierraChart with CQG datafeeds (continuum connect) and also use my CQG account for the FIX trading connection to place my orders. With my above configuration can I launch SierraChart and aslo run your DepthMapper program without any connections conflicts due to the twice CQG data connection or I miss something (I'm not a coder ...) ? Regards. Date Time Of Last Edit: 2015-09-13 17:59:44

[2015-09-13 19:07:10] #25 [Go To First Post]
norvik_ - Posts: 106
Tintin, the attached archive is part of code wich works by means of getting data from chart with ASCIL DLL. It is wrong way, it may increse CPU usage up to 50% on fast market. At one time I also made connection to CQG Trader API, it is COM based and not supported by CQG currently. Correct way to link this type of program to SC is making a TCP connection to the DTCServer. I am near the end with my own dtc client code, may by in a month it will be finished.

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