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Date/Time: Mon, 29 Apr 2024 11:53:30 +0000



bookmap in sierrachart

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[2015-09-13 19:07:10]
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.
[2015-09-16 03:36:06]
Empty - Posts: 27
Futurestrader77 I don't know a lot about Bookmap, but my guess is the Bookmap folks would need to implement a DTC Client to make this work.
[2015-09-16 03:38:57]
Empty - Posts: 27
Norvik, I finally got things building. Wasted a bunch of time on a dumb bug in VisualStudio when you reinstall 2010 after you've installed a later version. I'm working on the DTC Client piece now. It's pretty involved as I'm sure you know. According to SC Support they plan to have a version of the client available fairly soon. That would certainly help things. Thank you for the link to the NxCore JTools projects. I wasn't aware of those, although I have worked with NxCore before.
[2015-09-16 20:04:04]
norvik_ - Posts: 106
Empty, this bug? http://howtofix.pro/fixedfatal-error-lnk1123-failure-during-conversion-to-coff-file-invalid-or-corrupt
As for client example from DTC Team we are still wating, I found very professional made and clear Winsok classes on codeproject.com . You need only add DTC procedures to the ProsessEvents() function.
attachmentcSoket.7z - Attached On 2015-09-16 20:04:01 UTC - Size: 11.95 KB - 545 views
[2015-09-16 20:09:49]
Empty - Posts: 27
Norvik, exactly that bug. :)

Thanks for the link to the Socket code. I've been doing something pretty similar, but I will dig into this a bit more. Much appreciated.
[2015-09-16 20:22:04]
Empty - Posts: 27
Norvik, I looked over the attached code. It's really well written. I think I'll move my stuff over to this structure. Thanks again for providing it.
[2015-09-27 05:05:40]
Empty - Posts: 27
Norvik,

I've been very busy the past few weeks, so I'm not as far along as I hoped. I used the socket code you referenced and modified it to work as a DTC client. It only implements a few structures but it's pretty straightforward from here. It does the login, encoding, heartbeat, and shows how you work with the structures. Sierra made DTC pretty simple and I don't expect many issues.

My next steps are applying it to the code you supplied. Hopefully this sample will make working with DTC clear. There could be problems, and I have not provided a lot of error checking, but the main goal was to get it working.

Thanks,

Empty
attachmentDTCClient.7z - Attached On 2015-09-27 05:00:27 UTC - Size: 43.02 KB - 553 views
[2015-09-27 20:36:43]
norvik_ - Posts: 106
Empty, thank you for this example, it will help me make faster complete programm. I would like create an opensource client with four base windows, tickchart, tape, bookmap and DOM, so that SC users will have an ability cutomize it by any way.
[2015-09-28 03:30:49]
Empty - Posts: 27
Norvik,

I was thinking about doing something similar. If you end up setting up an opensource repository, I would love to help out. Keep me posted.

Empty
[2015-11-07 23:11:05]
User75949 - Posts: 108
An historical and realtime graphic representation of limit orders like VELOX PRO BOOKMAP would be a real very important feature in SIERRA CHARTS. It is something that short term traders now cannot ignore.
[2015-11-09 08:50:57]
chris12 - Posts: 51
WIth Ninja Trader (example), bookmap is used like an indicator (among others)…why SC won't do the same ?? please
[2015-11-09 15:53:38]
Empty - Posts: 27
chris12 you could implement it that way if you were inclined. What we were trying to do is implement it out of process using the DTC protocol.
[2015-12-09 09:57:12]
User75949 - Posts: 108
any news on Bookmap Implementation in Sierra Charts? Bookmap or and indicator similar to it. unfortunately I'm not a programmer so I cannot contrubute...but it would be really a useful feature to add that could make SC really a coplete piece of software comparing to the competitors
[2015-12-09 10:25:53]
Outlander - Posts: 91
I am told that the Sierra/Transact version should come soon. Regards Outlander
[2015-12-09 10:48:19]
User75949 - Posts: 108
Tks Outlander, it will be only for Transact clients?
regards
[2015-12-09 10:59:41]
Outlander - Posts: 91
Well I am not sure. As I am using Transact I have asked for that version. I get the data from Transact and trade with Transact. But Infinity get the data from Transact so they might work. Regards Outlander
[2015-12-09 11:03:08]
User75949 - Posts: 108
Ok Outlander but who will make the indicator, Sierra Charts? regards
[2015-12-09 11:09:16]
Outlander - Posts: 91
Bookmap is a stand alone software no indicator.So it has only to support your date feed from your broker. Regards Outlander
[2015-12-09 11:24:21]
User75949 - Posts: 108
Ok Outlander, sorry my post wasn't clear ;) yes I know that Veloxpro Bookmap is a standalone software, I was looking for something similar built in in Sierra Charts software, but it seems that Sierra is not interested in developing it for now...
I use Rithmic Datafeed.
regards
[2015-12-09 11:39:40]
Outlander - Posts: 91
Np, I do not know anything else that looks as good as Bookmap. A indicator that does the same job might be hard to create in Sierra. Regards Outlander
[2015-12-09 14:04:50]
User75949 - Posts: 108
actually I think that the original idea was from Linsoft
https://www.linnsoft.com/techind/tint
with Trail of Intention that is actutally the same thing

but bookmap I suppose got their idea and developed it better...
[2016-02-29 11:31:56]
User420820 - Posts: 1
Jigsaw has a version called Auction Vista now, so it would be good if sierra could build a similar indicator soon
[2016-03-05 07:47:56]
Futurestrader77 - Posts: 126
Perhaps Sierra Chart can contact Bookmap and / or Jigsaw, so they can offer their tools for Sierra Chart too like they do already for other platforms.
[2016-03-05 08:25:19]
User75949 - Posts: 108
This could be something... but I think that they should seriously thinking on creating their own bookmap, once the idea is out, it is relatively easy to implement it, Linsoft had the idea, Velox Pro developed it very well, Jigsaw that was already working on advanced feature to track OF added his own bookmap (Auction Vista)
I've been with Sierra for quite a bit of time I left Multicharts for Sierra because I saw them going foward faster than other, implementing always new things, this has been with market/volume profile with number bars etc...
But now I see them starting going too slowly...
Bookmap or Auction Vista that is actually the same thing, the historical DOM with executions will become very soon a standard, so I think it is important to think about it... IMHO
[2016-03-05 08:29:08]
Sierra Chart Engineering - Posts: 104368
We are planning this. It is expected to come out sometime this year.
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
[2016-03-05 17:02:43]
User75949 - Posts: 108
hope soon ;)
I trade and also do some trading education, I directed many people to sierra, since I use it from some years.
Now we plan to use this OF tool for our trading and therefore on our mentoring but I think we are forced to go to Jigsaw Auction Vista.

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