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Direct MessagesDate/Time: Tue, 21 May 2024 07:45:03 +0000
Direct connect to FXCM ( To read Prices ), High Frequency Trading
View Count: 2117
| [2016-01-27 19:45:50] |
| User368248 - Posts: 46 |
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Hello. I am finishing my system ( Trading Hedge ) but I need to read the prices at 1ms max from source. FXCM its on NY ( 1 ms from myVPS) myVPS its on NY too Your Proxy fxcm2.sierracharts.com using as gateway for read prices from FXCM its located on Chicago ( 25 ms from me and from FXCM too ) So, If I want to read a price then I receive a tick with 50ms delay . ( I know 50ms may appear very low but I need to read at 1 ms or less) I want to request 2 posible solutions: a) If its absolutly necesary read prices via sierrachart servers then please put/move a fxcm3.sierracharts.com to NewYork. or b) Allow to customers with FIX FXCM Real Accounts ( as me ) have direct conection to Data Server FXCM, this its to fixreal.fxcorporate.com. Thanks in advance. |
| [2016-01-28 04:52:49] |
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Just give us a couple of days and we will give you the ability to connect to the FXCM price feed directly. This capability exists but we just have to enable it for the version for users. 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 |
| [2016-01-28 05:07:06] |
| User368248 - Posts: 46 |
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Thanks, this its a excelent information. I will wait. Thanks.! |
| [2016-01-29 06:04:40] |
| User368248 - Posts: 46 |
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Hello. Any Update for test tomorrow at NYork Session? Thanks. |
| [2016-01-29 17:40:36] |
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We are not going to have this ready until Monday or Tuesday.
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 |
| [2016-02-01 19:01:26] |
| User368248 - Posts: 46 |
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Thanks, I wait today or tomorrow. Best regards. |
| [2016-02-01 19:18:11] |
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This is available now. Update Sierra Chart with Help >> Download Prerelease: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate There are new settings in Global Settings >> Data/Trade Service Settings >> Connection Details to support this. Make sure you specify the Market Data Sender Comp ID. We assume you are technically competent enough to understand the settings and to have them set properly. 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: 2016-02-01 19:19:51
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| [2016-02-01 19:54:01] |
| User368248 - Posts: 46 |
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Thanks. I already connected,( I configured Market Dat Sender Comp ID ). I see now connection to :9030 port, I receive now rates but I see diferent spread. With your servers ( Use Data Feed 2 true ) spread its about 0.3 pips ( average ) With direct to fxcm ( Use Date feed 2 false & Direct FIX true ) = 1.3 pips Why is this diference? I noted in TerminalStationII ( fxcm ) the spread its 0.3 Thanks in advance |
| [2016-02-01 20:04:19] |
| User368248 - Posts: 46 |
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I am also noting still traffic to ds5.sierracharts.com:443 similar to fixreal.fxcorporate.com:9030. My config its: Use Data Feed 2 = False Use Direct FIX = True Maket Data Sender = XX_YYYY_client |
| [2016-02-01 20:10:46] |
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When using the direct FIX connection for market data, "Use Data Feed 2" is ignored. Restart Sierra Chart and only open a chart for one symbol. After that post a copy of the Message Log so we can confirm the market data connection. Here are instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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 |
| [2016-02-01 20:11:39] |
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Refer to the prior post. Also, in regards to the spreads, we cannot comment on that at all. You must completely rely upon FXCM for any questions in regards to that. 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 |
| [2016-02-01 20:17:42] |
| User368248 - Posts: 46 |
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This its the log, I noted still connected to dsx.sierracharts servers: Thanks ========================= Software version: 1363 | 2016-02-01 14:12:55 Uses New Spreadsheets | 2016-02-01 14:12:55 Usage end date: 2016-02-27 | 2016-02-01 14:12:55 Enabled for: Advanced Features. | 2016-02-01 14:12:55 Enabled for: Advanced Features 2. | 2016-02-01 14:12:55 Enabled for: Sierra Chart Historical Data Service. | 2016-02-01 14:12:55 Allow Support for Sierra Chart Data Feeds is disabled. | 2016-02-01 14:12:55 Current selected Data/Trading service: FXCM FIX Trading | 2016-02-01 14:12:55 Chart Update Interval: 10 | 2016-02-01 14:12:55 Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2016-02-01 14:12:55 2016-02-01 14:12:59 Local computer time | 2016-02-01 14:12:55 2016-02-01 20:12:59 Local computer time in UTC | 2016-02-01 14:12:55 2016-02-01 14:12:59 Local computer time in SC Time Zone | 2016-02-01 14:12:55 2016-02-01 20:12:59 Server time in UTC | 2016-02-01 14:12:55 Local computer UTC time and Server UTC time difference: 0 seconds. | 2016-02-01 14:12:55 Program path: C:\SierraChart\ | 2016-02-01 14:12:55 Data Files path: C:\SierraChart\Data\ | 2016-02-01 14:12:55 OS Version Number: 6.1 | 2016-02-01 14:12:55 Locale Information: C | 2016-02-01 14:12:55 Checking for new symbol settings for fxcm | 2016-02-01 14:12:55 HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236 | 2016-02-01 14:12:55 HTTPS connection to www.sierrachart.com:443 (3) | Connected. | 2016-02-01 14:12:55 HTTPS connection to www.sierrachart.com:443 (3) | Starting TLS 1.2 connection. | 2016-02-01 14:12:55 HTTPS connection to www.sierrachart.com:443 (3) | SSL connection established. | 2016-02-01 14:12:55 Symbol settings are up-to-date for fxcm | 2016-02-01 14:13:00 HTTPS connection to www.sierrachart.com:443 (3) | SSL connection closed by remote side. | 2016-02-01 14:13:05 HTTPS connection to www.sierrachart.com:443 (3) | SSL object has been freed. SSL state is now disconnected. | 2016-02-01 14:13:05 HTTPS connection to www.sierrachart.com:443 (3) | Shutdown and closed. | 2016-02-01 14:13:05 FXCM FIX Trading | Connecting to market data server fixreal.fxcorporate.com. Port 9030. | 2016-02-01 14:13:13 FXCM FIX Data socket (0) | Resolved address fixreal.fxcorporate.com to IP 204.8.241.24 | 2016-02-01 14:13:13 FXCM FIX Data socket (4) | Connected. | 2016-02-01 14:13:13 FXCM FIX Data: Sending the Logon message. | 2016-02-01 14:13:13 FXCM FIX Data: Session connected. Sending logon user request. | 2016-02-01 14:13:13 FXCM FIX Data | User status: 0 CFD_U10R1_2ABBDB650CDD68D8E0537C293C0AFF84_02012016201313968257_;20;356575; | 2016-02-01 14:13:14 FXCM FIX Data: Requesting trading session status. | 2016-02-01 14:13:14 FXCM FIX Data: Connected. | 2016-02-01 14:13:14 FXCM FIX Trading | Connecting to trading server fixreal.fxcorporate.com. Port 8030. | 2016-02-01 14:13:14 FXCM FIX Trading session socket (0) | Resolved address fixreal.fxcorporate.com to IP 204.8.241.24 | 2016-02-01 14:13:14 FXCM FIX Trading session socket (5) | Connected. | 2016-02-01 14:13:14 Trading session mode: Production. | 2016-02-01 14:13:14 Trading session status: Open. | 2016-02-01 14:13:14 FXCM FIX Trading session: Sending the Logon message. | 2016-02-01 14:13:14 FXCM FIX Trading session: Session connected. Sent User Request (BE) message. | 2016-02-01 14:13:14 FXCM FIX Trading session | User status text from BF message: 0 CFD_U10R1_2ABBDB650CDE68D8E0537C293C0AFF84_02012016201314397910_;20;356575; | 2016-02-01 14:13:14 FXCM FIX Trading session: Requesting trading session status. | 2016-02-01 14:13:14 FXCM FIX Trading session: Connected. | 2016-02-01 14:13:14 FXCM FIX Trading | Connected to data and trading server. | 2016-02-01 14:13:14 Trading session mode: Production. | 2016-02-01 14:13:14 Trading session status: Open. | 2016-02-01 14:13:14 Using Bid/Ask average for last trade price for EURUSD | 2016-02-01 14:14:03 FXCM FIX Trading | Starting real-time market data updates for: EURUSD. ID: 1 | 2016-02-01 14:14:03 FXCM FIX Trading | Connecting to the server ds3.sierracharts.com. Port 443 | 2016-02-01 14:14:03 Intraday data recording state for symbol EURUSD is set to download 'Pending'. | 2016-02-01 14:14:03 HD Request # 2 | Downloading Intraday chart data for EURUSD to the file EURUSD.scid. Service: fxcm | 2016-02-01 14:14:03 HD Request # 2 | Download start Date-Time: 2016-02-01 14:14:03.000 | 2016-02-01 14:14:03 HD Request # 2 | Using server: ds4.sierracharts.com port 10149 | 2016-02-01 14:14:03 Socket (0) | Resolved address ds3.sierracharts.com to IP 65.182.172.164 | 2016-02-01 14:14:03 Socket (0) | Resolved address ds4.sierracharts.com to IP 204.11.49.26 | 2016-02-01 14:14:03 Socket (7) | Connected. | 2016-02-01 14:14:03 HD Request # 2 | Sending historical data logon request message. | 2016-02-01 14:14:03 Socket (6) | Connected. | 2016-02-01 14:14:04 FXCM FIX Trading | Connected to server. | 2016-02-01 14:14:04 FXCM FIX Trading | Sending Encoding Request to server | 2016-02-01 14:14:04 FXCM FIX Trading | Setting DTC Encoding to Binary VLS | 2016-02-01 14:14:04 FXCM FIX Trading | Sending logon request message. | 2016-02-01 14:14:04 HD Request # 2 | Requesting Intraday data. Start Date-Time: 2016-02-01 14:14:03. Record interval: 0. Symbol: EURUSD | 2016-02-01 14:14:04 Socket (7) | Shutdown and closed. | 2016-02-01 14:14:04 The network socket for historical data has been closed. | 2016-02-01 14:14:04 HD Request # 2 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for EURUSD | 2016-02-01 14:14:04 HD Request # 2 | Intraday download COMPLETE for EURUSD. Completion time: 1s. Unique request ID: 1 | 2016-02-01 14:14:04 Removed historical data download ID 1 | 2016-02-01 14:14:04 Real-time Intraday chart data file updates started for EURUSD | 2016-02-01 14:14:04 Intraday chart data file opened for EURUSD | 2016-02-01 14:14:04 FXCM FIX Trading | Received logon response. | 2016-02-01 14:14:04 FXCM FIX Trading | Server Name: SC Real-Time Server. | 2016-02-01 14:14:04 FXCM FIX Trading | Server protocol version: 7. Client protocol version: 7 | 2016-02-01 14:14:04 FXCM FIX Trading | Successfully connected. | 2016-02-01 14:14:04 Intraday data recording state for symbol EURUSD is set to download 'Pending'. | 2016-02-01 14:14:04 FXCM FIX Trading | Restarting real-time data updates for symbol: EURUSD | 2016-02-01 14:14:04 HD Request # 3 | Downloading Intraday chart data for EURUSD to the file EURUSD.scid. Service: fxcm | 2016-02-01 14:14:04 HD Request # 3 | Download start Date-Time: 2016-02-01 14:14:04.000 | 2016-02-01 14:14:04 HD Request # 3 | Using server: ds5.sierracharts.com port 10149 | 2016-02-01 14:14:04 Socket (0) | Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2016-02-01 14:14:04 Socket (8) | Connected. | 2016-02-01 14:14:04 HD Request # 3 | Sending historical data logon request message. | 2016-02-01 14:14:04 HD Request # 3 | Requesting Intraday data. Start Date-Time: 2016-02-01 14:14:04. Record interval: 0. Symbol: EURUSD | 2016-02-01 14:14:05 Socket (8) | Shutdown and closed. | 2016-02-01 14:14:05 The network socket for historical data has been closed. | 2016-02-01 14:14:05 HD Request # 3 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for EURUSD | 2016-02-01 14:14:05 HD Request # 3 | Intraday download COMPLETE for EURUSD. Completion time: 0s. Unique request ID: 2 | 2016-02-01 14:14:05 Removed historical data download ID 2 | 2016-02-01 14:14:05 Real-time Intraday chart data file updates started for EURUSD | 2016-02-01 14:14:05 Intraday chart data file opened for EURUSD | 2016-02-01 14:14:05 =========== |
| [2016-02-02 00:42:57] |
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This will be solved in the next release coming out tomorrow.
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 |
| [2016-02-02 00:53:14] |
| User368248 - Posts: 46 |
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Thanks, I wait tomorrow for release.
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