Login Page - Create Account

Support Board


Date/Time: Thu, 25 Apr 2024 00:55:49 +0000



[Locked] - Introduction to DTC Server and Multiple Sierra Chart Instances

View Count: 3693

[2016-03-19 18:21:56]
Sierra Chart Engineering - Posts: 104368
We have completed the development of the DTC Server in Sierra Chart.

There still is some more testing we are doing. However, at this point in time it is considered complete and ready for use for real-time market data, historical price data, and trading.

We will be adding to our documentation and maybe making a video or two for this capability.

This is the current documentation:
https://www.sierrachart.com/index.php?page=doc/doc_DTCServer.php#UsingDTCServerForDataAndTradingInAnotherSCInstance


Basically it allows the market data and trading functionality in one instance of Sierra Chart to be shared with others. This can be on the same computer or across the Internet. So you are now able to share the external market data or trading connections with other instances of Sierra Chart.

Information about the DTC protocol can be found here:

http://dtcprotocol.org/

One use of this would be to run Sierra Chart on a server with reliable connectivity and share the connection with other instances of Sierra Chart.

For trading, this effectively creates server-side OCO and bracket order functionality. So you can create this capability for Trading services that do not support this or do not do it very reliably.

Another advantage is that the instance of Sierra Chart which is connected directly to the main trading service will maintain long-term order fill history, dependent on Global Settings >> General Trade Settings >> Number of Days to Save in Trade Activity Log, and that order fill history can be shared with other instances of Sierra Chart so you have consistent order fill history among instances of Sierra Chart.

This is the kind of configuration which we use for LMAX and FXCM. Although the particular version of Sierra Chart that runs on a server is programmed to handle multiple user authentication and maintains a logical separation between trading accounts.

The communication protocol used is an open specification protocol meant for adoption by the industry.

Therefore, you can see the advantages of the DTC Server and Client functionality we have developed and the use of a well-designed communication protocol.


----
Sierra Chart version 1383 is now available. You need to update to the latest prerelease for this. Here are instructions:

https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate


There is a new command available: File >> New Instance.

This command will start a new instance of Sierra Chart in a subfolder named SierraChartInstance_#. Where the # is the instance number.

This is a completely separate and independent running instance of Sierra Chart which connects to the primary instance through the DTC Server to receive market data and to support trading.

Simulated trading will still be handled within the running instance itself and not use the DTC server.

Although if the primary instance has Trade Simulation Mode enabled and one of the sub instances that has been started has Trade Simulation Mode disabled, then Orders submitted from this sub instance will be simulated in the primary instance.

This instance of Sierra Chart has its own data files, configuration files and Chartbooks. It runs as a completely separate process and can be moved to any monitor if you have multiple monitors.
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: 2016-03-19 23:39:17
[2016-03-19 18:29:04]
Sierra Chart Engineering - Posts: 104368
The prior post has been updated.
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
[2016-03-19 23:08:41]
Sierra Chart Engineering - Posts: 104368
As we indicated for LMAX and FXCM, on our server we use a version of Sierra Chart which supports multiuser authentication through the DTC Server and trading account separation for order routing through a single FIX connection.

Any broker which is interested in this kind of order routing configuration, we can make that available to them.

One advantage of all of this, is that Sierra Chart functions both as a client and a server. The already proven connections it has to external services and all of the trading functionality is now being reliably used in a server environment.

This week we will also be working on a special optimization for the serving of historical order fills extremely efficiently to individual clients. It is our plan to maintain 6 months of history. There is no trading service that we work which provides this kind of capability.

So this is an enhancement top of other trading services.
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
[2016-03-19 23:10:44]
Sierra Chart Engineering - Posts: 104368
Similar to what we are doing with FXCM and LMAX we are also going to be developing a complete solution with CTS T4 which will consist of the following:
-Sierra Chart
-Sierra Chart Exchange Data Feed. So the data feed is provided by us and not by CTS. This gives us complete control over it and allows us to provide reliable service and address any issues directly when they arise.
-CTS order routing through a central FIX connection that we manage.
-Full server-side OCO and Bracket orders.
-Lower per contract fee instead of the usual $.50 a trade for CTS. This amount is paid through your broker and not Sierra Chart. Contact your broker for pricing. However, this is only available to retail traders.
-Support for multiple simultaneous connections.
-The CTS T4 front-end will be excluded but can be optionally used. The per contract fee will be higher though for those orders entered through the CTS T4 front-end.
-Use any broker or clearing firm that supports CTS. This is not exclusive to anyone.

The expected monthly cost will be about 10-12 USD a month in addition to the cost of the Sierra Chart Exchange Data Feed (required) and the cost of Sierra Chart itself. So this is not for everybody but it will be a solid solution. As we get more users using the solution, we expect the price of the data feed will come down.

When you consider the monthly fees from some services and the price of Sierra Chart which is about 25USD a month, this is a good offering.

As far as when this will be available, we hope it will be sometime in June.

Please do not ask us when the above CTS solution will be available because we cannot make a promise as to when and there could be unexpected complications preventing its release or it could be different than expected. Although we are determined to make this available in a reasonable amount of 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
Date Time Of Last Edit: 2016-08-26 05:03:43
[2016-03-19 23:13:25]
Sierra Chart Engineering - Posts: 104368
We also remember that one reason that ninja trader went into the brokerage business was in order to provide server-side OCO and bracket orders.

Obviously we have proven that to be a completes nonsense argument over and over again. As we are proving yet again.

We will always stay clear of the brokerage business. We will only be a charting and trading technology and market data services provider offering as little or as much as brokers/clearing firms require.
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: 2016-03-19 23:16:06
[2016-03-20 08:02:51]
Sierra Chart Engineering - Posts: 104368
We see a problem when running a third instance if it is started within a minute of running the second new instance.

We are fixing this.
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
[2016-03-20 21:51:01]
Sierra Chart Engineering - Posts: 104368
We corrected a problem with the copying of some files from the root instance of Sierra Chart to another instance.

If you are running version 1383, update again with Help >> Download Prerelease to get the latest revision.

The version number is the same.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account