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Integrating SC with other systems and Time Series Search in SC
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| [2017-09-08 13:31:57] |
| User12089 - Posts: 350 |
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If you need to integrate Sierra Chart with external systems either running on the same computer as SC or on remote computers you can implement Asynchronous Messaging Interfaces between the code of your custom study ("study" is the SC term for aka pluggable module) in SC and the external systems. By external systems here I mean trade execution systems, analytics, pricing and risk management engines, ticker plants etc. "External systems" here, can also mean software modules/programs running on the same computer as SC or remotely, but written in languages like Java, C#, Scala, Python, R, Matlab etc which are not directly compatible with C++ and hence SC. Asynchronous Message Oriented Interfaces do not block during communication between software components and that's important to keep your SC running without slowing down or blocking You can use the following free, open source, async message brokers / frameworks (both support C++ and SC is C++ based): http://zeromq.org/ https://www.rabbitmq.com/ Secondly - how to do time series search in SC ie using SC as a time series database - SC can be viewed as Time Series Database and also Parsing and Aggregation Engine for Tick Data. During operation it produces higher order Time Series and their visualization, which are derived from the original Tick Data Time Series. You can either develop SC study which searches for Time Series Values of interest directly in SC or export data from SC to a tool like Python or R which have Time Series Search and Analytics Capabilities. Run your search and retrieve the results along with their time stamps as available in SC. Then use the Go To API or Menu Command of SC (accepts timestamp/date as input) to position at the place of interest within the Time Series you are querying here is an example of professional Time Series DB btw - kdb+ also has a free version for personal use https://kx.com/discover/#time-series-database https://en.wikipedia.org/wiki/Kdb%2B if you need any solutions or tech support based on the above you can reach me at: https://evoeftimov.wordpress.com/ SC is the best platform out there btw - I have worked with both institutional (in "institutions") and retail platforms and can state that confidently and authoritatively. There is nothing significant in e.g. "Reuters or Bloomberg Terminal", which is not in SC too in terms of functionality for analytics, charting and trading ... You are on a level playing field my friends. ps: there is a separate class of platforms for Tape/Tick Data level analytics and there are a few other leaders there - but that's not (yet) the niche where SC (and NT, MarketDelta etc) is positioned Date Time Of Last Edit: 2017-09-10 09:20:41
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| [2017-09-08 21:09:01] |
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Thank you for the information. We do have the CME options data feed active, but it is yet to be released to users. We just want to make sure the very large number of symbols does not affect the performance of the standard futures data feed. 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: 2017-09-08 21:09:18
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