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Date/Time: Mon, 22 Oct 2018 11:16:50 +0000



OandaDTC with SC forex data

Support Request:
[2017-11-29 03:52:11]
onnb - Posts: 499
I have a DTC server that trades with Oanda

Is it possible to configure SC such that:
1. Orders are sent to the DTC server
2. Receive market data from SC All Services or SC Forex Data

?
[2017-11-29 04:25:39]
Sierra Chart Engineering - Posts: 65069
Yes, but it would be best that we set this up as a dedicated service in Sierra Chart. Is there a name that you want to give it?

And what particular Global Settings >> Data/Trade Service Settings >> Service Settings fields do you require?
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[2017-11-29 22:30:14]
onnb - Posts: 499
Sounds interesting to add as a dedicated service

Have a few follow up questions on this

1. We are in the midst of development/testing so things are a still in a flux. We currently use a configuration file for the settings and only enter the server/port from the DTC dialog. Once we add this as a service and define a dialog for the settings, if I later need to make changes to the fields, is that a lot of work for you? Can you usually get it done within a few days?

2. We might want to distribute the server and files ourselves, but in general, is it possible for you to also distribute the server exe and files with SC?

3. In the event we make this public and some user has technical issues, I'm assuming they would first open an issue on this forum. What happens then?


In the mean time, can you send a link or general instructions on how to use DTC Server for trading and account related messages while data comes from "SC Data - All Services"?
[2017-11-30 18:41:12]
Sierra Chart Engineering - Posts: 65069
1. Service Setting field changes will only takes us about 15 minutes. But may take us a few days before we can get to them.

2. Possibly but it is something that we would rather avoid at the moment. We are already quite overburdened.

3. We would refer them to you.

4. There really is not any specific documentation for this. We can set this up for you without much difficulty.
Sierra Chart Support - Engineering Level

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[2017-11-30 18:55:59]
onnb - Posts: 499
1-3 are clear and sound great.

To answer your questions:
The service name I am currently using is Oanda-DTC
The 2 obvious params would be
API Key
Host/port

But you can wait with this. I will reply to this thread or open an account support ticket when it makes sense to add this.

There really is not any specific documentation for this. We can set this up for you without much difficulty.
Probably no need for docs if you can just outline the setup or point me in the right direction. Do I use a sub-instance, one instance, etc.
If we had a dedicated service Oanda-DTC and one wanted to use SC Data - All Services, would the configuration be any different?
[2017-12-01 18:49:56]
Sierra Chart Engineering - Posts: 65069
Probably no need for docs if you can just outline the setup or point me in the right direction. Do I use a sub-instance, one instance, etc.
If we had a dedicated service Oanda-DTC and one wanted to use SC Data - All Services, would the configuration be any different?

Really this is something that we have to set up for you and requires just one instance. It might be possible to do through the service in Sierra Chart named "DTC Service" but it is not something we want to help with because it is not really the proper way to do it.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2017-12-01 18:50:27
[2017-12-03 21:50:09]
onnb - Posts: 499
Sounds great and I think I understand better now.

I am still checking on things regarding data and have a couple of follow up questions

1. In case you create OandaDTC provider for me, I will be able to trade through Oanda and get data from SC. If at some point I want to get data from Oanda - how would that be handled? Would we setup a separate provider so we would then have two providers?
2. Just to confirm - SC Forex data that I see in "SC Data - All Services" is FXCM data?
[2017-12-04 10:19:46]
Sierra Chart Engineering - Posts: 65069
1. This just requires a configuration change. We can work out the details at that time.

2. Yes.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-01-14 08:10:25]
Sierra Chart Engineering - Posts: 65069
One thing we are going to need from you related to this project is a symbol settings file. Here are the example settings for a symbol:

<settings>
<symbol>AUDCAD</symbol>
<symbol-srvcode>OANDAForex.DTCTrading</symbol-srvcode>
<value-format-code>5</value-format-code>
<tick-size>0.00001</tick-size>
<currency-value-per-tick>0.01</currency-value-per-tick>
<use-pattern-matching-characters>false</use-pattern-matching-characters>
<category>Forex</category>
<record-bid-ask-average>true</record-bid-ask-average>
<service-code></service-code>
<historical-chart-symbol>AUDCAD</historical-chart-symbol>
<historical-multiplier>1</historical-multiplier>
<real-time-multiplier>1</real-time-multiplier>
<description>Australian Dollar / Canadian Dollar</description>
<default-order-quantity>10</default-order-quantity>
<subscribe-to-common-currency-symbol>true</subscribe-to-common-currency-symbol>
<supports-market-depth>true</supports-market-depth>
<currency>CAD</currency>
</settings>

Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2018-01-14 08:11:01
[2018-01-14 16:51:56]
onnb - Posts: 499
how do you place multiple symbols? (don't see xml hierarchy for that)
[2018-01-14 21:19:38]
Sierra Chart Engineering - Posts: 65069
Just give us multiple blocks of the settings you see above and we will put the outer tags in place.
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-01-16 01:53:50]
Sierra Chart Engineering - Posts: 65069
To support using Sierra Chart provided historical and real-time data also include settings like these with each symbol:
<historical-chart-symbol>^AUDCAD</historical-chart-symbol>
<sc-data-symbol>AUDCAD</sc-data-symbol>
<sc-data-symbol-multiplier>1</sc-data-symbol-multiplier>
<sc-data-srvcode>fxcm</sc-data-srvcode>

This will address what you have asked for here:
https://www.sierrachart.com/UserControlPanel.php?page=SupportTickets&Ticket=1512511133113#ViewTicket

There is some work we need to do on our side to fully support this but we will do that.
Sierra Chart Support - Engineering Level

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[2018-01-16 02:43:13]
onnb - Posts: 499
Got it, this makes sense

You can expect the symbol settings within the next 48 hours.

After the DTC logon request, we send over the symbol definitions - I am not 100% clear how the reply from the DTC server and this symbol setting file work together - does one override the other?
[2018-01-16 03:24:27]
Sierra Chart Engineering - Posts: 65069
After the DTC logon request, we send over the symbol definitions -
You do not need to do this. The use of Symbol Settings in a XML file that we provide from our server is much more preferred.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-01-18 04:19:58]
onnb - Posts: 499
Have some questions on the xml fields - do you have documentation or should I just ask here?
[2018-01-18 04:36:54]
Sierra Chart Engineering - Posts: 65069
There is no documentation. Just ask briefly.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-01-18 17:50:10]
onnb - Posts: 499
Most of mu question answered here - https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#SymbolSettingsControls

1. These 3 can all be the same symbol?

<symbol>AUDCAD</symbol>
<historical-chart-symbol>AUDCAD</historical-chart-symbol>
<sc-data-symbol>AUDCAD</sc-data-symbol>

2. I read about this field in the docs here - https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#SymbolSettingsControls
<historical-chart-symbol>AUDCAD</historical-chart-symbol>

If the historical/intraday are the same, should I leave this blank?
[2018-01-18 22:31:32]
Sierra Chart Engineering - Posts: 65069
1. Yes.

2. Thinking about this further, would be best to leave this blank.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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[2018-01-19 21:41:52]
onnb - Posts: 499
<subscribe-to-common-currency-symbol>true</subscribe-to-common-currency-symbol>

what does this field do?
[2018-01-19 22:42:35]
onnb - Posts: 499
I'm attaching here OandaSymbolSettings.xml
Let me know if this looks ok?


Note - in the xml file, the fields sc-data-symbol, sc-data-srvccode have been left blank

Let me know if this mapping is something that we can either
1. Do later after I have the Oanda integration going
2. The user will set this as needed from the Global Symbol Settings dialog
Date Time Of Last Edit: 2018-01-19 23:51:54
Private File
[2018-01-21 13:16:39]
Sierra Chart Engineering - Posts: 65069
<subscribe-to-common-currency-symbol>true</subscribe-to-common-currency-symbol>

what does this field do?
This is used to support this functionality:
https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#CommonPLCurrency

And works in combination with:
<currency>CAD</currency>
Sierra Chart Support - Engineering Level

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[2018-01-21 13:24:32]
Sierra Chart Engineering - Posts: 65069
See attachment. Some changes were made. The format needs to be like the attached.
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attachmentoandaforex.dtctrading.xml - Attached On 2018-01-21 13:23:55 UTC - Size: 1.04 KB - 156 views
[2018-01-21 20:48:58]
onnb - Posts: 499

Very cool, was not aware this existed

Lets say that I have symbol WHEAT_USD which has a Currency of USD
In SC, I have the Common Profit/Loss set CAD
If subscribe-to-common-currency-symbol is true, I would see WHEAT_USD trade pnl in CAD?
If subscribe-to-common-currency-symbol is false, I would see WHEAT_USD trades in USD always?

Something like that?
[2018-01-21 20:54:58]
onnb - Posts: 499
attached updated xml file
attachmentoandaforex.dtctrading.xml - Attached On 2018-01-21 20:54:20 UTC - Size: 117.15 KB - 188 views
[2018-01-23 00:38:38]
Sierra Chart Engineering - Posts: 65069
Lets say that I have symbol WHEAT_USD which has a Currency of USD
In SC, I have the Common Profit/Loss set CAD
If subscribe-to-common-currency-symbol is true, I would see WHEAT_USD trade pnl in CAD?
What we have now realized that <subscribe-to-common-currency-symbol> is not even used any longer. We will take it out. As long as this is the case: Common Profit/Loss set CAD, then Profit/Loss will be in CAD.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2018-01-23 00:45:02
[2018-01-23 00:46:30]
onnb - Posts: 499
Ok

1. Do you need anything from me at this time?
2. Do you have an ETA for a SC version to test/integrate my server with ? (No rush - just so I know roughly what to expect.)
[2018-01-23 01:01:54]
Sierra Chart Engineering - Posts: 65069
1. No.
2. This is done other than the market data support through the Sierra Chart servers. Not sure everything has been released yet but will be later today or tomorrow. Update: Not all of this has been released but will be.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2018-01-23 01:22:25
[2018-01-24 23:31:01]
Sierra Chart Engineering - Posts: 65069
This has now been released in version 1693.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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[2018-01-25 03:45:39]
onnb - Posts: 499
Excellent - we will start to integrate with it in the next couple of days
Date Time Of Last Edit: 2018-01-25 03:45:49
[2018-01-27 01:13:31]
onnb - Posts: 499
We've been integrating with this - the Oanda api key is 66 chartaters long. We see it being sent in the LOGON_REQUEST::GeneralTextData but it's missing 2 characters
[2018-01-27 06:28:21]
Sierra Chart Engineering - Posts: 65069
There simply is no other choice but to change to Binary encoding with variable length strings, or use Google protocol buffer encoding.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2018-01-27 07:14:10]
onnb - Posts: 499
Ouch - I'll need to digest that and get back to you
[2018-01-27 07:20:38]
Sierra Chart Engineering - Posts: 65069
Just sent you an email about this.

Also refer to:
https://www.sierrachart.com/SupportBoard.php?ThreadID=32276#P138743
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2018-01-27 07:20:47
[2018-02-04 20:55:40]
onnb - Posts: 499
I have the VLS change done and it is working very well.

About the GlobalSymbolSettings for Oanda

After the DTC logon request, we send over the symbol definitions

You do not need to do this. The use of Symbol Settings in a XML file that we provide from our server is much more preferred.

I am no longer going to be sending the symbol definitions through the DTC protocol.
How does the OandaDTC global symbol settings xml file get distributed?
I currently do not see it in SC folder.
Date Time Of Last Edit: 2018-02-04 20:58:09
[2018-02-04 21:04:24]
Sierra Chart Engineering - Posts: 65069
How does the OandaDTC global symbol settings xml file get distributed?
I currently do not see it in SC folder.
From the Sierra Chart Web server.

You can confirm the settings are received by seeing the symbols in File >> Find Symbol. We verified that the settings are automatically provided because we see the symbols you set up.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2018-02-04 21:04:52

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