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Date/Time: Sun, 21 Jan 2018 10:57:23 +0000



Sierra Chart Real-Time Data Feed + LMAX Trading Service

Support Request:
[2017-12-12 22:10:49]
User560660 - Posts: 9
Can "Sierra Chart Real-Time and Historical Exchange Data Feed" be used in the same instance as the LMAX Trading Service?

I was under the impression it could, according to the info at https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php which states:
"Sierra Chart offers a Real-Time market data feed from various exchanges which is fully integrated with the Trading services Sierra Chart supports (...)"
but I have been unable to achieve this.

Later on the same page, under "Integration with Trading Services", LMAX is in fact not mentioned as supported for integration...
Are there any plans to make this possible later on? Is it even technically feasible?

My intention would be to overlay indicators based on futures contract data (from the Sierra feed) over CFD charts (LMAX feed).
[2017-12-13 00:39:21]
Sierra Chart Engineering - Posts: 56331
It is easy enough to make this possible. Could you tell us what particular futures contracts you want to use with LMAX.
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.
[2017-12-13 11:20:10]
User560660 - Posts: 9
Just these:

Euro Stoxx 50
Futures: FX?## (FESX)
LMAX CFD: STOXX50E

DAX Index
Futures: DY?## (FDAX)
LMAX CFD: GDAXI

Mini DAX Index
Futures: TM?## (FDXM)
LMAX CFD: GDAXIm

Thanks
Date Time Of Last Edit: 2017-12-13 18:06:52
[2017-12-13 19:56:02]
Sierra Chart Engineering - Posts: 56331
We will set these up today for you.
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.
[2017-12-13 20:15:07]
Sierra Chart Engineering - Posts: 56331
This is now done.

Follow the instructions here to update the Symbol Settings:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettings

So you will be able to receive the SC Exchange Data for these symbols in the instance connected to LMAX.
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: 2017-12-13 20:15:22
[2017-12-13 22:25:40]
User560660 - Posts: 9
It's working perfectly; thanks again.
Date Time Of Last Edit: 2017-12-13 22:25:52
[2017-12-14 08:47:59]
User560660 - Posts: 9
It's working perfectly; thanks again.

Ooops, spoke too soon...

I have followed the instructions a number of times now, but the futures quotes do not update.

I get a pop-up on the futures contract charts saying "Symbol is unknown. Symbol service code not specified." upon connection to the LMAX data feed.
After a few seconds it disappears and yesterday (with the markets being closed) I thought that meant it recognized the symbols.

Edit: sorry, forgot to mention I'm using LMAX Demo connection...
Date Time Of Last Edit: 2017-12-14 09:19:08
[2017-12-14 18:19:13]
Sierra Chart Engineering - Posts: 56331
We realize that there is another change that is necessary. This will be out in the next release before morning.
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.
[2017-12-15 10:13:51]
User560660 - Posts: 9
Working quite well on the pre-release version 1670.

Thanks
[2017-12-15 12:21:19]
AlexPereira - Posts: 93
As it might be interesting to me, but for example when using GDAXI with the DY feed, how does the price difference work ?

Is it too much to ask to User560660 how are you using this ?

Could I use this for CME and GBLX symbols ?

Sorry if asking something unappropriate.
Date Time Of Last Edit: 2017-12-15 12:21:32
[2017-12-15 18:40:57]
User560660 - Posts: 9
It will really depend on what you are looking for.

In my case, I'm only interested in having my levels (hand drawn horizontal lines) on the DY charts copied to the GDAXI charts. To be able to do this, you need all the charts to be running on the same instance with access to both data feeds, which is now possible. Then, I use Chart Settings -> Advanced Settings 2 -> Copy Chart Drawings from Chart #'s.

To account for the price difference, I use the ratio of two EMA's (EMA(DY)/EMA(GDAXI)) and then use the result as a multiplier on the GDAXI chart for both Real-Time Price Multiplier and Historical Price Multiplier on the same Advanced Settings 2 screen.

I use the GDAXI chart only for trade execution (placing limit orders directly on the chart or moving targets/stops). My eyes spend most of the time on the DY charts, moving those horizontal-meaningful-to-me-lines so that I can use them as reference on the GDAXI chart. (As I write this, I'm using 0.99962 as multiplier and the charts (DY and GDAXI) are virtually identical.)
[2017-12-16 12:52:13]
AlexPereira - Posts: 93
Thanks !

I was asking because I use CandleStick tick chart and another Numbers bar chart. Those kind of charts really improve with the feed quality ( as opposed to time based charts that should be less of a difference ).

I didn't knew that trick about the realtime price multiplier and historical price multiplier. Gonna check it out and how it works. I would love to use the future charts and have the trading routed to the CFD instrument. Since I only trade 4 instruments, the fees should not be too much ( although it would be great if the fees also had a yearly discount model like main sierrachart :) )

Thanks for the help and info User560660 !
[2017-12-16 21:45:17]
User560660 - Posts: 9
No problem!

Abra├žo

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