Login Page - Create Account

Support Board


Date/Time: Sun, 17 Feb 2019 23:34:44 +0000



SierraChart Data with Execution Through Gain Capital

Support Request:
[2019-02-12 01:09:32]
Alex Niemi - Posts: 12
I'd like to have my real-time data provided by SierraChart (which I currently pay for and am happy with) but have my execution go thru my broker, Gain Capital. This seems like it should be straightforward but I can't figure out how to decouple the data from the execution.

As far as I can tell, in Global Settings > Data/Trade Service Settings, you can only select one connection at a time; i.e. there's not a separate connection for 1. data feed, and 2. order execution.

I don't want to use Gain's data because they impose symbol limits and throttling. Moreover, many of their symbols are named differently than SC's, which means that it's not feasible to switch back and forth because I get errors on tons of charts saying "Symbol is unknown. Click for symbol information. FIX reject reason: Unknown contract"

I'm new to SC so I may be missing something really obvious here... does anybody know how to do this?

Thank you.
[2019-02-12 01:34:13]
Sierra Chart Engineering - Posts: 69001
How to do this is explained here:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#IntegrationWithTradingServices
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.
[2019-02-12 01:49:37]
Alex Niemi - Posts: 12
I've already done that and I have the "Allow Support for Sierra Chart Data Feeds" option checked. It makes no difference. I get symbol errors for all symbols that are named differently between SC and Gain.

Do I have to go through all of my charts and re-map the symbols to Gain's symbols? I don't want to do that because I don't want to use Gain's data feed, and because it's a huge PITA. I just want to use Gain for execution.

Thanks.
[2019-02-12 02:14:51]
Sierra Chart Engineering - Posts: 69001
As the documentation says you do need to use the service specific symbols which in this case is gain capital.

Could you please read this again:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#IntegrationWithTradingServices (Integration with Trading Services)

It precisely answers your questions. Maybe you are browser scrolled to the wrong location.
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.
[2019-02-12 19:23:59]
Alex Niemi - Posts: 12
I have read the documentation on that page and performed the recommended steps.

The main issue is that if I connect to the Gain data feed rather than SC, whenever I go into the Find Symbol menu, only Gain's symbols are listed but SC's are not.

For example, I have a chart of nymex-traded cocoa, symbol CJH19, which SC provides data for. If I disconnect from SC data and connect to Gain data, the chart gives a symbol error. Now, if I go to Find Symbol to fix the error, nymex-traded cocoa isn't listed because Gain doesn't provide data for that instrument. Please see screenshots below.

Moreover, SC's data feed has numerous other futures symbols that Gain doesn't provide. I'm willing to pay SC for these because I want to have access to them. However, it seems that if I want to use SC as an execution platform (as opposed to purely charting), I will not have access to these symbols because the execution and data are conflated in SC. Is my understanding correct?

Thanks.
imagesc_1.JPG / V - Attached On 2019-02-12 19:22:24 UTC - Size: 565.84 KB - 15 views
imagesc_2.JPG / V - Attached On 2019-02-12 19:22:38 UTC - Size: 824.94 KB - 13 views
Attachment Deleted.
[2019-02-13 18:02:43]
Sierra Chart Engineering - Posts: 69001
Okay so the problem centers around the symbols which there are no equivalent symbols in the symbol list when using Gain Capital. In this case we do not have a solution other than to recommend to install another instance of Sierra Chart and set it to use the Sierra Chart Historical Data Service:
https://www.sierrachart.com/index.php?page=doc/SierraChartHistoricalData.php#SetupInstructions

And just use that instance for historical data for those other symbols which there is no equivalent of when using Gain Capital.
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: 2019-02-13 18:05:26
[2019-02-16 01:00:30]
Alex Niemi - Posts: 12
SC's architecture doesn't match reality. Brokers, data, and platforms (charting/execution) are all very different and distinct entities. What if my broker didn't provide any data, or provided crappy data like Interactive Brokers does? Then I simply wouldn't be able to use SierraChart?

Most traders that have been at this a while use a separate data feed (e.g. Rhythmic, DTN, CQG...), multiple platforms (e.g. IRT, MarketDelta, Jigsaw, Ninja...), and have one or more brokers. I can't be the first to have mentioned this, and I'm not trying to be an a-hole here, it's just really surprising how impractical the design is.
[2019-02-16 03:28:25]
Sierra Chart Engineering - Posts: 69001
What if my broker didn't provide any data, or provided crappy data like Interactive Brokers does? Then I simply wouldn't be able to use SierraChart?
We are not understanding this.

Understand that your request is an uncommon request.

Sierra Chart has capabilities far beyond these other programs mentioned and can do what you want, but it is just necessary to set up the symbol settings. If it is one or two, we could do that but it sounds like it would be more.

This is not something we are going to do ourselves for gain capital. We would be happy to do that with our new order routing service because that is where our time is going to be invested going forward:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php

The page says this:
This new order routing solution is meant to evolve over time to be the very best and lowest cost futures trading solution for the Sierra Chart user base. It allows us to provide a high level of support and reliability to our customer base. So that you have a consistently and trouble-free and reliable trading experience along with trade statistics reporting.

Over time this is meant to be an alternative or replacement for other supported trading gateways like Rithmic, CQG, CTS, Gain Capital, Interactive Brokers. It is the intent that it will be cost competitive with other services as we build up the number of users. For example, we will be able to provide more simultaneous symbol subscriptions and a more cost-effective price for the data feed later this year, at the very least for the CME.

It allows Sierra Chart development to focus on one solution and making it the best solution rather than spreading our resources thinly among multiple solutions and each of those other multiple solutions being less than the best. And it also allows Sierra Chart development to focus more on the development of Sierra Chart itself rather than chasing all of these other external services and their problems every single day.

So we would be happy to set up the necessary symbol mappings required for that service and also those symbols would be fully tradable as well.


Here is the documentation for symbol settings:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php

And refer to:
https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#AccessingMarketDataFromOtherInstancesOfSierra%20Chart
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: 2019-02-16 03:29:22

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

Login


Login Page - Create Account