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Direct MessagesDate/Time: Sat, 20 Apr 2024 09:57:23 +0000
Best practices for setting up multiple sub instances with 3rd party data feed
View Count: 1892
| [2020-09-09 17:33:49] |
| User41727 - Posts: 124 |
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This is about using multiple SC instances with IB for trading US equities and IQFeed as data provider. I have a large number of charts running for auto trading, hence the idea to run multiple instances in order to split the workload. The question is now what the correct way is to set this up. As far as I understand from the documentation, there would need to be one SC instance that is exclusively connected to IQFeed with its DTC server enabled. The trading instances would need to have custom symbol settings for each symbol in order to use the DTC server for historical and RT data. My first question is whether this has to be done for each symbol individually, or whether it is possible to set this once per asset class or something like that. There seem to be ways of using wildcards in the configuration, but the exact way this works, and which config (if several could match) will take precedence is not well documented. Secondly, what is the best way of connecting to IB TWS/Gateway in this scenario? Should each sub instance be directly connected to it, or should there be a master instance that is connected to the IB client, and the trading instances are each connected to that one? |
| [2020-09-10 15:01:09] |
| John - SC Support - Posts: 30976 |
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The simplest way to do this is to use Sub-Instances rather than having separately installed instances of Sierra Chart. When you use the Sub-Instances (by selecting File >> New Instance), those instances are automatically setup to receive the data from the primary instance, which is the one that is connected to IB. You can do this because you are wanting all the instances to share the same data and trade through the same trading service. Refer to the information here: Using DTC Server for Data and Trading in Another Sierra Chart Instance: Instructions For Sharing Data Using Sub Instances (Easiest And Recommended Method) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-09-10 15:29:57] |
| User41727 - Posts: 124 |
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Thanks, I understand that part. But what do I do about the external data feed? In order to use IQFeed, I need a separate instance of SC that is connected to them. How do I get that data to all of the sub instances? Can I just do the symbol settings on the main instance (the one connected to IB), or would this have to be done for each sub-instance individually?
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| [2020-09-10 15:42:12] |
| John - SC Support - Posts: 30976 |
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Sorry, we did not understand that you were wanting to use IQ Feed for your data and Interactive Brokers for your trading. In that case, you need to have 2 instances of Sierra Chart. One that receives the IQ Feed data and the other for your Interactive Brokers connection. We recommend using Sub-Instances of your Interactive Brokers installation to keep things simple. In general, you will follow the instructions here to connect your Interactive Brokers installation to the IQ Feed installation, where IQ Feed is the server and Interactive Brokers is the client: https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#AccessingMarketDataFromOtherInstancesOfSierraChart_Instructions But you will not want to create new symbols in the client, as you need the IB symbols. Therefore, refer to this section: https://www.sierrachart.com/index.php?page=doc/MultipleServices.html#SymbolSettingsToChangeWhenUsingExistingSymbol For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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