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Direct MessagesDate/Time: Thu, 25 Apr 2024 20:26:20 +0000
Отсутствуют инструменты фондовой секции Московской
View Count: 3274
| [2014-03-26 04:54:08] |
| User88579 - Posts: 1 |
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Отсутствуют инструменты фондовой секции Московской биржи, в том числе голубые фишки. Это печальная истина или заблуждение? |
| [2014-03-26 17:26:22] |
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To our knowledge none of the supported Data or Trading services that Sierra Chart works with, provides Moscow stock exchange data.
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 |
| [2014-04-02 03:25:33] |
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We have good news. Our understanding is CQG provides market data and trading for the Moscow stock exchange. Sierra Chart is adding CQG data support which will be ready next week. Therefore, through the CQG support that Sierra Chart has you can access Moscow stock exchange data and also trade that exchange. Refer to this page for information about CQG support: https://www.sierrachart.com/index.php?l=doc/CQGTrading.php Please note that page does not yet make mention of the upcoming market data support. But it is coming. 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 |
| [2014-04-02 04:13:09] |
| ganz - Posts: 1048 |
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SC Support +1 |
| [2014-04-02 04:53:32] |
| ganz - Posts: 1048 |
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SC Support FYI: 1. мы начали переводить на русский справку СЧ http://www.sierrachart.com/index.php?l=doc/help.php появление CQG с поддержкой датафида определенно ускорит данный процесс. 2. в случае отсутствия бакфила/истории тиков от CQG есть вариант использовать общедоступные и бесплатные источники: -- для прошедших дней: тики в текстовом виде для Edit --> Join Intraday Data с возможностью выбрать объем данных за нужный период -- для текущего дня: точные тики(бид/аск) с автоматическим определением последней существующей записи в *.scid однако это пишется напрямую в *.scid поэтому было бы здорово заполнять ближайший пропуск данных от T&S при подключении к фиду CQG поясню пошагово как можно бы делать: 1. включаем СЧ в любой момент дня и подгружаем недостающие тики(бид/аск) напрямую в *.scid от независимого источника http://quikexport.500mb.net/ (aka QuikExport)- делает пользователь. это работает уже два года без замечаний. 2. отключаем независимый источник тиков текущего дня QuikExport и подключаемся к CQG - и вот здесь нужно от СЧ подгрузить из T&S пропуск данных - насколько понимаю что-то подобное уже реализовано в СЧ, но весь вопрос в объеме доступных от T&S тиков - он должен перекрывать паузу на подключение к CQG - 5-10 мин было бы нормально, имхо. самый ликвидный инструмент могу замерить в тиках за 10 мин если нужно. всё это на случай отсутствия истории от CQG или желания получить бакфил бесплатно, ессно. спс. Date Time Of Last Edit: 2014-04-02 04:55:08
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| [2014-04-02 06:35:29] |
| Corefan - Posts: 13 |
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SC Support Очень хорошая новость. Ждем. Поддерживаю заинтересованность в полноценном фиде реал-тайм,T&S. |
| [2014-04-02 09:27:58] |
| DimonS - Posts: 19 |
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really cool +1
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| [2014-04-03 17:31:18] |
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We need time to review post #5.
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 |
| [2014-04-03 18:03:12] |
| ganz - Posts: 1048 |
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SC Support доп. к посту №5: 1. QuikExport - это общедоступный и бесплатный источник тиков с бид/аск от MICEX за текущий день. Он автоматически определяет последнюю запись в *.scid и дописывает недостающие данные напрямую в *.scid 2. массив T&S SC возможно/допустимо ли иметь схему: когда после подключения СЧ к CQG можно будет дописать в *scid данные от QuikExport, а после отключения QuikExport - СЧ продолжит работу в обычном режиме учитывая то место и момент когда QuikExport закончил заполнять *scid? то есть, если одновременная запись в *scid может привести к конфликту на запись, то организовать некую "паузу" для СЧ когда только массив T&S пополняется от CQG, но в *scid не пишется, после чего по некоему фактору/команде СЧ определяет последнюю запись в *scid, пополняет из массива T&S до текущей и продолжает работать в обычном режиме. спс. |
| [2014-04-03 18:13:47] |
| ganz - Posts: 1048 |
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SC Support ps: QuikExport не учитывает при записи в *scid миллисекундную часть таймштампа, тк два года назад это не поддерживалось в СЧ. |
| [2014-04-05 00:18:38] |
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The purpose of using this Quick Export program and what you are discussing has the basic objective of getting historical data for the Moscow exchange into Sierra Chart when charting Moscow exchange symbols when using CQG. It makes more sense to focus on a more reliable well integrated solution. CQG will be making their historical data available through their protocol buffer interface that we use for market data. We do not know how soon that will be or if there is an additional charge for it. The other solution is to record the Moscow exchange data on a server using Sierra Chart and serving it back through the DTC protocol. For this last item, we should talk about it privately. 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: 2018-03-24 01:23:10
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| [2014-04-05 06:55:12] |
| ganz - Posts: 1048 |
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SC Support and what you are discussing Has the basic objective of getting historical data for the Moscow exchange into Sierra Chart when charting Moscow exchange symbols when using CQG.
не совсем так. или точнее речь не только об этом, а но и ... топикстартер спрашивал про акции: -- CQG не дает данных по акциям. -- QuikExport решает этот вопрос для него бесплатно и прямо сейчас. It makes more sense to focus on a more reliable well integrated solution.
100%CQG will be making their historical data available through their protocol buffer interface that we use for market data. этот вариант, имхо, самый оптимальный, тк неизвестно н-р будут ли данные от CQG соответствовать данным от QuikExport We do not know how soon that will be or if there is an additional charge for it.
бесплатность QuikExport - это не свойство или озвученное преимущество подхода, но добрая воля разработчиков и позитивное стечение обстоятельств по прошествии времени (срока окупаемости проекта) у меня как автора идеи и основного заказчика этой разработки.у меня есть серъезные сомнения: должно ли что-то на финансовом рынке быть бесплатным. мое мнение - все должно стоить разумных денег и быть надлежащего качества. The other solution is to record the Moscow exchange data on a server using Sierra Chart and serving it back through the DTC protocol.
возьму паузу на обдумывание и формулирование.спс. |
| [2014-04-06 15:39:18] |
| norvik - Posts: 22 |
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SC Support, thank, +1. |
| [2014-06-10 18:08:32] |
| ganz - Posts: 1048 |
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Hello SC Support The other solution is to record the Moscow exchange data on a server using Sierra Chart and serving it back through the DTC protocol.
QuikExport uses DDE to grab data from T&S. It will not work on Linux/Wine. Quik trading platform now supports Lua VM. So we'll use a lua-script /under development/ for this in the nearest future for personal use and with no fee for /it will be shared/. For the long-term consideration pls take a look at the comlex solution /imho/ http://quik.ru/bank/modules/trade/fix ps: Quik is the native WinAPI/C++ app. It works well on Linux/Wine and MacOS/Wine. with best regards |
| [2014-06-12 17:04:01] |
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This is still marked as a follow-up and we have not had time to review this.
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 |
| [2014-06-12 19:29:03] |
| ganz - Posts: 1048 |
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SC Support For the long-term consideration pls take a look at the comlex solution
SC has no any sufficient advantages vs competitors at this point of time for Russia/CIS it will make more sense for the new qt5-based SC release, imho so no need to rush with best regards |
| [2014-06-13 03:59:15] |
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We just need to understand what you are looking for. So you want to have market data and trading access to Russian exchanges? So what service provides the connectivity to these exchanges that we could interface with that uses a protocol type of connection? Is this one of the options: http://quik.ru/bank/modules/trade/fix 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 |
| [2014-06-13 04:59:26] |
| ganz - Posts: 1048 |
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SC Support So you want to have market data and trading access to Russian exchanges?
Yes, sure.It is not the cheap solution (200-300 $/mo) but it might gives the opportunity to achieve the goals. ARQA is the most popular in Russia and you might want to do some business / 4 exmpl MultiCharts does http://www.multicharts.com/quik/ /, who knows. just FYI. |
| [2014-06-13 05:11:18] |
| ganz - Posts: 1048 |
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SC Support ps: when I meant the competitors it was not about MultiCharts with best regards |
| [2014-06-28 04:53:13] |
| ganz - Posts: 1048 |
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So we'll use a lua-script /under development/ for this in the nearest future for personal use and with no fee for /it will be shared/.
FYI: This part of the task has been completed. So one is able to use it to feed SC to a *.scid .The QUIK's internal Lua export does a *.csv for Level I, Level II, Positions, Orders, Trade Activity. The Python import is used to create *.scid from any of these *.csv All scripts are an OS independent, open source and for free. The next step will be to prepare and to test a trading interconnection for automated trading systems. The final statment is planned as: [QUIK] --lua-->[*.csv] --python--> [Sierrachart / ACSIL] --trans2quik.dll-->[QUIK] this is: [QUIK] ------all_data_for_free---> [Sierrachart / ACSIL] -trading_signals-->[QUIK] This solution is/will be well documented and has no fee on a broker's side. |
| [2014-07-02 17:03:21] |
| ganz - Posts: 1048 |
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update: now we provide the simple and comfortable solution to feed SC using the internal QUIK's LuaVM: [QUIK] --lua-->[Sierrachart *.scid] Date Time Of Last Edit: 2014-07-02 17:04:17
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| [2014-07-02 17:19:37] |
| ganz - Posts: 1048 |
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SC Support FYI: now we are getting the market data also we will be able to trade MOEX using 6.11 and 6.12 a bit later /the manual is attached/ so we will be waiting for the native multilingual/linux SC version |
 6 Working With Other Programs.pdf - Attached On 2014-07-02 17:15:01 UTC - Size: 1.45 MB - 2362 views |
| [2023-12-04 10:36:38] |
| User97684 - Posts: 136 |
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Hi, Guys pls help - where can we get MOEX feed now from? To trade it with Sierra Chart? Thanks! |
| [2023-12-04 16:51:08] |
| John - SC Support - Posts: 31117 |
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We are not sure of a source of data. The one company we work with that offers a large number of exchanges is IQ Feed. You would need to check with them on whether they have this. Refer to the information at the following link for information and setup of IQ Feed with Sierra Chart: DTN IQ Feed Data Service 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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