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Date/Time: Sat, 02 Jul 2022 20:44:50 +0000



Few questions about DTC

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[2022-04-04 21:27:54]
User814333 - Posts: 12
I read through the SC webpage on DTC (Intro, Why DTC?, Why Not FIX?, etc) and it all makes sense. I have a few questions though:

1. Is the DTC Protocol something SC developed?

2. Are there any 3rd party data services or brokers that currently support it?

3. If one wanted to implement DTC in an application so it could communicate with SC clients, are there any reference code examples available?

Thanks.
[2022-04-15 16:49:31]
Sierra Chart Engineering - Posts: 103558
1. Yes.

2. Rithmic supports it.

3. Not really.
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
[2022-04-16 10:06:00]
DabbaDo - Posts: 133
FWIW I have a package called DTCSharp that I've been using for years. I've only recently made it a public repository. https://github.com/dalebrubaker/DTCSharp

If you are interested in the C# world, you might take a look at it.

I've primarily used its DTCClient to connect my C# trading platform to Sierra Chart for data and trading. I've also used its DTCServer for connection to NinjaTrader, but I'm not currently using that connection and I haven't made it public.

I'm working now on connecting my platform to TD Ameritrade using my https://developer.tdameritrade.com/ credentials, which no longer have the $500,000 requirement. It is still very early days for that and will take more weeks or months of development. See https://github.com/dalebrubaker/DTC2TDA if that interests you.
[2022-04-18 18:43:49]
User814333 - Posts: 12
1. Yes.

2. Rithmic supports it.

3. Not really.

Thanks for the feedback on these. Good to know (especially 2). A bit surprised by 3 though. I would think having some reference code examples available would help adoption.


FWIW I have a package called DTCSharp that I've been using for years. I've only recently made it a public repository. https://github.com/dalebrubaker/DTCSharp

@DabbaDo, thanks for letting me know about your DTCSharp package. If I pursue this, it would most likely be in C++ (not C#), but having your code to look at would still be a big help. Out of curiosity, do you have your trading platform running on the same machine as Sierra Chart?

Thanks again, and good luck with the TDA project.
[2022-04-18 18:49:21]
DabbaDo - Posts: 133
@User814333, yes I run on the same machine.
[2022-04-23 22:58:44]
amir50 - Posts: 13
@DabbaDo how we can use it to connect with them to Rithmic and reveice the MBO data?
[2022-06-12 03:32:34]
aviat72 - Posts: 5
I currently use Ninjatrader to trade through IB with the Kinetick Data Feed (ES).

I also have a Bookmap subscription (MBO) with Kinetick data feed and just added SierraCharts 12 with Denali.

I obviously want to consolidate and was wondering if SierraChart + Denali will get me what I need.

Ideally I would like to stick to NT as my main trading environment since I am familiar with it; however would like to feed it using the Denali Feed via SieeraChart.

While NT does not support MBO, I will write my own code to handle that; the NT External Data Feed dll supports Bid/Ask/Last which should be good enough for what I want to chart.

For the MBO feed as long as I can get access to it via DTC, I can use the data in my system.

Would DTC give me programmatic access to MBO Feed and Bid/Ask/Last coming from Denali?

=====
Added later:
Further search revealed that Eurex data can not be shared using the DTC server in Sierra Chart. Can the CME (ES) data be shared via DTC server on Sierra Charts.

And it seems the SC DTC server does not support MBO data.
https://www.dtcprotocol.org/SupportBoard.php?PostID=275810#P275810
Date Time Of Last Edit: 2022-06-12 04:11:24
[2022-06-12 07:47:16]
Sierra Chart Engineering - Posts: 103558

Would DTC give me programmatic access to MBO Feed and Bid/Ask/Last coming from Denali?
No we definitely cannot allow this for new users.
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
[2022-06-12 16:44:10]
aviat72 - Posts: 5

No we definitely cannot allow this for new users.

Thanks for your response. Understandable.


Coming back to MBO data: I can see the columns on intraday chart with extended market depth on SC. I am interested in how liquidity moves overnight and pre-market to get a sense of where the market wants to do business.

Would it be possible to do that programmatically with Sierra Chart?

For context:
I like NT because of its extensibility; open to move if I can get some level of programable support with Sierra Chart. I also trade futures in an Roth IRA so that limits some of my options on which service I can use for order routing. IB allows futures in IRAs thought they do require $50K making per contract!
[2022-06-22 23:35:33]
jbudovsky - Posts: 2
Regarding this post using a funding company.

Rithmic Trading Platform Service: Rithmic Market Data and Support Policy

Is it possible to pay for sierra chart's feed required for /ES whichever feed that is and only that feed and still trade using rithmic so that i can get my proper historical data. I am a volume trader and need the historical market data for that which is why I was asking. It would be really helpful if these Firms would really support Sierra Chart!!!!
[2022-06-23 15:07:43]
John - SC Support - Posts: 17114
aviat72:

You can access the information you want from within Sierra Chart using a custom study, including the MBO data. You just can not get it from DTC due to exchange rules.

Refer to the information starting at the following for the custom study interface:
Advanced Custom Study Interface and Language (ACSIL): Introduction
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-06-23 15:09:11]
John - SC Support - Posts: 17114
jbudovsky:

Sierra Chart is built specifically to do this. Refer to the information here:
Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services

Just keep in mind that for the CME Group data, you need to have a live, funded, futures trading account to which you can connect your Sierra Chart software in order to qualify for the non-professional exchange fees. Refer to the following:
Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-06-23 15:30:48]
aviat72 - Posts: 5
Thank you @John_SC Support

Do you have an example to share?
Also about the drawing on chart primitives available?

I am currently on Ninjatrader and comfortable writing C++ code. NT is a bit slow and I like the speed of SC.
[2022-06-23 16:41:29]
John - SC Support - Posts: 17114
There are numerous examples of ACSIL in the ACS_Source folder under the main Sierra Chart installation folder. We can not say if there is exactly what you are looking for, but you should be able to get started. Refer to the information here:
How to Build an Advanced Custom Study from Source Code: Searching for Source Code for Sierra_Chart Built-In Studies

And also refer to the rest of the ACSIL documentation, particularly the Variables and Functions. The top of the Table of Contents for this is here:
https://www.sierrachart.com/index.php?page=doc/Contents.php#AdvancedCustomStudySystemInterfaceandLanguage

I am not seeing any question about drawings. Can you please repeat the question (I may just be missing it, but that is the way it goes sometimes).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-06-23 17:39:39]
aviat72 - Posts: 5
I meant drawing on the chart (lines, squares, dots, text etc.)
[2022-06-23 18:48:14]
John - SC Support - Posts: 17114
Refer to the following for standard drawing tools:
Chart Drawing Tools

Refer to the following for drawing tools using ACSIL:
Using Drawing Tools From an Advanced Custom Study
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-06-23 19:58:05]
jbudovsky - Posts: 2
Upon further investigation I have found that the firm I am most likely to use will actually allow me to use the Denali data stream which is supported by Sierra Chart. How amazing is this! What a find, I cannot believe it.

Ryan from Apteros Trading <ryan@apteros-trading.intercom-mail.com>
2:29 AM (13 hours ago)
to me

Hi Jacob,

We do not intend that Sierra chart should be used with Rithmic. When you sign up for Sierra Chart as your option for our tryout you will be provided instructions for signing up with their Denali feed.

The options for our Tryout are Rithmic or Denali.

Ryan 

I think it would be a good idea for them to be advertised on the appropiate support thread as an Prop Trading Firm that actually support Sierra Chart directly and seamlessly.

This is their link:
https://www.apterostrading.com/prop-desk

Thanks for the support answer as well.

Regards,

Jacob
[2022-06-23 23:55:02]
aviat72 - Posts: 5
John SC Support:

Thanks for the pointers. Weekend work for me.

I had a question about the MBO data feed. It seems you require a minimum order size of 3 for the MBO data to be sent from the server.
Could you just consolidate the orders of Size 1 and Size 2, into a consolidated message which is updated at a reasonable frequency (eg: 2 seconds).

So every 2 seconds, send a message: X orders of size 1 at Price P. Y orders of size 2 at Price P. This will allow us to get a true depth information at all levels.
[2022-06-24 13:17:02]
John - SC Support - Posts: 17114
We will pass your suggestion to our Senior Engineer for him to review.
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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