Login Page - Create Account

Support Board


Date/Time: Sat, 22 Jan 2022 00:10:14 +0000



Announcement:New Protocol for Data and Trading Service Interface

View Count: 8046

[2013-05-04 04:04:14]
Sierra Chart Engineering - Posts: 99896
Hello,

We have published a new ideal protocol for integration to Data and Trading services. It is here:
https://www.sierrachart.com/index.php?l=doc/doc_GeneralDataTradeServiceProtocol.php

Update: This protocol is moving along well. It is getting better defined. We plan to be using it with one futures FCM.

There is now a service in Sierra Chart named "General Service", which supports this protocol. This allows anyone on the outside to develop a server which Sierra Chart can connect to in order for Sierra Chart to work with that service which follows this protocol.

Also someone on the outside could develop a bridge server, local executable server program, to allow Sierra Chart interact with Data and Trading services we do not currently support.

Hope this was clear.
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: 2013-05-12 09:22:21
[2013-05-05 12:57:41]
AndyL - Posts: 119
Hello,

how about time-in-force "immediate or cancel" ?

Also, do you think you can support contingent ordertypes? With fx and cfd firms you can often attach a stop-loss or take-profit(limit) order to a position.
[2013-05-05 20:55:48]
Sierra Chart Engineering - Posts: 99896
1. Immediate or Cancel has been added.

2. We will add support for OCO orders in the protocol. However, order types like a parent with 2 child OCO orders which are sent as one set to a trading service are not supported by the Sierra Chart trading functionality. Often we see that this kind of functionality on the server side is not fully compatible with how Sierra Chart handles orders. For various reasons it would not work right. So there are just too many complications so we just have not really seen a very compelling reason to support that.

While Sierra Chart does have contingent order capability, we only rely on single and OCO orders with the external service and the management of these orders is performed by Sierra Chart.
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
[2013-05-09 06:40:23]
Sierra Chart Engineering - Posts: 99896
Version 972 is being released now and it has support for this General Data and Trading service protocol. You will find it listed in Global Settings >> Data/Trade Service Settings. The Service name is "General Service".

Market data is complete. Trading needs more work but should be done by the end of the day today.

We hope that this protocol will become an industry standard. It is an open specification and has no license or copyright. This industry is badly in need of our better way to accomplish connectivity. What exists now really is just a mess because everyone has their own interface and many services use in process API components. Services that are using FIX are good and we are happy with those.

The only Service we work with that has a protocol similar to this is MyTrack. Thankfully, they have a good design.

Really, other than Rithmic, all services that we work with, we are transitioning to direct connectivity following a standard or proprietary protocol. Rather than in process API components.

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: 2013-05-19 18:47:10
[2013-05-09 23:35:17]
Sierra Chart Engineering - Posts: 99896
There was a technical error in the header file where the Structure size and the structure initialization was not done correctly. This is now resolved. Updated documentation and header file are here:
https://www.sierrachart.com/index.php?l=doc/doc_GeneralDataTradeServiceProtocol.php
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
[2013-05-12 23:37:24]
Sierra Chart Engineering - Posts: 99896
We are going to add this protocol to https://github.com/ . So that others in the community can contribute to it.

If you would like to see Sierra Chart become integrated with a particular Data or Trading service we do not currently support, please contact them and refer them to this page here:
https://www.sierrachart.com/index.php?l=doc/doc_GeneralDataTradeServiceProtocol.php

We are going to work hard at making this successful. We also request competitors of ours to begin to adopt this protocol as well.
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: 2013-05-12 23:41:46
[2013-05-15 01:31:14]
Sierra Chart Engineering - Posts: 99896
Anyone who is serious and interested in writing a server that follows the General Data and Trading Service Protocol (GSP for short), please be aware that we are making small changes, and various additions to the protocol. Therefore, always be sure that you are keeping up-to-date with the header file. The latest header files are installed in the main Sierra Chart folder on your system.

And if you have any questions, please do not hesitate to ask us here.
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
[2013-05-15 16:35:23]
ejtrader - Posts: 663
SC Team - github - Is that the correct link you have provided above or is there any other branch to it?
[2013-05-15 16:41:37]
Sierra Chart Engineering - Posts: 99896
We have not yet posted the header file there. We are still working on finalizing the basic implementation.

For the latest header file, Update Sierra Chart to the latest version. You will find it in the main folder.
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
[2013-05-15 21:51:34]
Sierra Chart Engineering - Posts: 99896
While working with one Service provider on this protocol, we have determined that the MessagePosition member that some response structures had, was not completely clear and not the best way to handle batches of messages in response to a request.

This member has been removed and replaced with the following 2 members:

     int TotalNumberMessages;

     int MessageNumber;

Refer to updated header file here for the details:
https://www.sierrachart.com/index.php?l=doc/doc_GSPHeader.php#HeaderFile

At this point, Sierra Chart version 976 supports all messages of GSP other than Historical Data and Security Definitions. Historical Data support will be coming next week. And Security Definition support will be added as needed.
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: 2013-05-15 21:53:06
[2013-05-16 22:34:00]
Sierra Chart Engineering - Posts: 99896
We have updated the GSP specification to support what commonly is referred to as a bracket order or Auto-OCO order. So this allows a parent order and 2 attached orders (Target and a Stop) to be submitted to the server and be working on the server.

If a Trading service provider actually implements this using GSP, then it will be adopted by Sierra Chart.


One thing we do need to figure out though is submitting a parent order with just a single Attached Order. That should not be a problem to implement.

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: 2013-05-16 22:39:52
[2013-05-17 22:00:13]
Sierra Chart Engineering - Posts: 99896
While working with one service provider on the implementation of GSP, we have removed separate messages for the rejection of a Cancel request and a Cancel/Replace (Modify) request. These rejects are now communicated through the Order Update Report. So now there is a single message type to communicate the status of an order.

This really works very well and is well organized. We are quite happy with it.


The latest header file can be found here:

https://www.sierrachart.com/index.php?l=doc/doc_GSPHeader.php#HeaderFile

Once again, we encourage everyone to have a close look at this new protocol. We encourage all of our competitors, and all of the service providers out there to have a serious look at this. At this time, our investment in time on this, is only about a week to 10 days. Hopefully your time to support the protocol should be minimal.

After working with a particular service provider, we can see a huge benefit to working with a well-designed and open-source neutral protocol like GSP.


So please, anyone who reads this, if it interests you and make sense to you, get the word out to Data and Trading services that You would like to have support this protocol.

The objective of this protocol is a plug-and-play, easy and efficient protocol where any program that uses this protocol, that can immediately to connect to any particular Data or Trading service provider and expect everything to work properly. Once each side supports GSP, there is no longer any need to do any type of integration work between the 2 sides.

So rather than asking us, do you or would you support this particular broker or data service, instead tell them to go to this page and have a serious look at what we are offering to the industry:
https://www.sierrachart.com/index.php?l=doc/doc_GeneralDataTradeServiceProtocol.php


Once we get a competitor who supports this protocol, and another service provider, then it is only a matter of time that this will be widely adopted.

There are some areas where the protocol needs further development, and that can and will be done. This is one of the easiest things that we can do.

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: 2013-05-18 17:47:37
[2013-05-18 01:16:42]
Sierra Chart Engineering - Posts: 99896
The header file can now be found on Github and can be modified:
https://github.com/SierraChart/GSP

This header file should only be modified by those who are implementing a Server or Client that follows the GSP standard.

We still need to work on complete and formal documentation for the messages and their members. Also Get and Set functions are still in the process of being implemented.
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: 2013-05-18 22:18:18
[2013-05-19 18:54:22]
Sierra Chart Engineering - Posts: 99896
We have been improperly using the term "open source" in relation to the General Data and Trading Service Protocol (GSP).

The protocol is not executable code or consists of source code. Although there is a header file, that only defines the structure of messages. The proper terminology is that this is an open specification. So we have removed the use of "open source".
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
[2013-05-22 09:18:23]
Sierra Chart Engineering - Posts: 99896
The more and more that we look at this, the more we realize that the GSP protocol is the very best.

It is better than everything we had ever worked with. It is very well organized, well structured, easy to use and strict to ensure compatibility and that there are no uncertainties.
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
[2013-05-25 01:45:11]
Sierra Chart Engineering - Posts: 99896
We have begun preparing documentation for GSP here:
http://www.sierrachart.com/index.php?file=doc/doc_GSPMessageDocumentation.php

All of the comments from the header file will be removed and placed into this documentation. This will be gradually worked on over the next few weeks.

Anyone who adopts GSP, is welcome to take a copy of this documentation and use it as they require.
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
[2013-05-31 18:51:50]
User37170 - Posts: 29
It takes a great IT team to embrace and use open / standardised protocols. I was just wondering tho if this benefits me as a retail Forex/CFD Trader in any way. Would it give SC users more of a choice when it comes to brokers? If not does the Currinex protocol resolve the current lack of choice ?
[2013-05-31 23:07:03]
Sierra Chart Engineering - Posts: 99896
Yes. An open and standardized protocol is very very very needed in this kind of industry. It is far too late for this. And we are totally confident this is going to succeed.


It is definitely the intention that Sierra Chart users and the users of any program using GSP, to give you complete freedom to choose what trading/broker service or Data service you want to use. So what we ask for you to do is to contact the particular Forex trading/broker service that you want to use and tell them to adopt GSP. They will definitely be happy that they did. No doubt about that. we are totally confident about this.

In the case of Currenex we use FIX. That is a semi standard protocol. The problem is that it is not a plug-and-play protocol and it has kind of a lot of processing overhead to it.
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
[2013-06-09 02:20:44]
Sierra Chart Engineering - Posts: 99896
If anyone has graphic design abilities and would like to contribute a logo image for GSP, that would be much appreciated. This is not for Sierra Chart, rather for the community in general.

We have attached the one used by FIX. This is only for reference.

If you would like to contribute a logo image, just attach it here.
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: 2013-06-09 02:21:23
imagelogo.200x52.gif / V - Attached On 2013-06-09 02:20:08 UTC - Size: 2.44 KB - 461 views
[2013-06-09 13:01:01]
AndyL - Posts: 119
You could, if you have $500 to $1000 to spare, start a design contest, there are quite a few sites who do host logo design contests (google) - and the submissions look quite good for the most part.
[2013-06-09 20:05:44]
Sierra Chart Engineering - Posts: 99896
Thanks for this. We heard from someone who who can help with this, so we will see what they come up with.
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

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

Login

Login Page - Create Account