I think it would be a great idea to integrate Zorro with SierraChart (SC).
SC is a very lightweight,fast and well engineered application, has very robust integration to nearly all key brokers and datafeeds (including their own) and can also work as a data/oms server - a single point gateway to all of them.
Combining all the great scripting and analytical capabilities of Zorro with robust access to data and brokers would be a superb combination, and would likely multiply Zorro's user base 10+x.
Re: Integration to SierraChart DTC server
[Re: Zheka]
#468482 10/06/1717:0010/06/1717:00
You appear to be knowledgeable on how this plugin can be implemented. Did you know that you can get a free Zorro S license if you write the plugin yourself and share it with the community?
I unfortunately do not have first-hand experience writing something like this. It would take me a lot of time, which I would rather spend on creating systems and getting them to production.
Re: Integration to SierraChart DTC server
[Re: Zheka]
#468521 10/09/1709:3010/09/1709:30
This plugin would require a TCP socket. Actually, two sockets, since it’s one for history and one for everything else (I would have to log in separately just to get history ticks).
In you and your company’s experience, is it sufficient to write such a plugin as a blocking client, or is it better to implement asynchronous single threaded or asynchronous multithreaded?
Just an update - although DTC protocol supports options, Sierra Chart's DTC server does not sufficiently support options - nor do the developers plan on adding support for DTC options. You can manually punch in an options Asset and trade it, but you cannot get a list of options securities by an underlying (message response: "not supported").
Sierra Chart's developers will soon add the ability to get futures contracts by underlying, so at least we will be able to trade futures.
Yes. I suppose one thing you can do is develop your own options asset name string generator, and check if the asset exists by attempting to subscribe to it. Some trial and error may be required.