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Integration to SierraChart DTC server #468481
10/06/17 16:15
10/06/17 16:15
Joined: Jul 2017
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Zheka Offline OP
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Zheka  Offline OP
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Hi, Jcl,

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.

http://www.sierrachart.com/index.php?page=doc/SupportedDataAndTradingServices.php

http://www.sierrachart.com/index.php?page=doc/Contents.php#ExternalInterfaces

This can be easily achieved via SC's DTC protocol - an improvement on FIX. It is very well documented and well supported by SC.
http://www.dtcprotocol.org/#DTCProjects
https://github.com/DTC-protocol/DTC

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
10/06/17 17:00
10/06/17 17:00
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
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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?

Re: Integration to SierraChart DTC server [Re: AndrewAMD] #468483
10/06/17 18:14
10/06/17 18:14
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Zheka Offline OP
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Zheka  Offline OP
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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
10/09/17 09:30
10/09/17 09:30
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Zheka Offline OP
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Zheka  Offline OP
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Jcl,

what are your thoughts?

Re: Integration to SierraChart DTC server [Re: Zheka] #468524
10/09/17 10:04
10/09/17 10:04
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Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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It sounds like a good idea, but I have to look into SierraCharts in detail.

Re: Integration to SierraChart DTC server [Re: jcl] #468528
10/09/17 10:17
10/09/17 10:17
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Zheka Offline OP
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Zheka  Offline OP
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Great!
their FXCM integration is via FIX; Currenex is also available (but not in the public list).

Re: Integration to SierraChart DTC server [Re: Zheka] #468578
10/10/17 21:41
10/10/17 21:41
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Chicago
AndrewAMD Online
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This project is interesting to me for several reasons. I might actually just write it myself.

Let me get my hands dirty, and I'll let you know if I have any updates in the next couple of weeks.

Re: Integration to SierraChart DTC server [Re: AndrewAMD] #468594
10/11/17 12:51
10/11/17 12:51
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Zheka Offline OP
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Zheka  Offline OP
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This would be great indeed.
I would do a QA then!

Re: Integration to SierraChart DTC server [Re: Zheka] #468758
10/17/17 02:32
10/17/17 02:32
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Chicago
AndrewAMD Online
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jcl,

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?

Re: Integration to SierraChart DTC server [Re: AndrewAMD] #468759
10/17/17 02:42
10/17/17 02:42
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AndrewAMD Online
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Oh, I suppose it would be easier to write them as two separate plugins anyways, now that Zorro will have the multi-plugin feature.

Sierra Chart Trade and Sierra Chart History, I suppose I can call them.

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