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Re: BETA 0.9.2.0: Sierra Chart Plugin
[Re: AndrewAMD]
#474985
11/15/18 23:39
11/15/18 23:39
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Joined: Sep 2017
Posts: 12
Trading4pips
Newbie
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Newbie
Joined: Sep 2017
Posts: 12
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It is really unfortunate and surprising that their server does not support continuous contracts since SC uses them. I appreciate your suggestions, but I think option 1 is not realistic due to the amount of work that would be involved in constructing a continuous contract. When I get some time, I'll try to research option 2 to see how one might convert the downloaded data to t6 files. If you are taking feature requests, this would be a great option to add to the plugin
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Re: BETA 0.9.2.0: Sierra Chart Plugin
[Re: firecrest]
#475877
01/11/19 13:56
01/11/19 13:56
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Joined: Feb 2017
Posts: 1,731 Chicago
AndrewAMD
OP
Serious User
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OP
Serious User
Joined: Feb 2017
Posts: 1,731
Chicago
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If you need lower latency and every last tick, use the Sierra Chart plugin.
If you want access to Sierra Chart's historical data and/or live streaming data service, use the Sierra Chart plugin.
If you need options, use the IB plugin.
If you need all of the above at the same time, use both plugins simultaneously.
Here's why: * The engineers at Sierra Chart have gone so far as to reverse engineer the IB interface so that they are working directly with IB's proprietary protocol rather than a library. They prefer to work directly with sockets. * Likewise, my plugin also works directly with sockets (using Boost Asio as a frontend for the socket API). * Finally, the Sierra Chart plugin supports SET_HWND while the IB plugin currently does not. This means you can get every last tick while running your strategy live. * But Sierra Chart is not eager to support listing options symbols by underlying using their integrated DTC protocol. (Their protocol supports it, but that's irrelevant if the server does not.) * Anyways, the IB plugin works well with options.
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Re: BETA 0.9.2.0: Sierra Chart Plugin
[Re: tradingest]
#475979
01/16/19 13:44
01/16/19 13:44
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Joined: Feb 2017
Posts: 1,731 Chicago
AndrewAMD
OP
Serious User
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OP
Serious User
Joined: Feb 2017
Posts: 1,731
Chicago
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Hi guys,
but is more fast to use LMAX account with Sierra plugin or with MT4 plugin? We always need to have the platforms opened, MT4 or Sierra
thanks Until the MT4 plugin supports GET_HWND, the Sierra Chart plugin will be faster. One other notable difference is that you must use the Sierra Chart plugin in NFA mode, since the DTC protocol only processes orders and not "trades".
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