Sierra Chart Plugin

Name	Price	Spread	RollLong	RollShort	PIP	PIPCost	MarginCost	Leverage	LotAmount	Commission	Symbol
ES	2700	0.25	0	0	0.25	12.5	6000	0	1	5	ESZ18

// Display gaps in historical data.
// Red lines = gap length in days. 

#define ASSET_LIST "History\Assets-SC-ES.csv"

function run()
{
	StartDate = 2017;
	//StartDate = 2018;
	LookBack = 0;
	set(PLOTNOW);
	assetList(ASSET_LIST);
	//asset("EUR/USD");
	var m = minutesAgo(1);
	plot("Gap",m/(60*24),NEW,RED);
}

#include <stdio.h>
#include <default.c>
#include <contract.c>

int __cdecl BrokerOpen (char*, FARPROC, FARPROC); 
API(BrokerOpen,Plugin\\SierraChart)

int __cdecl BrokerLogin (char*, char*, char*, char* );
API(BrokerLogin,Plugin\\SierraChart)

int __cdecl BrokerHistory2 (char* , DATE , DATE , int , int , T6* );
API(BrokerHistory2,Plugin\\SierraChart)


void run()
{

   StartDate = 20190101;
   EndDate = 20191031;
   Verbose = 7|DIAG;

   String temp = "AAPL";
   History = "_SC.t6";

   BokerOpen("SierraChart",0, 0);
   _POS("11111");

   BrokerLogin ("USERXXX", "PWDXXXX", "Demo", "0000");
   _POS("22222");

   T6* myT6;
   int items = BrokerHistory2 (temp, dmy(20190101), dmy(20191031), 1440, -1, myT6);
   FILE *fp;
   string fname = strf("History\\%s%s",temp, History);
   fp = fopen(fname, "wb");
   fwrite(myT6 , items , sizeof(myT6) , fp );

   asset(temp);    

   var Price = priceClose();
   printf("price = %.4f\n",Price);

}

#include <stdio.h>
#include <default.c>
#include <contract.c>

int __cdecl BrokerOpen (char*, FARPROC, FARPROC); 
BrokerOpen = DefineApi("SierraChart2:BrokerOpen");

int __cdecl BrokerLogin (char*, char*, char*, char*);
BrokerLogin = DefineApi("SierraChart2:BrokerLogin");

int __cdecl BrokerHistory2 (char* , DATE , DATE , int , int , T6* );
BrokerLogin = DefineApi("SierraChart2:BrokerHistory2");

int BrokerError(char* message) {
	printf(message);
}

int BrokerProgress(DWORD progress) {
	printf("stuff");
}

void run()
{

   StartDate = 20190101;
   EndDate = 20191031;
   Verbose = 7|DIAG;

	string temp = "AAPL";
	History = "_SC.t6";

	string temp1[100];
	BrokerOpen(temp1, &BrokerError, &BrokerProgress);

	char retAcct[1024];
	BrokerLogin ("XXXXX", "XXXXXX", "Demo", retAcct);

}

#include <default.c>

int __cdecl BrokerOpen (char* Name, void* fpError, void* fpProgress); 
API(BrokerOpen,SierraChart)

int __cdecl BrokerLogin (char* User, char* Pwd, char* Type, char* Accounts);
API(BrokerLogin,SierraChart)

// int __cdecl BrokerHistory2 (char* , DATE , DATE , int , int , T6* );
// API(BrokerHistory2,SierraChart)

int fError(char* message) {
	printf("\n%s",message); 
	return 0;
}

int fProgress(DWORD prog) {
	return wait(0);
}

void run()
{
	if(!Test){quit("#Only [Test] mode supported.");return;}

	char outName[64],outAccount[1024];
	memset(outName,0,64);
	memset(outAccount,0,1024);
	
	printf("\ncheckpoint a");
	int o = BrokerOpen(outName,(void*)fError,(void*)fProgress);
	printf("\ncheckpoint b, outName: %s, o: %d",outName,o);
	BrokerLogin ("","","Demo",outAccount);
	printf("\ncheckpoint c");
	
	quit("#Done.");
}

int __cdecl BrokerOpen (char* Name, void* fpError, void* fpProgress); 
API(BrokerOpen,Plugin\\SierraChart)
int __cdecl BrokerLogin (char* User, char* Pwd, char* Type, char* Accounts);
API(BrokerLogin,Plugin\\SierraChart)
int __cdecl BrokerHistory2 (char* theasset, DATE tStart, DATE tEnd, int nTickMinutes, int nTicks, T6* ticks);
API(BrokerHistory2,Plugin\\SierraChart)

int fError(char* message) {
	//printf("\n%s",message); 	// uncomment to display brokerError messages from SC
	return 0;
}
int fProgress(DWORD prog) {
	return wait(0);
}

function connectToSierraChart()
{
	//-----------------------------------
	//  	connect at INITRUN 
	//-----------------------------------
	if (!Init)	return 0;

	char outName[64],outAccount[1024]; memset(outName,0,64); memset(outAccount,0,1024);

	int o = BrokerOpen(outName,(void*)fError,(void*)fProgress);
	if (o!=2)	{
		printf("%s BrokerOpen FAILED!\n", outName);
		quit("#quit...");
	}
	o=BrokerLogin ("","","Demo",outAccount);	// don't need login credentials here for localhost SC
	if (!o)	{
		printf("%s BrokerLogin FAILED!\n", outName);
		quit("#quit...");
	}

}


int assetHistorySC(string theAsset)
{
	if (!Init)	return 0;

	int barperiod = BarPeriod;
	//----------------------------------
	//		setup start and end dates
	//----------------------------------
	int M1back = (LookBack*BarPeriod)/(7*60); 	// days of lback
	int DailyLBack = (LookBack+2*UnstablePeriod);
	int start = min(ymd(wdate(NOW)-6*365), ymd(dmy(StartDate)-2*ifelse(barperiod<1440,M1back, DailyLBack)));	//6 years or more
	int end;
	

	string t6Out[100];
	if (barperiod<1440) {
		sprintf(t6Out,strf("History\\%s%s",theAsset,History));
		barperiod = 1;
		end = ymd(wdate(NOW)+1);	// +1 to get most current M1 bar
	}
	else	{
		sprintf(t6Out,"History\\%s.t6",theAsset);
		end = ymd(wdate(NOW)-1);	 // -1 to get up to yesterday
	}
	
	//-------------------------------------
	// check to see if exiting t6 is in range	
	//-------------------------------------

	if (file_length(t6Out))	{
		int records = dataLoad(33,t6Out,7);	
		int fileStart = ymd(dataVar(33,-1,0));	
		int fileEnd = ymd(dataVar(33,0,0));
		
		//printf("fileStart=%d  fileEnd=%d\n",fileStart, fileEnd);
			
		// if Test or Train, don't download if data in range
		if (	(!Live && EndDate<=fileEnd && barperiod==1440)
			|| (Live && end<=fileEnd && barperiod==1440)
			)	
		{
			printf("\n[%s] historical data up to date... no download\n");
			dataNew(33,0,0);
			return 0;	// range already inside
		}	
		// if not enough data, its probably a newly listed stock/asset with limited history
		if (start<fileStart)		
			printf("\nWARNING:  historical data for [%s] may not be early enough\n",theAsset);

		// set start to last date in file, to upate to current date
		start = fileEnd;		

	}

	printf("Downloading data [%s]... Start=%d   End=%d\n", theAsset, start, end);

	//----------------------------------
	//			index symbol conversions
	//----------------------------------
	if (theAsset == "SPX") theAsset = "$SPX";
	if (theAsset == "DJI") theAsset = "$DOWI";	
	if (theAsset == "INX") theAsset = "$INX";
	
	//----------------------------------
	//				get data		
	//----------------------------------

	if(once(Init)) connectToSierraChart();

	int reqbars = (int) (dmy(end) - dmy(start))*ifelse(barperiod==1440,1,1440);	// D1 or M1 data only 
	//printf("SC: items allocated = %d\n",reqbars+10);

	T6* myT6=malloc((reqbars+10)*sizeof(T6));
	int items = BrokerHistory2 (theAsset, dmy(start), dmy(end), barperiod, -1, myT6);	
	printf("SC: items received = %d\n",items);
	if (!items)	{
		printf("ERROR:  No historical data returned from SierraChart... maybe out of data cache range.\n");
		free(myT6);
		quit("#quit");
	}

	FILE *fp;
	string tempT6 = strf("History\\temp-%s.t6",theAsset);
	fp = fopen(tempT6, "wb");
	fwrite(myT6 , sizeof(T6), items, fp );
	fclose(fp);
	free(myT6);
	
	dataLoad(33,tempT6,7);	// load it into 33
	dataSort(33);				// make sure it's sorted 
	
	//---------------------------------
	//	pre-pend to existing	t6
	//---------------------------------
	if (file_length(t6Out)>0)	{
		dataLoad(22,t6Out,7);
		dataMerge(22,33);		
		dataSave(22,t6Out);
		dataNew(22,0,0);	
	}
	else	{
		dataSave(33,t6Out);
		dataNew(33,0,0);	
	}

	file_delete(tempT6);
	return 0;
}

HD Server | HD Request #1 | Socket: 2 | Symbol: BRX | ServiceCode:  | RecordInterval: 60 | MaximumDaysRequested: 0 | Start date-time: 1999-12-31  00:00:00 | ClientReqID: 1 | Username: _. | Thread:7384 | 2021-04-21  08:17:44.869

 StartDate=0 EndDate=2021  NumYears=3  BarPeriod=1
Cmd=C:\Users\User\Zorro\Zorro.exe -h -stay -run Sierra_GetAsset_BC.c
 asset=BRX
Downloading data [BRX]... Start=19991231   End=20210422

#1: Launching thread...
#1: Trying endpoint 127.0.0.1:11099 (TLS 1.2)
1: Connected to SC DTC Protocol server. Service=scdataallservices|SymbolSettings=scdataallservices
1: WARNING: Trading not supported
1: TradeAccounts detected: Sim1
1: Using: Sim1
1: Warning: no balance confirmed for this account!
1: 0 historical orders detected.
1: 0 open orders detected.
1: 0 open positions detected.SC: items allocated = 11207530
BrokerHistory2 (BRX, 19991231, 20210422, 1, -1, myT6)

#2: Launching thread...
#2: Trying endpoint 127.0.0.1:11097 (TLS 1.2)
#2: Logon successful.
2: Data is being downloaded from a remote source. Download will start when this is done.
#2: Joining thread...SC: items received = 50821
t6 = History\temp-BRX.t6
LOADED TEMP
Saving to, C:\Users\User\Zorro\History\Sierra\BRX.t6

int assetHistorySC(string theAsset)
{
	if (!Init)	return 0;

	int barperiod = BarPeriod;
	//----------------------------------
	//		setup start and end dates
	//----------------------------------
	int M1back = (LookBack*BarPeriod)/(7*60); 	// days of lback
	int DailyLBack = (LookBack+2*UnstablePeriod);
	int start = min(ymd(wdate(NOW)-6*365), ymd(dmy(StartDate)-2*ifelse(barperiod<1440,M1back, DailyLBack)));	//6 years or more
	int end;
	

	string t6Out[100];
	if (barperiod<1440) {
		sprintf(t6Out,strf("%s%s.t6",History,theAsset));
		barperiod = 1;
		end = ymd(wdate(NOW)+1);	// +1 to get most current M1 bar
	}
	else	{
		sprintf(t6Out,"History\\%s.t6",theAsset);
		end = ymd(wdate(NOW)-1);	 // -1 to get up to yesterday
	}
	
	//-------------------------------------
	// check to see if exiting t6 is in range	
	//-------------------------------------

	if (file_length(t6Out))	{
		int records = dataLoad(33,t6Out,7);	
		int fileStart = ymd(dataVar(33,-1,0));	
		int fileEnd = ymd(dataVar(33,0,0));
		
		//printf("fileStart=%d  fileEnd=%d\n",fileStart, fileEnd);
			
		// if Test or Train, don't download if data in range
		if (	(!Live && EndDate<=fileEnd && barperiod==1440)
			|| (Live && end<=fileEnd && barperiod==1440)
			)	
		{
			printf("\n[%s] historical data up to date... no download\n");
			dataNew(33,0,0);
			return 0;	// range already inside
		}	
		// if not enough data, its probably a newly listed stock/asset with limited history
		if (start<fileStart)		
			printf("\nWARNING:  historical data for [%s] may not be early enough\n",theAsset);

		// set start to last date in file, to upate to current date
		start = fileEnd;		

	}

	printf("Downloading data [%s]... Start=%d   End=%d\n", theAsset, start, end);

	//----------------------------------
	//			index symbol conversions
	//----------------------------------
	if (theAsset == "SPX") theAsset = "$SPX";
	if (theAsset == "DJI") theAsset = "$DOWI";	
	if (theAsset == "INX") theAsset = "$INX";
	
	//----------------------------------
	//				get data		
	//----------------------------------

	if(once(Init)) connectToSierraChart();

	int reqbars = (int) (dmy(end) - dmy(start))*ifelse(barperiod==1440,1,1440);	// D1 or M1 data only 
	printf("SC: items allocated = %d\n",reqbars+10);

	T6* myT6=malloc((reqbars+10)*sizeof(T6));
	printf("BrokerHistory2 (%s, %d, %d, %i, -1, myT6)\n", theAsset, start, end, barperiod);
	int items = BrokerHistory2 (theAsset, dmy(start), dmy(end), barperiod, -1, myT6);	
	printf("SC: items received = %d\n",items);
	if (!items)	{
		printf("ERROR:  No historical data returned from SierraChart... maybe out of data cache range.\n");
		free(myT6);
		quit("#quit");
	}

	FILE *fp;
	string tempT6 = strf("History\\temp-%s.t6",theAsset);
	printf("t6 = %s\n", tempT6);
	fp = fopen(tempT6, "wb");
	fwrite(myT6 , sizeof(T6), items, fp );
	fclose(fp);
	free(myT6);
	
	dataLoad(33,tempT6,7);	// load it into 33
	dataSort(33);				// make sure it's sorted 
	printf("LOADED TEMP\n");
	//---------------------------------
	//	pre-pend to existing	t6
	//---------------------------------
	if (file_length(t6Out)>0)	{
		printf("Appending to, %s\n", t6Out);
		dataLoad(22,t6Out,7);
		dataMerge(22,33);		
		dataSave(22,t6Out);
		dataNew(22,0,0);	
	}
	else	{
		printf("Saving to, %s\n", t6Out);
		dataSave(33,t6Out);
		dataNew(33,0,0);	
	}

	file_delete(tempT6);
	return 0;
}

  StartDate=0 EndDate=20210421  NumYears=3  BarPeriod=1.000000
Cmd="C:\Users\User\Zorro\Zorro.exe" Sierra_GetAsset_test -stay
 ass=BRX
Load AssetsSierra
Login 0 SierraChart..
!1: Connected to SC DTC Protocol server. Service=scdataallservices|SymbolSettings=scdataallservices
!1: WARNING: Trading not supported
!1: TradeAccounts detected: Sim1
!1: Using: Sim1
!1: Warning: no balance confirmed for this account!
!1: 0 historical orders detected.
!1: 0 open orders detected.
!1: 0 open positions detected. at UTC 04-21 16:17
(null): 6 MB allocated
!2: short read
!2: Connect failure.
!BRX 01-01 00:00:00 to 04-21 16:17:57 failed
!BRX 01-01 00:00:00 to 04-21 16:16:57 failed
!BRX 01-01 00:00:00 to 04-21 16:15:57 failed
!BRX 01-01 00:00:00 to 04-21 16:14:57 failed
!BRX 01-01 00:00:00 to 04-21 16:13:57 failed
!BRX 01-01 00:00:00 to 04-21 16:12:57 failed
!BRX 01-01 00:00:00 to 04-21 16:11:57 failed
!BRX 01-01 00:00:00 to 04-21 16:10:57 failed
!BRX 01-01 00:00:00 to 04-21 16:09:57 failed
!BRX 01-01 00:00:00 to 04-21 16:08:57 failed
!BRX 01-01 00:00:00 to 04-21 16:07:57 failed
!BRX 01-01 00:00:00 to 04-21 16:06:57 failed - BRX history unavailable!
Error 056: Can't download BRX 2021 history
(null): 6 MB allocated
!BRX 01-01 00:00:00 to 12-31 23:59:59 failed
!BRX 01-01 00:00:00 to 12-31 23:58:59 failed
!BRX 01-01 00:00:00 to 12-31 23:57:59 failed
!BRX 01-01 00:00:00 to 12-31 23:56:59 failed
!BRX 01-01 00:00:00 to 12-31 23:55:59 failed
!BRX 01-01 00:00:00 to 12-31 23:54:59 failed
!BRX 01-01 00:00:00 to 12-31 23:53:59 failed
!BRX 01-01 00:00:00 to 12-31 23:52:59 failed
!BRX 01-01 00:00:00 to 12-31 23:51:59 failed
!BRX 01-01 00:00:00 to 12-31 23:50:59 failed
!BRX 01-01 00:00:00 to 12-31 23:49:59 failed
!BRX 01-01 00:00:00 to 12-31 23:48:59 failed - BRX history unavailable!
Error 056: Can't download BRX 2020 history
(null): 6 MB allocated
!BRX 01-01 00:00:00 to 12-31 23:59:59 failed
!BRX 01-01 00:00:00 to 12-31 23:58:59 failed
!BRX 01-01 00:00:00 to 12-31 23:57:59 failed
!BRX 01-01 00:00:00 to 12-31 23:56:59 failed
!BRX 01-01 00:00:00 to 12-31 23:55:59 failed
!BRX 01-01 00:00:00 to 12-31 23:54:59 failed
!BRX 01-01 00:00:00 to 12-31 23:53:59 failed
!BRX 01-01 00:00:00 to 12-31 23:52:59 failed
!BRX 01-01 00:00:00 to 12-31 23:51:59 failed
!BRX 01-01 00:00:00 to 12-31 23:50:59 failed
!BRX 01-01 00:00:00 to 12-31 23:49:59 failed
!BRX 01-01 00:00:00 to 12-31 23:48:59 failed - BRX history unavailable!
Error 056: Can't download BRX 2019 history
Logout.. ok

 StartDate=0 EndDate=20210421  NumYears=3  BarPeriod=1.000000
Cmd="C:\Users\User\Zorro\Zorro.exe" Sierra_GetAsset_test -stay
 ass=BRX
Load AssetsSierra
Login 0 SierraChart..
!M: Connecting to 127.0.0.1:11099...
!M: Requesting binary encoding...
!M: readloop_handler1: End of file
Can't connect!

int assetHistorySC(string theAsset, int theBP)
{
	if (!Init)	return 0;

	int barperiod = theBP;
	//----------------------------------
	//		setup start and end dates
	//----------------------------------
	int M1back = (LookBack*BarPeriod)/(7*60); 	// days of lback
	int DailyLBack = (LookBack+2*UnstablePeriod);
	int start = min(ymd(wdate(NOW)-6*365), ymd(dmy(StartDate)-2*ifelse(barperiod<1440,M1back, DailyLBack)));	//6 years or more
	int end;
	
	
	if (!EndDate) 
		if (hour(NOW)>=21) EndDate = ymd(wdate(NOW));
		else EndDate = ymd(wdate(NOW)-1);

	string t6Out[100];
	if (barperiod<1440) {
		sprintf(t6Out,strf("History\\%s%s",theAsset,History));
		barperiod = 1;
		end = ymd(wdate(NOW)+1);	// +1 to get most current M1 bar
	}
	else	{
		sprintf(t6Out,"History\\%s.t6",theAsset);
		if (hour(NOW)>=21) end = ymd(wdate(NOW));
		else end = ymd(wdate(NOW)-1);	 // -1 to get up to yesterday		
	}
	
	//-------------------------------------
	// check to see if exiting t6 is in range	
	//-------------------------------------

	if (file_length(t6Out))	{
		int records = dataLoad(33,t6Out,7);	
		int fileStart = ymd(dataVar(33,-1,0));	
		int fileEnd = ymd(dataVar(33,0,0));
		
		//printf("fileStart=%d  fileEnd=%d\n",fileStart, fileEnd);
			
		// if Test or Train, don't download if data in range
		if (	(!Live && EndDate<=fileEnd && barperiod==1440)
			|| (Live && end<=fileEnd && barperiod==1440)
			)	
		{
			if (Live || DEBUG) printf("\n[%s] historical data up to date... no download\n");
			dataNew(33,0,0);
			return 0;	// range already inside
		}	
		// if not enough data, its probably a newly listed stock/asset with limited history
		if (start<fileStart)		
			if (Live || DEBUG) printf("\nWARNING:  historical data for [%s] may not be early enough\n",theAsset);

		// set start to last date in file, to upate to current date
		start = fileEnd;		

	}

	if (start==end) return 0;
	
	if (Live || DEBUG) printf("Downloading data [%s]... Start=%d   End=%d\n", theAsset, start, end);

	//----------------------------------
	//			index symbol conversions
	//----------------------------------
	if (theAsset == "SPX") theAsset = "$SPX";
	if (theAsset == "DJI") theAsset = "$DOWI";	
	if (theAsset == "INX") theAsset = "$INX";
	
	//----------------------------------
	//				get data		
	//----------------------------------

	if(once(Init)) connectToSierraChart();

	int reqbars = (int) (dmy(end) - dmy(start))*ifelse(barperiod==1440,1,1440);	// D1 or M1 data only 
	//printf("SC: items allocated = %d\n",reqbars+10);

	T6* myT6=malloc((reqbars+10)*sizeof(T6));
	int items = 0;
	int i;
	for (i=0;i<=2;i++)
	{
		items = BrokerHistory2 (theAsset, dmy(start), dmy(end), barperiod, -1, myT6);	
		if (Live || DEBUG) printf("SC: items received = %d\n",items);

		if (!items)	{
			if (Live || DEBUG) printf("ERROR:  No historical data returned from SierraChart... maybe out of data cache range.\n");
			connectToSierraChart();
			wait(1000);
		}
		else	{
			break;
		}
	}
		
	FILE *fp;
	string tempT6 = strf("History\\temp-%s.t6",theAsset);
	fp = fopen(tempT6, "wb");
	fwrite(myT6 , sizeof(T6), items, fp );
	fclose(fp);
	free(myT6);
	
	dataLoad(33,tempT6,7);	// load it into 33
	dataSort(33);				// make sure it's sorted 
	
	//---------------------------------
	//	pre-pend to existing	t6
	//---------------------------------
	if (file_length(t6Out)>0)	{
		dataLoad(22,t6Out,7);
		dataMerge(22,33);		
		dataSave(22,t6Out);
		dataNew(22,0,0);	
	}
	else	{
		dataSave(33,t6Out);
		dataNew(33,0,0);	
	}

	file_delete(tempT6);
	return 0;
}