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Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: Trading4pips] #474978
11/15/18 19:50
11/15/18 19:50
Joined: Feb 2017
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Chicago
AndrewAMD Online OP
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You set ES to symbol ESZ18, so you are limited to ESZ18.

Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: AndrewAMD] #474979
11/15/18 19:59
11/15/18 19:59
Joined: Sep 2017
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Trading4pips Offline
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Trading4pips  Offline
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Ok, then that's not what I really want, I would like to pull the data for the continuous ES contract.

In SC I use ESZ18 as the symbol, but under the Advanced Settings I have Continuous Contract set to: Continuous Futures Contract - Date Rule Rollover.

Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: Trading4pips] #474981
11/15/18 20:16
11/15/18 20:16
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Chicago
AndrewAMD Online OP
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Alas, Sierra Chart's DTC server does not support the export of Continuous Contracts, or any indicator for that matter.

I believe you do have two options:

1) Using Zorro, download all of the individual contracts' historical data and construct a continuous contract indicator from that data.

2) Maybe you can export Continuous bars directly from Sierra Chart to text/csv, and then convert it to t6 using a zorro script. I have not tried this yet.

Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: AndrewAMD] #474985
11/15/18 23:39
11/15/18 23:39
Joined: Sep 2017
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Trading4pips Offline
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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 laugh

Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: Trading4pips] #474987
11/16/18 00:11
11/16/18 00:11
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AndrewAMD Online OP
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Take a peek at the CSVtoHistory script, it should point you in the right direction.

Given the DTC implementation, it is not realistic to try to output continuous contracts from the plugin. The SC staff told me finding futures symbols by underlying is on their to-do list, but they never got around to it.

Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: AndrewAMD] #475817
01/08/19 18:23
01/08/19 18:23
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AndrewAMD Online OP
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Oh wow, Sierra Chart finally came through with the underlying search for futures!

https://dtcprotocol.org/SupportBoard.php?ThreadID=33413

It looks like I can pull this out of beta in the next month! laugh

Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: AndrewAMD] #475873
01/11/19 10:17
01/11/19 10:17
Joined: Dec 2016
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firecrest Offline
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Thank you so much for the Sierra Chart plugin. Sierra Chart is link to IB. I am thinking of what is the advantage of using Sierra Chart plugin instead of just directly using IB plugin.

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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AndrewAMD Online OP
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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.

Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: AndrewAMD] #475977
01/16/19 13:21
01/16/19 13:21
Joined: Feb 2018
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tradingest Offline
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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

Re: BETA 0.9.2.0: Sierra Chart Plugin [Re: tradingest] #475979
01/16/19 13:44
01/16/19 13:44
Joined: Feb 2017
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Chicago
AndrewAMD Online OP
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Originally Posted By: tradingest
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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