1. Can I use Sierra's special orders with Zorro in trading mode, like Limit Chase or OCO orders?
Although these order interfaces are available via the DTC server, they do not jive very well with Zorro's high level trading interface, so it does not make much sense for me to program this into the plugin.
2. In Zorro's trading mode, it looks Zorro subscribes to the tick data from Sierra, and builds the 1M bar by itself. Because of a little bit latency, the bar's OHLC prices are not exactly aligned with Sierra's historical data on the chart. I compared them by setting PRICETYPE to 2. It's more significant in night session.
It's not latency. The historical timestamps have different meanings in Zorro than in Sierra Chart. Zorro defines a bar by end-of-period, whereas Sierra Chart supplies the timestamp of the very first tick received per bar. The plugin does the translation for you.
Is it possible to directly subscribe to Sierra's bar data in trading mode? I understand assetHistory is only for initialization.
What Sierra Chart supplies via the DTC server is what you get.
