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Sierra Chart's new data feed......


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Sierra Chart's new data feed......

  #11 (permalink)
 
Chrismind's Avatar
 Chrismind 
Houston, TX/USA
 
Experience: Beginner
Platform: Sierra Chart
Broker: Sierra Charts Data Feed
Trading: Futures
Posts: 68 since May 2013
Thanks Given: 40
Thanks Received: 101


met68 View Post
I am trialling SC at the moment, but I need to have server side bracket and OCO order capability. SC have advised me that this is available through CTS. What trading service do you use with Sierrachart and their data feed? Do you have server side OCO order capability now, that you no longer use CTS?

You need to go read the link I posted originally, and get a grasp for how this works. It's a little confusing. You still must have a data/trade service, such as CTS, Rithmic, etc. You still must have a way to execute your orders, as the SC data feed is only that, a data feed. It is not order execution. So, in my case, I still have CTS for order routing. Which means, to answer your question......Yes, I still have server side OCO since I still have the features of CTS as far as orders. So all of my data comes through SC, but when I place an order(on my DOM or any method), CTS is seamlessly integrated and all orders are still routed through CTS. I hope this makes sense.

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  #12 (permalink)
met68
Ragusa Italy
 
Posts: 50 since Jan 2014
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Yes, makes perfect sense. Thank you.

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  #13 (permalink)
 dunross 
new york, new york / usa
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
Posts: 5 since Jan 2012
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Chrismind View Post
You need to go read the link I posted originally, and get a grasp for how this works. It's a little confusing. You still must have a data/trade service, such as CTS, Rithmic, etc. You still must have a way to execute your orders, as the SC data feed is only that, a data feed. It is not order execution. So, in my case, I still have CTS for order routing. Which means, to answer your question......Yes, I still have server side OCO since I still have the features of CTS as far as orders. So all of my data comes through SC, but when I place an order(on my DOM or any method), CTS is seamlessly integrated and all orders are still routed through CTS. I hope this makes sense.

Hi Chrismind,

My trading platform is also CTS. I have only been using it for a few weeks but it has been rock solid so far. I am considering adding the SC feed but I am unsure what advantage it will give me over CTS. I would appreciate it if you could share with me what the SC feed has given you that the CTS feed does not provide.

I am about to pull the trigger but thought I would check in with you first. Thanks in advance,

Mike

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  #14 (permalink)
gotama
Montevideo, Uruguay
 
Posts: 1 since Sep 2010
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I currently use DTN and was wondering if SC data feed is providing a continuous contract (ES, 6E, CL, GC), similar to what IQFEED offers and what is the quality of it, if some has tested it.

TNX in advance.

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  #15 (permalink)
 
chris12's Avatar
 chris12 
annecy france
 
Experience: Intermediate
Platform: sierra chart
Trading: DAX, BUND
Posts: 9 since Jan 2013
Thanks Given: 6
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gotama View Post
I currently use DTN and was wondering if SC data feed is providing a continuous contract (ES, 6E, CL, GC), similar to what IQFEED offers and what is the quality of it, if some has tested it.

TNX in advance.

i trade with the SC feed instead IQ since 1month. Very very good results for cheap price

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  #16 (permalink)
 
Malvolio's Avatar
 Malvolio 
Frankfurt, Germany
 
Experience: Advanced
Platform: TT, ProRealTime
Broker: Advantage
Trading: Futures
Posts: 145 since Nov 2010
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The data feed from SC is very good and it is easy to create a continuous futures chart.

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  #17 (permalink)
 Bango 
Trieste, Italy
 
Experience: Advanced
Platform: Sierra Chart, Jigsaw
Broker: AMP/CQG
Trading: Bund, Dax, ES
Posts: 17 since Nov 2012
Thanks Given: 54
Thanks Received: 12

hi,
I'm switching from IQfeed to Sierra Chart feed...
No doubt it's a high quality feed and plus SC have a nice feature to create continuous contracts.

But I'm struggling to have the same results.

Anyone knows how to set the proper rollover rules?

Thanks!

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  #18 (permalink)
 Jolew 
San Jose, CA
 
Experience: Intermediate
Platform: Sierra Chart
Broker: IB
Trading: Futures
Posts: 113 since Jan 2011
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Bango View Post

Anyone knows how to set the proper rollover rules?


What symbol are you having problems with? You can edit the rules under symbol settings, but most of them should be set up correctly already.

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  #19 (permalink)
 Bango 
Trieste, Italy
 
Experience: Advanced
Platform: Sierra Chart, Jigsaw
Broker: AMP/CQG
Trading: Bund, Dax, ES
Posts: 17 since Nov 2012
Thanks Given: 54
Thanks Received: 12


Jolew View Post
What symbol are you having problems with? You can edit the rules under symbol settings, but most of them should be set up correctly already.

Hello Jolew!

I didn't manage to set up bund, dax and eurostoxx50 futures: I think probably that with the default recommended settings by Sierra chart there are some mismatches with EUREX rollover dates. I hope the fault is mine, really.

ES (CME) is showing properly instead.
Sierra support told me to find out myself the setup to get the same IQfeed back-adjusted results...

So it would be great if you can post, for example, the OHLC bar you get for bund future on may 2nd 2013, with the recommended date rule back adjusting continuos contract

Thank you so much for your help.

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  #20 (permalink)
 Bango 
Trieste, Italy
 
Experience: Advanced
Platform: Sierra Chart, Jigsaw
Broker: AMP/CQG
Trading: Bund, Dax, ES
Posts: 17 since Nov 2012
Thanks Given: 54
Thanks Received: 12


There's no mismatches with rollover dates.

I think there's something different in back adjusting amount calculations.

Using IQfeed single contracts data the result of back adjusting calculation is the same as Sierra feed...

I will contact Sierra support again...

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