Architecture Overview
TBD
Requirements
Sierra Chart version 2448 or higher
python version 3.10+
Windows 10/11
Download, Install and Setup
The solution includes a custom study dll and a python library
Custom study https://www.dropbox.com/s/bpsj382ehvoloio/T29-SCdX_64.dll?dl=1
Python lib - trade29_scpy-0.0.3.tar.gz
Both of these need to be manually downloaded and installed.
See details below
“T29 SC-Py” custom study dll
Download: T29-SCdX_64.dll
Install
Download to your computer
Copy the dll file to your SC Data folder
See here for more details: HowTo Manually Install and Upgrade a Sierra Chart Custom Study Dll
Verify the custom study installation
...
“trade29” python library
Download to your computer
pip install
...
Verify the library installation
...
Hello World
The following provides short videos and code snippets demonstrating hello world level usage of the libraries.
Time and sales
Market depth
Submitting orders
Accessing graph data
time and sales
...
| Code Block |
|---|
from trade29.sc.bridge import SCBridge
# create the bridge object
bridge = SCBridge()
# subscribe to time and sales data
bridge.time_and_sales_request('xx')
# get access to the response queue
messages = bridge.get_response_queue()
# go into a while loop, wait for messages and print them out
while True:
msg = messages.get()
print(msg.df)
|
market depth
Supports
User defined x number of levels
Update frequency
Optional pulling/stacking data
Optional mbo data
...
| Code Block | ||
|---|---|---|
| ||
from trade29.sc.bridge import SCBridge
bridge = SCBridge()
bridge.market_depth_request('xx', update_frequency=5000, include_pulling_stacking=True, include_mbo=True)
messages = bridge.get_response_queue()
while True:
msg = messages.get()
print(msg.df)
|
order management
...
| Code Block | ||
|---|---|---|
| ||
# placing a market order every 30 seconds
from trade29.sc.bridge import SCBridge
import time
bridge = SCBridge()
while True:
print('placing order')
bridge.submit_order('xx', is_buy=1, order_type=0, attach_orders_sc_trade_window=1)
time.sleep(30) |
graph data (TBD)
Support and Help
Email: support@trade29.com
Slack: TBDStart date: June 10th, 2023
End date: no firm date at this time. Current expectation is it will run for 6-8 weeks.
Cost: free
Prior knowledge and skills
To get the most of it, some level of Sierra Chart and Python experience is recommended.
That said, you do not need to be an expert python programmer to start using the tools.
It is intended to be accessible to python users that might be using python at various levels but don’t consider themselves professional/expert programmers so to speak. These might be hobby and professional trading strategy developers, data scientists, quants, etc. One of the objectives of the early access it to gauge how good of a job we are doing of this so we are happy to have users of all levels
Technical pre-requisites
Windows - we do our testing on windows 11. Windows 10 should work just fine too
Sierra Chart - version 2448 or higher
Python 3.10 or higher - we develop and test with python 3.10
Registration
For online registration see here: https://trade29.com/cs/register/scpy/
For any questions, please email support@trade29.com