Releases Notes
- Onn BenZvi
Latest Download - Requirements, Download and Install
When updating from a previous version, always update the py lib and the custom study dll
October 31, 2023
New version 0.0.14
Fix issue with get_filled_orders and get_trade_list return an empty list (i.e., when there are no trades or orders on the SC side)
Fix issue with graph_data_request, using vbp on renko, sometimes the no volume by price data is available for a bar so the vbp fields is null - see here for more - https://www.sierrachart.com/SupportBoard.php?ThreadID=87382
September 15, 2023
New version is 0.0.13
Updates to get_account_status - added an update_frequency parameter. This setting is in milliseconds, the current account status will be sent every x ms
September 11, 2023
0.0.12 Download: Requirements, Download and Install
Position status - enhancement to the with dict object
Account status - added more account fields
Multiple connections - improved usability and error messages
Added connection info details for easier debugging and support
New tutorial demonstrating how to create a strategy that combines accessing data, position status, account status and placing orders.
Combining Data Subscriptions, Position Updates, Account Updates and Submitting Orders
August 25, 2023
0.0.8 Download
See here - Requirements, Download and Install
Important - when updating, always update the pylib and the sc dll file. That way you can know that they are compatible.
What's new
Position status - gets the current position size, position average price and current open pnl
Order status updates - retrieve oder updates in real time. Get notified when an order is filled, canceled, etc.
Account info - retrieves the account balance
Multiple connections - support for connecting to multiple instances of SC on the same machine. Previously you could not connect to multiple instances of SC on the same machine
Trade activity related functions
Function that are good for reporting, end of day analysis, reconciling trades, performance analysis. This data is related to the data you see in the SC's trade activity log
Retrieve trades list
Retrieve list of filled orders
August 8, 2023
0.0.7 Download
See here - Requirements, Download and Install
Important - when updating, always update the pylib and the sc dll file. That way you can know that they are compatible.
0.0.7 What's new
Time And Sales api - fixed issue with price formats
Graph Data api - added support for downloading large amounts of bars. In previous versions there were limitations to the number of bars and data that one could request. That limitation is now removed. Depending on the number of bars and amount of data requested, this can still time but it eventually finishes. We are currently working on some optimizations related to this for a future version.
July 7, 2023
More progress was made this week with sc/python.
As always, thanks for helping guide priorities with your questions and feedback.
0.0.5 Download
The latest version of the solution is 0.0.5
See here - Requirements, Download and Install
Important - when updating, always update the pylib and the sc dll file. That way you can know that they are compatible.
0.0.5 What's new
Access "Volume by Price" data (see videos below for demo on this)
Support for modifying and canceling orders
Support for flattening positions
Support for attached target/stop orders when submitting entry orders
New videos
How to access SC's "Volume by Price" data in python - https://youtu.be/OsZ6qJmT0Gw
Example creating a "Volume Profile" and finding the point of control (POC) - https://youtu.be/bzAqVSRYCJE
Demo on the "Support Reversals" and "Allow Multiple Entries in the Same Direction" settings (important for auto-trading) - https://youtu.be/XK1vEHYAVEU
Demo on Modifying Orders, Cancelling Orders and Flattening Positions - https://youtu.be/TibbJ5xpiIs
Demo on submitting Attached Orders using the new api - https://youtu.be/SZXehimbvNI
As always, feel free to reach out if you have any questions or run into any issues.
Wish you all a nice weekend
June 23, 2023
More progress was made this week with sc/python.
As always, thanks for helping guide priorities with your questions and feedback.
0.0.4 Download
The latest version of the solution is 0.0.4
See here - Requirements, Download and Install
Important - when updating, always update the pylib and the sc dll file. That way you can know that they are compatible.
0.0.4 What's new
Trade api - add support for reversals
Trade api - add support for enabling/disabling multiple entries in the same direction
Misc enhancements and fixes in the python library
New videos
Graph Data Request Overview - https://youtu.be/jKcwLcKrsF4
Demo 04 Graph Data Historical Data - https://youtu.be/NzTqECTTYtc
Strategy1 Part1 Signal Generation - https://youtu.be/i3-3T-KnNp8
Strategy1 Part2 Trade Entry - https://youtu.be/GfvKnAq9OJ8
Next up
Next week the plan is to:
Graph data api - add support for Volume By Price (Numbers bars) data
Trade api - add support for flattening and canceling existing positions
More videos, more examples, more documentation
As always, feel free to reach out if you have any questions or run into any issues.
Wish you all a nice weekend
Onn
June 12, 2023
See here for details on the SC/Py early access: SC-Py Early Access 2023
The current version of the software is 0.0.2
The page currently includes:
Download links
Installation details
Time and sales demo - https://vimeo.com/835672238/9b3f7fb6d0
4-5 more videos are planned for the following days. Hopefully by the end of the week we'll have 3-5 minute videos covering:
Architecture and conceptual overview
Market depth
Submitting orders
Subscribing to chart graph data
For assistance, questions or issues, feel free to send an email to onn@trade29.com
Tomorrow we'll launch a slack workspace and send invites to that as well. I expect at some point later this week we will provide more communication channels for requests, bug reporting and general feedback.