Architecture Overview
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
https://vimeo.com/835672238/9b3f7fb6d0from 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
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
https://vimeo.com/836038247/ec94bf0289
# 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)
get graph data
See here for more: https://trade29.atlassian.net/wiki/spaces/SCDX/pages/175767553
from trade29.sc.bridge import SCBridge
bridge = SCBridge()
request_id = bridge.graph_data_request(key='xx', base_data='1;4')
messages = bridge.get_response_queue()
while True:
msg = messages.get()
print(msg.df)
Support and Help
Email: support@trade29.com
Slack: TBD