SierraChart is a powerful tool for trading the markets. And it also provide a DTC protocol (Data and Trading Communications Protocol), which can be used by third parties to extend its functionality. This repo provides a few examples on how to use DTC to communicate with sierra chart instance.
DTCClient.py implements DTCClient providing a queued asynchronized client.
HistoricalDataDownloader.py implements a Downloader class that can be used to download historical data from sierra chart.
python3 HistoricalDataDownloader.py --userpass=userpass --address=$SC_IP -p 11098 -s ESH21 -e CME
NOTE: If $SC_IP is not 127.0.0.1, you need to be careful, because sierra chart will see this extra connection as a extra machine and therefore block the connection unless you pay extra $$. To get around this, you need a proxy to forward traffic to your local 127.0.0.1 ip. One of the easy way on windows 10 is to use netsh command on powershell. [https://docs.microsoft.com/en-us/windows-server/networking/technologies/netsh/netsh-interface-portproxy].
DataBrokerAndLogger.py implements a DataBroker class that logs the live streaming data from sierra chart into a file and brodcast the data stream to multiple other clients that connect to it.
python3 DataBrokerAndLogger.py -a $SC_ADDRESS -p $SC_REALTIME_DATA_PORT -s $ES_SYMBOL -f $ES_SYMBOL-$DATE.log --serverPort=1234 --append
Compute.py takes the log file generated by DataBrokerAndLogger.py and realtime computes Candle stick (OHLC) chart and imbalance chart.
python3 Compute.py -t $TYPE -i $ES_LOG -H $ES_HFILE -R $ES_RFILE -p $PERIOD -f
bokeh-server2.py helps to visualize the OHLC chart and imbalance chart.
bokeh serve ./bokeh-server2.py --address=192.168.130.107 --allow-websocket-origin=192.168.130.107:5006