Community. StockSharp

FAQ on Crypto trading. Сrypto trading what is it?

2019-12-02T16:13:58Z

Good afternoon.
Today we will consider a relatively young type of trade - Сrypto trading. What is the difference between cryptocurrency token trading and traditional trading? Traditional trading is, for example, trading in precious metals, currencies and stocks. The main difference between crypto trading and trading on the stock market is the high volatility of the exchange rate.[nerd]
Traders want to get a return of thousands of percent of the transaction, but in the stock market, such transactions are extremely rare, and the time of its occurrence is large enough, they buy shares of little-known companies in the hope of increasing capitalization, which is sometimes not feasible. Below is a graph of the change in the exchange rate of various exchange instruments for several years, which shows how much the exchange rate of cryptocurrency is changing, which allows you to earn more.

In Crypto trading, fast trades with high returns are quite common. Crypto trading has the greatest similarity with Forex trading. Here, too, the value of currencies is volatile, and stock speculators earn by selling more expensive cryptocurrency and buying cheaper.
Different strategies and opportunities can be used to work in the cryptocurrency market. The Designer program, for example, offers a trading solution by building its profitable strategy.

Anyone, even a novice trader, can build his robot with the help of cubes responsible for the trading algorithm. Built-in capabilities for debugging strategies on different markets, with the ability to trade on several platforms at once, make it an indispensable tool. More information about all the products of our company can be found on our website.

Urgently! Black Friday!

2019-11-29T16:36:05Z

The whole world is covered by the holiday of discounts - Black Friday!
Therefore we want to make a unique offer for you :
A case of 10 any crypto connectors today costs only $ 1500!
Want an even better offer? Not a problem! Now, if you buy all connectors, you pay only $ 1900!
Well, just a stunning offer! Did you want to become the owner of our source code programs? Then this is exactly for you! We give 33% discount on all products with source codes!

Agree, it is very profitable.
But we decided to go further. We know that it is not always possible to do everything in one day, so-our Black Friday lasts a week! Yes, Yes, until next Friday!
Do not miss this offer! After all, Black Friday once a year! Any questions? feel free to write to us in the email info@stocksharp.com.

The remote manager module

2019-01-17T18:12:06Z

Hello dear friends! Today we are announcing a new software module from StockSharp - a remote manager.
As the name implies, it is intended for remote control of applications based on S#.API, for example, created on the basis of our other program S#.Shell

The module allows you to remotely connect to S#.Shell or your own robots using the FIX protocol monitor and control them.
Let's see how it looks like

connection to the server:
displaying strategies available on the server
adding and monitoring strategies on the server
sending custom commands

The module will be useful to all algorithmic traders who have several bots, especially if they are located on a remote server.
With the help of our module, you can configure, manage and control your robots from one program from your computer.

The core things:

the remote manager separately costs only199$
S#.Shell and the remote manager costs 590$
The complete training course includes: video-lessons, S#.Shell, the remote manager, 6 month support, the extended license and costs only 990$

Designer - create a strategy based on MACD. Start with simple.

2019-05-06T18:15:06Z

Creating a strategy in the Designer program.

Let’s discuss an example of creating a trading strategy in a program based on the MACD indicator values.
The indicator’s goal is as follows:

1. If the MACD indicator histogram crosses the zero line from top to bottom, this is a sell signal.
2. The transition of the histogram from the negative to the positive zone is a buy signal.

Therefore, it is necessary to create conditions under which a trade will be made, namely, if the indicator value on the next candle changes its sign, then the signal is sent to make a trade.
To create a strategy, we need:

- Run the program.

- Select the Variable, Candles and Chart Panel blocks, connect them.

- Select an instrument with which we will test the strategy.

- Plot a candle chart.

- Select the Indicator and Chart Panel blocks. Connect the Indicator and Candles blocks.

- Plot a chart of the MACD indicator.

- Select the Variable block and assign it a numeric value of 0 for further comparison with the indicator value.

- Select the Comparison block and set the test condition in the properties: execution during the test, with the MACD indicator value greater than 0.

- Add two Variable blocks and Comparison block. One of the variables is set to -1 in the block properties. It will indicate the transition of the MACD curve value from negative to positive area. The second Variable value is set to 0 in the properties, that will indicate the initial indicator value.

- Set the condition in the Comparison block that will be fulfilled if the initial indicator value for the time frame is greater than the current one.

- Connect the Variable blocks via a trigger socket with the Comparison blocks, as shown in the figure.
Select the Logical Condition and Variable cubes.

- The execution condition of two comparisons will be checked in the Logical Condition cube. Set the AND condition in the properties of the Logical Condition cube and connect the cubes as shown in the figure.

- Set the value equal to -1 in the Variable cube and connect it with the Logical Condition cube via a trigger socket, and through the output connect to the input of the cube with a value of 0. This will allow overwriting the checkbox value when conditions are met, indicating within what range of values the MACD indicator curve is.

- Select the Open Position block, select the Buy direction in the settings and connect data and trigger with the socket, as shown in the figure.

- Select two Variable blocks in which to set the volume and portfolio for trading. Connect them with the corresponding sockets of the Open Position block.

- Similarly, create a routine for the Sales execution.

-The strategy is ready, let’s run it.

FAQ on FIX Protocol. Limit orders FOK and IOC (FAK).

2019-11-15T18:04:12Z

Earlier, we said that the FIX Protocol not only increased the speed of traders in the market, but also provided an opportunity for market participants to use limit orders, which reduced the risks of trading. Let's take a closer look at two types of limit orders.
Let's start with the FOK order.
Literally, its name stands for - 'Fill Or Kill'. The essence of this order is that it is executed immediately and in full at the stated price, or will not be executed at all, which eliminates the possibility of slippage. Thus, if your order cannot be executed in full, then the order is simply rejected, if the order can be executed in full, then the order is executed in full at the specified price. [nerd] This type of order is very convenient for scalping or arbitrage strategies, as they eliminate the risk of slippage. In fact, we can say that the "Edward – Scissorhands" arbitrage strategy from StockSharp eliminates risks. Below is an example of the rejection of the FOK order in the CME system, due to the fact that the order size is 20, and the book contains only 19, so the order can not be executed completely, and the system cancels it.

The next type of limit orders are IOC orders.
The name 'Immediate OR Cancel' means that the order is executed in whole or in part at the set price, otherwise the order will be canceled. For example, if the order size is 100 units, only 50 units can be sold at the set price. If we use an order of type FOK, the system will cancel it, as it can not be fully executed. When using the IOC limit order, the order will be executed for 50 units, and the remaining ones will be canceled. IOC also has another name FAK, which stands for 'Fill And Kill', executed and discarded the remainder.[nerd]
For example, an IOC order will be partially executed (in the CME system, its name is FAK). If we buy 15, and the book contains only 10, then we buy 10, and the remaining 5 are rejected, so this order can be called partially executable:

Limit orders when working through the FIX Protocol allow the trader to reduce risks, and in some cases, especially when working with arbitrage strategies to reduce them to zero. Our company provides a range of programs to work in the market through FIX connect, such as: designer trading strategies Designer, trading program Terminal. We also provide a full range of connectors for connection to trades, including FIX. Flexible system of discounts and reliability of connection, makes us one of leaders in the market. The full range of connectors and software can be found on our website.

S#.Designer connections issues?

2019-11-02T15:30:54Z

Dear Sir/Madam,
I just tried to download asset data from FXCM using S@.Designer connection with demo FXCM account. The connection seem connect successfully by the testing, but cannot get data from the exchange.
The attachment show that there was some subscription configuration missed?
Thanks,

What is a trading robot?

2019-10-28T14:49:18Z

The growth of activity in the world markets among traders, as well as the constant progress of technology, led to an increase in the speed of actions carried out by players on the trading floor.
Today, many traders actively working with various financial instruments prefer trading robots rather than manual trading. This is largely due to the speed of operations and their volume.
Let's see, what is a trading robot? A trading robot is a special program created by a special algorithm, according to which it conducts trading operations. [nerd]
Let's take a closer look at the features of such programs.
The trading robot program allows you to fully or partially take over the process of working on the trading floor. The trader, as the operator of the trading robot, has the possibility of full control over it, which allows the robot to adjust the trading robot, make changes to the program code or change the algorithm.
The trading robot in Autonomous operation independently makes decisions on orders and transactions, according to the established criteria of its algorithm, with intervention in the user's process, operations can be carried out in manual mode.
The program code of the trading robot is based on calculated and thought-out mathematical sequences. Keeping track of different data such as indexes, indicators and other market data obtained from the exchange. The trading robot program decides whether to buy or sell certain assets. The speed of reaction to market changes, allows the trading robot to make much more transactions, respectively, potentially bring greater profits and reduce losses. [nerd]

Let's return to the main task of the trading robot. We can say that the task of a trading robot to simplify trading for a trader is not the main one. The main task of the trading robot is to be able to implement through programming trading algorithms that are difficult or impossible to implement in manual trading. Simply put, a trading robot is a set sequence of actions for making a trade.

From the total mass of trading robots, it is necessary to distinguish three main groups that differ in the algorithm of work or the type of strategy.
- Trend (directional) or directional;
- Countertrend;
- Arbitral.

Let us consider in more detail the features of each type of trading robots.
1. Trend or directional robots. The purpose of the robot is the fastest response to the trend of the market, in other words to track in which direction the market has turned. Depending on the direction, the trading robot automatically opens a position either by selling or buying. Accordingly, if the market changes its direction, the trading robot performs the opposite action as quickly as possible, opening a position.
2. Countertrend trading robots. Their goal is to track price rollbacks. This trading robot monitors price rollbacks occurring in the flat position of the market and places orders based on the established algorithm.
3. Arbitrage trading robot. This trading robot is almost the most popular type. A trading robot such as "Edward", for example, makes a profit by determining price differences between similar or identical instruments in different markets. In fact, he buys in one market, sells in another, compensating for the difference and making a profit.

Another way is the separation of robots:
- Candlestick. These are trading robots that use candlestick data to determine signals for placing orders.
- Indicator. These robots use indicator data to open an order.

Let's talk about building a trading robot. The very writing of program code is not a difficult task, reduced to the knowledge of programming languages. It is much more difficult to find the right way to create a trading algorithm on the basis of which a trading robot is created.
Today, up to 50% of transactions on trading platforms are made by trading robots. Trading robots are rightfully considered one of the most reliable and effective trading tools. There's an explanation :
- Trading robot simplifies the work of transactions with a large volume of the lot, dividing the application into smaller parts and making transactions in parts;
- Trading robot reduces the labor of the trader, making trading operations automatically. This contributes to an increase in the volume of transactions, increase the profits that trade brings, and, importantly, reduces the possible loss;
- While remaining automatic, the trading robot can always be switched to manual mode, that is, it remains completely under the control of its owner;
- A huge list of tools and methods that can be used by a trading robot, allow us to say that the trading robot makes it possible to realize the most complex mathematical problems for trading;
- The trading robot does not have the criterion of emotionality, in fact, it soberly operates its inherent mechanism. Does not panic in a stressful situation.

When analyzing trading robots, a trader must choose the right path for himself, on the basis of which he will be able to choose a robot for himself. A trader should understand that a trading robot is not decision for 100% success. In addition to the trader, it is important to know the platform for the implementation of such trading robots. There are quite a lot of them (TSlab, S#.Designer).

Summing up, we can say that the trading robot is reliable and convenient functionality in the arms of the trader, the most important thing is to use it correctly when conducting exchange trading.

Familiarity with algorithmic trading.

2019-10-23T12:31:08Z

Before you start talking about algo trading, you need to define it.
So, what is algo trading? There is a different definition of this concept, only its essence and the principles on which the work is based remain unchanged. Algo trading-trading, which takes place through a fully automated algorithm, which prescribes the trader, the execution of which potentially brings profit to the trader. In fact, it is a program that carries a sequence of actions. [nerd]

The trader himself makes and determines the sequence of applications for purchase or sale, indicating the order of management of his funds.
The money management conditions set by the trader as program parameters determine the necessary or optimal size of investments, for example, purchased securities. Similarly, this system manages the allowable loss or risk at which the size of the loss will be acceptable. In this case, risk management is performed by setting the stop loss algorithm.
The absence of feelings and emotions in the algorithmic program allows to avoid nervous breakdowns or other emotional outbursts. This is certainly a plus, since the work of a trader often occurs on the verge of nervous tension, and sometimes a person can lose his nerves, which will entail a rash step and as a consequence of loss. At the same time, the trader has the opportunity to intervene in the work of the trading strategy, making the necessary adjustments. [laugh]
The task of algo trading is the exact execution of the instructions of its system. Often in some sources you can see the name of mechanical trading systems (MTS), but algo trading is the most common name. In fact, the algorithm is " mechanically " executed by the program, excluding judgments about the market situation and the state of various instruments. I must say that the "mechanical" system is not always automated. The latter, unlike the first, independently makes transactions, with the participation of a person is not required or minimized.

Experts note that the algorithmic trading consists of two stages. Let's take a closer look at them.
At the level of the first stage, the trader creates his "mechanical" strategy. After creation, the process of testing on the market data, and subsequently, when the strategy reaches the desired level of potential profit, testing goes into real time or real trading. Note that the last stage takes place when using minimal capital, as it is testing, and some traders prefer it to "trade on paper". At the same time, profitability is not the only criterion that gives an assessment of the efficiency of the strategy.
Let's talk about the means of creating and then testing the created strategies. Such tools may include special programs designed for technical analysis of algorithmic systems created. The most famous are: carried out using specialized programs: MetaStock, S#.Designer, Wealth-Lab, Tslab and others.
The strategy program is written in various programming languages such as: C#, C++, LUA and others. The recorded algorithm makes it possible to use the downloaded market data to test the strategy, and in the future allows you to place orders in the programs used for trading. It is worth noting that strategies can be created as in constructor programs for example: S#.Designer, Tslab, in which the strategy is created on the basis of cubes, and the program is a scheme, and in programs where direct programming is used MetaStock, Wealth-Lab, including using ready-made libraries, such as S#.API.
The second stage of development begins after the trader's strategy has been fully tested and is ready for real trading. The second stage is implemented approach strategy or a trading robot that will trade the set algorithm or the trader selects the manual bidding process on a signal received from created strategy.
The trader connects the export of stock market data obtained in real time to the program in which his trading strategy is created. The strategy processes the data and based on the result, sends a signal to submit applications.
Again, what alarm action strategy can be done manually by a trader, and can be delegated to a trading robot, which places bids automatically according to the algorithm, for example in systems like S#.Designer, MT4, TSlab.

It should be remembered that the creation of a trading robot does not relieve the trader of responsibility for the trade itself. The trader must constantly monitor the work of his robot, edit the terms of transactions according to the changing situation in the market. [nerd] Should be said, when working on long time frames, comparable, for example, with an hour, the automation of placing orders may disappear, since the trader is able to correlate and manage the trade on long periods.
Any chosen direction of algo trading can undoubtedly bring profit to the trader, but the approach should be deep, not just at the level of the chosen algorithm, it is necessary to take into account the tools on which the trade will be conducted, the software. An important rule is analysis and testing, it always minimizes your losses.

IQFeed issues with level1 and historical candles

2019-10-21T01:12:27Z

Hi,
I just downloaded the latest source code from GitHub and trying to run the various samples. I use IQFeed as my data feed, so I try to run the IQFeed sample. It does connect correctly, and I can find a symbol in the securities window and see live price updates within it. However, when I click Historical candles button, I get no data at all when I try to search. In fact, the GetHistoricalCandles() seems to be hanging when I try to step through the sample code. It just hangs and never returns. However, I don't have source code for IQFeed connector, so I can't step in to see what the issue is or fix it.
Any ideas? Is there a specific version of IQFeed needed? I just updated to the latest version.
Is there source code available for IQFeed connector? I did not see it in GitHub. I would be happy to make any updates myself, but obviously not possible without source.

Thanks,
Chris

FAQ on FIX Protocol. Limit orders when working through FIX Protocol.

2019-10-21T13:10:12Z

As mentioned earlier, an important advantage of working through FIX Protocol is the ability to use limit orders FOK ('Fill or Kill') and IOC ('Immediate Or Cancel'). Their advantage over simple market orders is the absence of price slippage. In fact, for arbitrage strategies, such as "Edward-Scissorhands" from StockSharp, this means almost zero risk. Consider how the orders FOK and IOC FIX Protocol on the example of comparing them with conventional orders.
Before making a trade, the trader has the opportunity to sell or buy the selected asset using a limit or market order. The option chosen by the trader determines the level of control over the execution price.
Thus, a market order determines its execution in the shortest possible time and at the best available price. [smile] For example, if you buy 100 units on a market order, the order will be executed entirely at the price that is available on the market. Accordingly, 50 units can be conditionally at a favorable price, and the rest at a price less favorable or completely unprofitable, in other words, the order will be executed at several different prices. At the same time, we have a situation with a large slippage. [laugh]

FIX Protocol allows the trader to set his own execution price, so it will be executed at the specified price or higher. This is the use of a limit order. For example, if a trader placed a limit order to sell an asset and set a strike price of $ 100, the order will not be executed until the price for the placed asset is equal to or above the set limit of $ 100.[nerd]

For this reason, we recommend using the FIX Protocol connection, and provide the opportunity to purchase connection connectors or develop connectors individually. The full range of our products can be found here.

SampleETrade example source code

2019-10-13T17:29:20Z

I have the latest stocksharp nuget package. Is there anyway to get the source for the SampleETrade example. The documentation says it is in the Sameples/Etrade folder,etc

Thank!

The application SampleETrade shows an example of working with ETradeTrader as shown in the figure below. The example source code is in the Samples/ETrade folder of the installation package.

The FIX Protocol. FIX message architecture.

2019-10-14T11:33:50Z

Today it is impossible to imagine stock trading without the use of FIX Protocol. However, it appeared relatively recently - in 1992.
The increase in speed and data volume has prompted the creation of a fundamentally new connection with high bandwidth and reliable connectivity.
Today, the fifth version of the FIX5 Protocol has been released, which should replace the previous FIX4. However, the most popular for use is still FIX4, which has proven itself as the optimal solution for data transmission.
The Protocol itself exists in two syntaxes, XML (second name FIXML) and Tag=Value. It is worth saying that the Protocol is divided into 3 levels - transport, session, application.

For a better understanding of the mechanism of the Protocol, consider each of the levels separately.
Let's start with the transport layer of the FIX Protocol.
This level describes the structure of the message transmitted through the FIX Protocol. Gives a description of how the message structure is constructed.
Considering it it is possible to tell the following that it is the usual line containing the cipher written by means of syntax of FIX of the Protocol. In fact , it is a cipher containing a message to be sent to the trading floor.

The example shows the message transport LAYER fix Protocol, which is directed to the exchange Lmax. This message conveys the information that the trader wants to log in to the trading system to make transactions.
At first glance, this message is a set of numbers and symbols, but let's analyze what information this message contains.
In our example, we see the syntax of type "Tag=Value". All messages consist of several components - fields, these fields are divided by vertical lines. Each field is divided into two parts by the sign "=". It turns out that to the left of the sign is equal-the "Tag", and to the right-the "Value". Tags are always positive and integers that indicate the name of the field. Each exchange provides a kind of documentation, according to which messages are encrypted and decrypted by the FIX Protocol. It specifies the names of the "Tags" that describe the data type and the description of the data itself.
Almost all fields are standardized, having the same meaning on all trading floors. However, it is worth saying that at the same time, not every exchange supports them. Messages sent via the FIX Protocol contain mandatory and optional fields, as well as conditionally required fields, the presence of which is conditioned by the presence of other fields. In the diagram below we can clearly see the division of the message into fields.
Let's look at an example of such a record.

The separation of fields occurs by means of the SOH symbol, which stands for-Start of Heading, and belongs to the ASCII encoding method. In this case, this symbol is not displayed as an abbreviation, but is conditionally indicated by a vertical line and from the point of view of the UNICODE format has the value “\u0001”.
The same is worth noting that the message is built from three parts. Conventionally, they are shown in different colors:
- Green-header
- Pink-body
- Lilac - checksum
Let's take a closer look at what each of the parts is.
The message header can contain a different number of fields, consider the main ones that must be in the FIX message:
- 8 = FIX.4.4-this field indicates the Protocol version, it is always the first.
- 9 = 123-this field indicates the size of the FIX message, it is the second message size, always the second in a row
- 35 = V-this field means the name of the operation to be performed, in this case V-market data query, this field is always the third.
- 34 = 2-denotes which account message is calculated for the current session.
- 49 = FIXtest1 – this field means the sender user ID, which is assigned by the exchange.
- 54 = 20120924-14:05:44.952 is the current time of sending the message.
- 56 = LMXBDM-this field is the value of the identifier that is assigned to the recipient by the exchange.
Considering the body of the FIX message, we can say that this is a list of fields that correspond to each of the types of requests. The practice of using a set of fields or groups that contain the same tags is also used.
Let's assume we need to request information on a list of tools. In this case, each of them will have the same tag, and differ only in content. We list the necessary tools, using a separate field for each. This type of record is called a group or set of fields. They will all have the same tag or data type, and differ only in content.
Consider the checksum. The calculation is performed in accordance with a special algorithm, the calculation takes the header and body. In the beginning, the length of the "header plus body" is calculated, then divide the length by 256 and get the remainder. The checksum consists of three characters. If in the remainder of the division we got 20, then forward we add 0, and get 020. As a result, the checksum in our case will have the form " 10 = 020|".
Now consider the session-level Protocol. This FIX message Protocol regulates the mechanism of establishing/disconnecting the connection, maintaining the connection, reporting missing data. It consists of a number of messages:
1. Logon (35=A) - by means of this message, the user is authenticated by the server. It is sent first, and serves as a signal to the beginning of the data transfer session. On successful startup, a response message is received, on error-a message about the error occurred.
2. Logout (35=5) - this message indicates a disconnection from the server.
3. Heartbeat (35=0) - this message notifies the readiness of counterparties, is sent to both parties, another name is the message "pulse". The frequency of sending the pulse is set by the user in the First logon message.
4. Test Request (35=1) - this message is a test message and is sent when the counterparty has not sent a pulse message within the specified period. The session will be closed if this message remains unanswered.
5. Resend Request (35=2) is a request message that is directed to send a repeated message. Resend Request, for example, can repeat to give a signal that the exchange would repeat the missed information.
6. Reject (35=3) – the message is sent in response if the previous one is incorrectly formed.
7. Sequence Reset (35=4) - this message can take two forms.
- in the field GapFillFlag (tag 123) is the value " Y”, used to ignore administrative messages, if there is a repetition of their sending.
- in the second case, it is used To reset the MsgSeNum counter.
The last level of FIX messages is applied.
This level has the most capacious description, this is due to the fact that this level contains information that is necessary to work with the trading platform.
Let's look at the main messages of this level:
1. Market Data Request (35=V) - the message sends a signal that the user subscribes to the stream of transmitted data on quotes in the current time period. The user can unsubscribe from receiving data through a similar request, specifying the ID of the previous message. In this case, he will receive a message MarketDataSnapshotFullRefresh (35=W).
2. New Order Single (35=D) – a message about the user's desire to place an order in the system. The user has the ability to set their own ID, this simplifies the process of tracking the execution, partial execution or cancellation of the order.
3. Execution Report (35=8) – execution report message that provides information on the status of the order executed or canceled, and for what reasons. This report is specified as Exec Type (Tag 150).
4. OrderCancelRequest (35=F) - message about the request to cancel the placed order.

We have analyzed the main aspects of working with messages transmitted by means of FIX Protocol. The number of such messages and query options is huge, and every year the possibilities and tools for working with FIX Protocol are growing. The specification of such messages is regulated by the exchange, leaving a standardized form for recording requests.
Let me remind you that the transmission of such messages takes place directly when directly connected to the trading floor, through FIX connectors. The cost of such connectors and their name are different, more information about the specification of connectors can be found on our website.

FAQ on FIX Protocol. FIX message transmission system

2019-10-07T15:40:35Z

FIX Protocol is a mechanism of trade data exchange. The system itself consists of two data streams: incoming and outgoing, presented in the form of messages (administrative and user).

The process of interaction between the dealer and the end broker is carried out in the extranet, in which the two information systems exchange FIX messages [nerd]. According to the FIX Protocol, messages are processed, followed by their transfer to the order management system, from which they become available to the broker.
Scheme of interaction of two information systems by means of FIX

The trader connects to the exchange via the Internet. To create a connection , the trader and the exchange exchange information about IP addresses and ports through which data is exchanged, as well as add exceptions to the firewall.
The FIX message itself contains the name of the party receiving the message and the party transmitting it, so there is no possible substitution or tracking of messages.
To guarantee the confidentiality of the transmitted information, use SSL / TSL encryption.

This type of encryption allows you to use the simplest way to decrypt the Laugh data that comes on the FIX Protocol and sent it

Using this method of data transmission, not only speeds up the work and increases the amount of data transmitted [laugh], but guarantees the safety of work. Our company offers connectors for high-frequency trading, which provide both of these parameters, allowing trouble-free operation in the market. Detailed description and cost of connectors is presented on our page.

News on course API

2019-09-10T11:22:05Z

Friends!

Our company has updated the materials of the training course on API and S#.Shell [happy].

This is due to the imminent release of S#.API 4.4.17, in particular with changes to work with Quik 8.

The course allows you to learn how to create profitable trading robots using API libraries [nerd]!

Updates are already available and can be downloaded from the link available to course owners.
To find out more information about the training course and its cost, click on the link.

We are moving forward and every day trying to make our products better [lol].

FAQ on FIX Protocol. Scope of FIX Protocol.

2019-09-28T19:15:24Z

FIX Protocol has found great application among traders, let's look at why.
Financial Information Exchange, it stands as an abbreviation FIX.

That translates to sharing financial information.
It is designed for financial markets, for the purpose of high-speed transmission of a huge amount of data. Today it is used by most of the participants of the financial market, establishing communication between information systems, is the standard of interaction in the financial market.[nerd]

FIX API or FIX Protocol has a number of indisputable advantages:

- the simplicity of the Protocol architecture allows a high frequency and a small time interval to transfer a large amount of data;
- since the FIX Protocol is one, the connection between the participants on it does not require a large amount of time;
- the Protocol provides a trader with its own trading system to be anonymous to those who are available operations;
- the Protocol has a large number of specialized tools, in particular-a standardized language in which market participants communicate.
- if you have FIX API, you can use limit orders FOK and IOC. To avoid slippage, the deal is either opened at your price, or simply does not open, the price does not slide.

FIX API allows you to design your trading systems, such as the "black box" of algorithmic trading, they are able to receive a huge amount of information from a huge number of different resources, making decisions based on the received information[laugh]. All this allows the process of obtaining and analyzing information, as well as placing orders on the market via FIX API to take milliseconds.
StockSharp company has long been providing the opportunity to purchase FIX connector at a favorable offer, providing flexibility when buying a package of connectors. More information about offers and discounts can be found on our page.

FAQ on FIX Protocol. History of creation

2019-09-19T20:41:41Z

The creation of the FIX Protocol, in 1992 , revolutionized the world of stock trading. The purpose of its creation was to make a convenient high-speed method of transmitting and receiving exchange information of large volume, between trading participants, as a replacement for trading via the phone, prevailing at the time.
To date, the FIX Protocol is supported by most of the largest exchanges in the world.

Since the creation of the FIX Protocol, a lot of time has passed, and during this period the information trading network is constantly improved, along with it and improved the Protocol itself.[nerd]

Throughout this time, new functionality was added to the FIX Protocol, support for new tool classes appeared.

Now the most widely used Protocol is FIX 4.4, but the latest version of the Protocol is FIX 5.0. the Protocol itself exists in two syntaxes, XML (second name FIXML) and key - value. It should be said that the Protocol is divided into 3 levels - transport, session, application.

The company StockSharp for a long time provides the opportunity to purchase access via the FIX Protocol to famous trading platforms, providing a complete list of connectors for trading. Buying connectors through our company, you can be sure of full reliability and stability of access , as well as the possibility of technical support.

You can learn more about connection methods on our page.

News course Designer!

2019-09-09T16:23:46Z

Creating a video course on the program Designer is inexorably coming to an end. We planned to release the video course in October.

Yes! We had to move the deadline[smile]. We did this for the following reasons:

- we have increased the number of lessons, and therefore you will get more information;
- fixed errors that could occur in the process;
- added new features to our cubes and program;

We are sure that you will get more perfect and convenient product [laugh], and additional lessons will make your knowledge more voluminous.[nerd]

Soon, you will be able to start their full-scale training and will earn right while studying!!!

No suitable adapter found?

2019-08-16T12:51:56Z

Hello!
When I run the program, there is a warning that I can't find the right adapter! How to solve this warning!

How to plot the indicator in the program Hydra.

2019-08-08T13:13:48Z

To simplify the work with indicators, you can build and save them in Hydra.
Let's consider the order of construction of the chart of the indicator of exchange trade on the example of the indicator SMA (simple moving average):
1. Run the Hydra program.
2. Select the stock data source. (1.1)

3. Right-click, and in the drop-down list select View Downloaded (1.2)

4. Select the “chart” icon and plot the history of stock quotes (1.3) (1.4)

5. Right-click in the chart area and select the Indicator item. (1.5)

6. From the drop-down list, select the indicator of stock quotes we need, in our case SMA, and click OK. (1.6)

7. On the market data chart, the stock quotes indicator curve will be displayed. (1.7)

8. To plot the SMA indicator chart separately, we need to click the “+” button in the upper part of the stock quotes history chart area, and in the field that opens below click the right mouse button. Select the Indicator item, select the required indicator in the list and click OK. (1.8) (1.9)

9. The stock quotes indicator chart will be plotted in a separate window. (1.10)

The considered functionality of the Hydra program allows you to apply indicators calculated from the downloaded market data on any platform, which makes it easier to work with trading algorithms.
Enjoy using the program.

Add Ally Connector

2019-08-02T22:42:02Z

We have a connector for Interactive Brokers and other brokers but we do not have one for Ally Invest, would be nice to have one so we can trade there.