Sterling API Developer Thread

are there any prop desk firms in houston or dallas?

 

Why not just stick with DDE?

SterlingPro supports RTD and DDE. Their protocol is simpler than IB's. The minor changes you will need to make to your Excel spreadsheet or other DDE client should be trivial.

 

Thank you for the advice. I will build it in excel and see how my program reacts with Sterling's Dde API.

When using the IB's Dde I noticed that the system gets really slow when many macros and intructions were running at the same time.....I want to build it in VC++ to improve the speed of execution.....I run intraday systems and trade about 150,000 shares a day of a basket of 30+ stocks, with the DDe trading this volume becomes an unreliable process.
I am not a programmer but I will like to do it in C++ to improve my trading results, I am in no rush and hope that I can have it up and running within a couple of months.
I will test the execution of the Sterling's DDe API, it might be superior execution speeds than my retail IB account.
Anyways.....if anyone can help out with steps or documentation on how to proceed with the C++ API it will be greatly appreciated.

 

I mean "This application will shut down". I've actually restructured my program a bit and it seems to have helped. However, I still get crashes on XP, but Vista is essentially crash free.

It seems to be related to the frequency of the trades, but I can't say that for sure.

Do most apps that use the Sterling API implement some sort of throttling to try to prevent sending too many orders to Sterling?

Sterling support says that after 20 orders a second Sterling will queue the orders, but it doesn't appear that there's any guarantee it won't crash once queuing starts.

Any suggestions?

 

Unfortunately I don't have any suggestions. Maybe someone else will.

As of a few months ago we were told that we are now limited to 25 messages/sec, which is not a fun problem to have in a fast market, especially when you need to cancel in a hurry.

But as far as hurting system performance or crashing goes, the servers at my prop firm seem to have improved vastly in the last couple of weeks, so it's not really an issue anymore. (knock on my wooden desk) So maybe it's firm specific? Not sure.

Probably not much help. Sorry.

 

Working with a friend we tried to figure out how to integrate API into sterling and we could never get it to work.

Any Suggestions?

 

Very informative thread. I'm just starting out with the Sterling API and I'm having trouble receiving MDX messages.

Here's the code:

Dim WithEvents cQuotes As STIQuote

Private Sub cQuotes_OnSTIQuoteUpdate(structQuoteUpdate As SterlingLib.structSTIQuoteUpdate)
If (structQuoteUpdate.bValidIntradayMktImb = True) Then
Text1.Text = structQuoteUpdate.nIntradayMktImbalance
End If
If (structQuoteUpdate.bValidMktImb = True) Then
Text1.Text = structQuoteUpdate.nMktImbalance
End If
End Sub

Private Sub Form_Load()
Set cQuotes = New STIQuote
cQuotes.RegisterForAllMdx True
End Sub

Private Sub Form_Unload(Cancel As Integer)
cQuotes.DeRegisterAllQuotes
End Sub

All I'm trying to do is check to see if there is an imbalance and then display the size of the imbalance in a text box. Any ideas?

 

if structquoteupdate.nIntradayMktImbalance <> 0 then.....


don't need
If (structQuoteUpdate.bValidMktImb = True) Then

 

it works!

much appreciated

 

I currently use Sterling as well as insta quote. I got sterling to work on automated trading?

Can anyone send me some info, help, or point me in the right direction?

Were do I begin?