I am seeking a developer to create a script that will integrate comprehensive Hong Kong stock market data into Sierra Chart

MQL5 Uzman Danışmanlar

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I am seeking a developer to create a script that will integrate comprehensive Hong Kong stock market data into Sierra Chart. The integration must support both historical and real-time data, including trade details for footprint charts and full-depth order book data. I need a data provider that allows easy access to extensive historical data without restrictive limitations. The provider should support historical, intraday, and tick-by-tick trade data with a focus on reliable performance for trading and analysis.

Key Requirements:
Historical Data Access:

Historical daily stock price data: Must support downloading and storing large datasets.
Historical intraday data: Minute-level and tick-based data are required.
Historical trade-by-trade data: Essential for footprint chart analysis.
Real-Time Data Access:

Real-time trade data (tick-by-tick) for Hong Kong-listed stocks.
Real-time order book data with full market depth (level 2), showing all bid/ask levels.
Data Types:

Price data: Open, high, low, close, and volume.
Footprint data: Buy/sell volumes at each price level.
Order book data: Full depth including all levels of bids and asks.
Data Source Requirements:

The data provider must allow unrestricted downloading of historical and intraday data without the limitations typically seen with services like IBKR.
The provider should offer comprehensive access to both historical and real-time market data, including full-depth order book data.
The data source should be reliable and support integration with Sierra Chart via API or other compatible methods.
Data Integration:

The data must be integrated into Sierra Chart using its APIs (DTC Protocol or any other recommended method).
The solution should enable backtesting using historical data, as well as real-time charting and trading functionalities like footprint charts.
Technical Details:

The script should be written in a compatible language (e.g., C++, Python).
It should be optimized for low-latency data handling, crucial for real-time trading and analysis.
The solution must include robust error handling, ensuring automatic reconnections in the event of disconnections.
Deliverables:

A fully functional script integrated with Sierra Chart.
Detailed documentation explaining the setup, configuration, and usage.
Optional: A guide on subscribing to the data provider and managing the connection.
Additional Information:
Please recommend suitable data providers that meet the above requirements

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from 1 to 10 gün

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