Market data stream
Reads local Sierra Chart intraday and market depth files, then broadcasts order book levels and trade prints to NEXUS over ws://localhost:5559.
Connect Sierra Chart to 3D NEXUS META for live DOM visualization, volume bubbles, Time & Sales, manual execution, and signal-driven auto-trading.
This guide is written for the production 3D NEXUS META cloud version: https://nexus-meta-auth.3dnexusmeta.workers.dev/, together with the local Sierra execution bridge sc_nexus_bridge_dtc_v4_3_execution.py and optional launcher START_SC_EXEC_V4_3.bat.
The bridge has two separate engines: one reads Sierra Chart market data files for the 3D map, the other submits orders through Sierra Chart DTC.
Reads local Sierra Chart intraday and market depth files, then broadcasts order book levels and trade prints to NEXUS over ws://localhost:5559.
When trading is enabled, the Python bridge connects to Sierra Chart DTC on 127.0.0.1:11099 and sends MARKET, LIMIT, STOP, cancel, close, and position requests.
Every order command must include the bridge token. The new NEXUS build adds a token field directly in the Sierra Chart panel and injects it automatically.
The 3D map, volume bubbles, and Time & Sales are visible. That confirms the READ/DATA side is working. The remaining work is execution: token, DTC readiness, and auto-trade routing.
Install the cockpit parts before enabling the lasers. Keep all first tests in SIM mode.
Recommended because Sierra Chart and the supplied BAT launcher are Windows-oriented.
Installed, connected to a data feed, and configured for the symbol you want to trade.
Python must be available in Windows PATH. The BAT file checks this automatically.
The START file installs it automatically if missing. Manual command below.
| File | Purpose | Where it goes |
|---|---|---|
| Production 3D NEXUS META URL | The cloud-hosted NEXUS cockpit with Sierra token field, manual order routing, auto-trade unlock, and Sierra execution badge. | Open https://nexus-meta-auth.3dnexusmeta.workers.dev/ in the browser. |
| sc_nexus_bridge_dtc_v4_3_execution.py | The Python bridge. Reads .scid/.depth data files and optionally sends orders through Sierra Chart DTC. | Same folder as the BAT launcher. |
| START_SC_EXEC_V4_3.bat | One-click launcher. Checks Python, installs websockets if missing, and opens the bridge GUI. | Same folder as the Python bridge. |
| nexus_sc_v4_config.json | Created automatically by the bridge. Stores data folder, bind mode, and auth token. | Created next to the Python bridge after first run. |
Use this when you just want to get Sierra Chart + NEXUS running in SIM as quickly as possible.
Open a chart or DOM for the symbol, for example MNQM26-CME. Make sure Sierra Chart is connected to live or sim data.
Enable market depth recording for the symbols you want to stream. Without depth files, the map can lose its skyscrapers.
In Sierra Chart, enable the DTC Protocol Server and use port 11099. This is required for execution, even if market data already works.
Double-click START_SC_EXEC_V4_3.bat. In the bridge GUI, select the Sierra Chart Data folder and check Enable trading. Press START.
Copy the full token shown in the bridge window. Do not copy only the shortened preview.
Open https://nexus-meta-auth.3dnexusmeta.workers.dev/ in your browser. Select Sierra Chart (DTC) in the Exchange dropdown.
In the Sierra Chart DTC panel, paste the bridge token into Auth token and press SAVE. NEXUS should show token armed / execution ready.
Use SIZE = 1 contract. Send one tiny market order, verify it appears in Sierra Chart, then press CLOSE ALL.
The map can work while orders fail. That usually means the file reader is healthy, but DTC trading is not connected, not enabled, or not authenticated.
Place START_SC_EXEC_V4_3.bat and sc_nexus_bridge_dtc_v4_3_execution.py together.
Double-click the BAT launcher. It checks Python and installs the websockets package if needed.
The bridge should show Running on port 5559. If trading is enabled, the log should show DTC connection attempts to 127.0.0.1:11099.
Use --bind-all only for explicit remote-machine setups. Localhost is safer for normal trading.
The token is the gatekeeper. No token, no order. That is intentional.
NEXUS automatically adds the token to these trading messages:
If NEXUS shows “Paste SC auth token first”, “Bearer token mismatch”, or “Authentication required”, the token in NEXUS does not match the bridge. Copy it again from the bridge window and press SAVE.
Open the production NEXUS URL: https://nexus-meta-auth.3dnexusmeta.workers.dev/. Avoid using old local HTML files when testing Sierra execution.
In the exchange selector, choose 🏔️ Sierra Chart (DTC). The top status badge and execution panel should switch to Sierra Chart.
The default bridge URL should be:
Use the reload button near Trading Pair if needed. Select the exact Sierra symbol, for example MNQM26-CME.
You should see the 3D liquidity map, volume bubbles, Time & Sales prints, and the Sierra status badge. If yes, READ/DATA is healthy.
Start with tiny SIM orders. One contract, one click, one verification. No fireworks until the wires are proven.
Use for the first SIM test. Size is treated as contracts for futures symbols. If size is below 1, NEXUS corrects it to 1.
Enter a valid price or let NEXUS estimate one near the book. Confirm the order appears as working inside Sierra Chart.
Use only after MARKET and LIMIT have been verified. Confirm Sierra Chart accepts the stop parameters for that symbol/account.
For MNQ/MES/ES/NQ futures, set SIZE = 1 for first tests. Do not use crypto-style sizes such as 0.001 on futures.
Optional. NEXUS can arm virtual TP/SL after fill. These are monitored by the HTML page.
NEXUS sends a token-authenticated order to the Python bridge. The bridge submits it to Sierra Chart DTC.
Watch the Trade Activity Log, Orders window, or chart trade markers. Confirm the order reaches Sierra Chart and is in SIM mode.
Use CLOSE ALL from NEXUS or close directly inside Sierra Chart during the first validation round.
The current Sierra integration uses NEXUS-side virtual TP/SL monitoring. The NEXUS page must remain open and connected. For broker-native protection, add Sierra Chart attached orders or native DTC bracket logic in a future bridge build.
The new build unlocks Sierra Chart as an auto-trade execution route instead of blocking on MT5 only.
| Min Conf | 75–85% for first tests |
| Max Pos | 1 |
| TP | 10–20 ticks |
| SL | 8–12 ticks |
| Cooldown | 30–60 seconds |
| Signals | Start with one signal type only |
Set Daily Loss Limit and Daily Profit Limit. Set both to 0 only when intentionally disabling the limits for testing.
Press APPLY SETTINGS after changing confidence, TP, SL, max position, cooldown, or signal filters.
Toggle Auto Trade to ACTIVE. The status should no longer say “Auto-trade requires MT5”. It should arm Sierra Chart execution.
Let only one SIM trade trigger. Confirm order, fill, virtual TP/SL behavior, and close behavior before expanding settings.
NEXUS sends a close_all request to the bridge. The bridge requests current DTC positions and submits opposite MARKET orders for non-zero positions.
NEXUS requests Sierra Chart DTC positions and updates the position monitor when DTC responses arrive.
During early tests, always keep Sierra Chart visible so you can flatten directly from Sierra Chart if the browser or bridge becomes unresponsive.
If there is any doubt, close from Sierra Chart first. Treat NEXUS as a cockpit, but Sierra Chart remains the trading terminal connected to the broker/account.
SIM only. Set SIZE = 1, MARKET, TP/SL optional. Click BUY. Confirm order appears in Sierra Chart.
After closing the first trade, send one SELL. Confirm direction, size, account, and order type are correct.
Open one SIM position, press CLOSE ALL, verify Sierra Chart flattens it.
Max Pos = 1, high confidence, one signal enabled, cooldown 60 seconds. Let one signal fire, then switch OFF and review logs.
Most failures fall into one of four baskets: token, WebSocket, DTC, or symbol mismatch.
| Error / Symptom | Likely cause | Fix |
|---|---|---|
| Authentication required / Bearer token mismatch | NEXUS did not send the correct bridge token. | Copy the full token from the bridge GUI, paste into NEXUS Sierra Chart Auth token, press SAVE, retry. |
| Paste SC auth token first | Token field is empty in NEXUS. | Paste token and confirm the hint says token armed. |
| Auto-trade requires MT5 | Old HTML is being used or browser cache has old code. | Open the production NEXUS URL: https://nexus-meta-auth.3dnexusmeta.workers.dev/. Hard refresh the browser. Confirm the exchange badge says SIERRA CHART. |
| SC Bridge not connected | Python bridge is not running or URL/port is wrong. | Start START_SC_EXEC_V4_3.bat. Check ws://localhost:5559. Verify no other bridge occupies port 5559. |
| Trading not enabled on this bridge instance | Bridge started without Enable trading. | Stop bridge, check Enable trading in the GUI, START again. |
| Trading is not ready | DTC server not connected, no trade account, or Sierra Chart DTC not enabled. | Enable Sierra DTC Protocol Server on port 11099, confirm Sierra is connected, restart bridge. |
| Data works but orders fail | File reader is OK, DTC execution path is not. | Troubleshoot DTC separately. Confirm logon, trade account, TradingIsSupported, and SIM/live account status. |
| No volume bubbles / no Time & Sales | Trades not streaming from .scid, wrong symbol, or chart not open. | Open the symbol chart in Sierra, confirm data feed, select the exact symbol in NEXUS. |
| Flat / empty depth map | Market depth files are not being recorded. | Enable Record Market Depth Data in Sierra Chart for the symbol and wait for depth to populate. |
| Order size looks wrong | Using crypto-style quantity on futures. | For futures, use whole contracts. Start with SIZE = 1. |
| Wrong symbol routed | Symbol in NEXUS does not match Sierra Chart exactly. | Select exact Sierra symbol from the bridge symbol list, for example MNQM26-CME. |
| LIMIT / STOP rejected | Invalid price, unsupported order type/account rule, or bad tick size. | Test MARKET first. Then set valid price increments matching the Sierra symbol tick size. |
| Virtual TP/SL did not close | NEXUS page closed, browser slept, or connection dropped. | Keep NEXUS open for virtual TP/SL. For live protection, use Sierra attached orders until native bracket logic is added. |
NEXUS stores the Sierra auth token in browser localStorage using a local-only key. It is not a broker API key, but still treat it like a trading permission key.
The bridge binds to 127.0.0.1 by default. This is safer. Only use bind-all when NEXUS and the bridge intentionally run on different machines.
Use the bridge filter to reduce symbol list noise. Example: ^(MNQ|MES|ES|NQ).
Future improvement: add Sierra Chart / DTC attached order support so TP/SL lives server-side instead of being monitored by the browser.
Because the map uses the file reader path, while orders use Sierra Chart DTC. They are two different lanes.
No. It is a local bridge token created by the Python bridge to protect order commands.
Use V4.3 for this integration. The tester confirmed V4.2 works for data where Bridge 2.0 did not work on his system.
Yes, in the updated SierraExec HTML. The old MT5-only block is bypassed for Sierra Chart.
Not yet in this version. TP/SL is virtual inside NEXUS for Sierra Chart execution. Native attached orders should be added later for live-grade protection.
After SIM validation, use the minimum safe contract size. For many futures tests, that means 1 micro contract, but only after manual SIM tests are clean.