Sierra Chart is the platform of choice for professional futures traders who value depth, stability, and direct market access. FuturesIQ integrates natively with Sierra Chart via a custom DLL study that syncs every completed trade to your journal in real time — no CSV exports, no manual imports, no third-party middleware.
FuturesIQ provides a lightweight C++ custom study (SierraEdgeSync.cpp) that compiles inside Sierra Chart using its built-in compiler. No Visual Studio, no external tooling, no DLL downloads from the internet.
The study monitors your order fills in real time. When a position goes flat (trade completes), it sends the trade to FuturesIQ via HTTPS — entry price, exit price, direction, quantity, timestamps, P&L, and instrument. Trades appear in your journal within seconds.
Already have historical trades? Export your Trade Activity Log from Sierra Chart as CSV and upload it to FuturesIQ. Multi-account and multi-contract exports are fully supported. Use CSV for backfill, then switch to live sync going forward.
The sync study is ~140 lines of straightforward C++ that you can read and audit yourself. Here's what it does:
The study uses sc.GetTradingOrderFillsForProcessing() to process each fill as it arrives. It tracks your net position internally — when the position returns to flat, a trade is complete and gets sent.
Trades are sent as JSON over HTTPS using sc.MakeHTTPPOSTRequest() — Sierra Chart's native HTTP function (requires build 2170+). No external libraries, no sockets, no DLL dependencies.
Your FuturesIQ API key is passed as a query parameter on each request. Generate your key in FuturesIQ Settings → API, paste it into the study input, and you're connected. The key is never stored anywhere except Sierra Chart's study settings on your local machine.
The study checks sc.IsFullRecalculation and returns immediately — it only processes live fills. This means reloading a chart or restarting Sierra Chart won't duplicate trades.
The study reads the chart's symbol via sc.Symbol and includes it with every trade. FuturesIQ uses this to match the instrument for tick-size calculations, order flow enrichment, and contract multiplier lookups.
Each completed trade is sent as a single JSON payload. Nothing else leaves your machine — no chart data, no account balances, no order book snapshots.
Once a trade arrives, FuturesIQ enriches it with market data and makes the full analytics suite available.
Every trade gets a TradingView replay chart showing the exact price action during your trade — entry marker, exit marker, and the candles in between. Relive the trade as it happened.
FuturesIQ pulls tick-level data from Databento at your entry timestamp to calculate delta imbalance, delta angle, and order flow direction — the same context Sierra Chart footprint charts show, attached to each trade.
Maximum favorable and adverse excursion are calculated from 1-second OHLCV data. See exactly how far price moved in your favor and against you — and whether you left money on the table.
The full take-profit / stop-loss matrix simulates every parameter combination against your real trade history using second-level data. Find your optimal risk parameters empirically.
Define your trading rules (max daily loss, max trades per day, no trading during news, etc.) and FuturesIQ tracks every violation automatically — with the dollar cost of each rule break.
Tilt detection, emotional pattern tracking, revenge trade identification, and exit quality analysis. See the patterns in your behavior that P&L alone can't reveal.
No installer, no admin rights, no restarts. The study compiles inside Sierra Chart using its built-in compiler.
No. The study checks sc.IsFullRecalculation and skips historical data. Only live fills are processed. The server also deduplicates trades by timestamp and instrument.
Yes. Add the study to a chart for each instrument you trade (e.g., one on your MES chart, one on your NQ chart). Each instance detects the instrument automatically from the chart symbol.
The trade is sent when the position goes flat. If the HTTP request fails, Sierra Chart logs the error. You can always backfill missed trades using CSV import.
Yes. The study processes all order fills regardless of account type. You can test the full setup on a sim account before going live.
Yes. The study is a single .cpp file — ~140 lines of readable C++. You can inspect exactly what it does and what data it sends before compiling it.
No. FuturesIQ never connects to Sierra Chart directly. The study runs inside Sierra Chart and sends completed trade data outbound via HTTPS. FuturesIQ has no access to your charts, account, orders, or positions.
The study tracks net position. Currently it treats the first fill as entry and the flattening fill as exit. For multi-fill trades, the entry price reflects the first fill. Weighted average entry support is on the roadmap.