Support Board
Date/Time: Mon, 22 Dec 2025 09:26:58 +0000
future DTC protocol changes for fractional volume support
View Count: 50
| [2025-12-21 11:44:56] |
| d9e5c763 - Posts: 112 |
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Regarding the upcoming fractional volume support and internal move to double precision: From the DTC side, how is this expected to be handled with respect to existing trade messages, specifically MARKET_DATA_UPDATE_TRADE (double volume, timestamp truncated) and MARKET_DATA_UPDATE_TRADE_WITH_UNBUNDLED_INDICATOR_2 (integer volume, higher-precision timestamp)? Should DTC clients expect: a new protocol version, a new trade update message type, or changes to one of the existing message definitions? |
| [2025-12-22 00:28:35] |
| seandunaway - Posts: 362 |
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really not looking forward to the doubling of size on disk :( (4 uint32, 4 floats to 8 doubles) edit: and cache line misses Date Time Of Last Edit: 2025-12-22 00:30:52
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 data size.png / V - Attached On 2025-12-22 00:28:30 UTC - Size: 40.92 KB - 12 views |
| [2025-12-22 01:13:08] |
| Sierra_Chart Engineering - Posts: 21940 |
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There will need to be new DTC messages where necessary to support doubles for quantities/volumes. In regards to post #2, where did we ever say, drive/disk space usage would be increased. That is not going to happen. There will be 0% change, with drive space usage. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-12-22 01:14:15
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| [2025-12-22 04:55:44] |
| seandunaway - Posts: 362 |
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i'm sorry, i'm not that knowledgable about it. i assumed the s_IntradayRecord struct would change and be written out binary to scid The Intraday data file format will also be adapted to support this.
Another critical thing related to the above, is that the internal storage of data within charts needs to go from 4 byte floats to 8 byte double precision floats. Date Time Of Last Edit: 2025-12-22 04:58:22
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| [2025-12-22 05:29:55] |
| Sierra_Chart Engineering - Posts: 21940 |
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The volume fields within the Intraday data records written to files will not change in size but these fields will become 4 byte float values which is sufficient in 99% of the cases.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-12-22 05:30:15
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