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Post From: DTC Server Market Depth Message Model Semantics

[2019-01-07 18:38:20] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. NumOrder would never be negative. It simply represents the number of orders at a particular price level, if you know what those are. It is not applicable in the case of deleting a level. When MarketDepthUpdateTypeEnum = MARKET_DEPTH_DELETE_LEVEL, it seems that it wipes out the whole Price Level clean and hence is NOT applicable to the above scenarios, correct? Yes. 2. Are you referring to the DTC server within Sierra Chart? That involves no more than three threads. When SC is the DTC Client, does it behave as specified above ie each SC Instance uses only a single TCP/IP Connection and hence DTC Server Thread for ALL subscribed symbols/instruments? Yes. And finally, when there is e.g. a second SC Instance which connects to the same DTC Server, it will open a separate TCP/IP Connection to the same DTC Server TCP/IP Port and hence the DTC Server will create and launch a separate Thread to serve this new TCP / IP connection. But the general rule remains the same - one TCP/IP connection per SC Instance client for all subscribed symbols - correct? This is true but there is not a separate thread for each client connection. That would not make sense. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-01-07 18:38:54