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Direct MessagesDate/Time: Thu, 25 Apr 2024 01:49:21 +0000
Post From: DTC protocol and CME data
| [2023-01-10 01:54:20] |
| User410546 - Posts: 7 |
|
Hello dear Customer Support! my dear Forum group ! With my friend Niokoz who has been using SierraChart for more than 12 years, we decided to work with the famous DTC protocol; in order to be able to communicate with SierraChart, and thus to be able to receive market data; to feed our market visualization application: the meta_quant! Basically, for the moment, we managed to link META_quant only to crypto currency data streams like BITMEX, BITFINEX, Binance, etc! To feed our tool META_quant, we need both TRADES event (volume) and ORDERBOOK event (liquidity) data! It's been a week that I'm working on the DTC protocol, in a very intensive way, in order to be able to connect SierraChart to my stand alone exe that I just created under Visual Basic ! At the moment, I have created a small bridge (like the one of IQFEED or Rithmic) which allows me to connect to SierraChart through the DTC, to send the logon request, the heartbeat, and to receive the market data ! When I use it for a FOREX type instrument like the XAUUSD; everything works perfectly! However, as soon as I try a future instrument like the YMH23-CBOT! then I get a message from the DTC: "symbol not authorized! " However, in my Sierrachart station, and this with my small demo account "kanter"; the YMH23-CBOT works correctly! certainly in delayed 10 minutes, but I receive well the data of prices, volumes, and liquidity! I would like to know what solutions I can use to remove these restrictions from the CME groups futures markets? Do I have to take a SierraChart account in service pack 11 with the DENALI feed in real time for everything to work correctly on my side? I would really need your advice on this crucial question! Our bridge is already finished! We have tested it and it works with instruments like the XAUUSD! However, as soon as we switch to the future, we are not authorized anymore! Thanks for your quick feedback! We want to push hard and far! here is my website : https://metaquantuniverse.com Thanks Kanter and Nico |