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Direct MessagesDate/Time: Thu, 02 May 2024 18:56:58 +0000
Post From: E-mini S&P 500 DTC Protocal Server s_MarketDataRequest
| [2023-03-13 03:56:49] |
| eeTrader - Posts: 12 |
|
It is my understanding that CME history data cannot be requested via DTC Protocol messages due to exchange limitations that are not under the control of Sierra Chart. Is CME market stream data available via DTC Protocol message requests? As a test, I've submitted the following s_MarketDataRequest message: DTC::s_MarketDataRequest mktDataQ;
mktDataQ.RequestAction = DTC::RequestActionEnum::SUBSCRIBE; mktDataQ.SymbolID = 6; //Internal ID for symbol std::string scSymbolStr = "ESM23-CME", scExchangeStr = "CME"; //Tried symbol without exchange as well: ESM23 mktDataQ.SetSymbol(scSymbolStr.c_str()); mktDataQ.SetExchange(scExchangeStr.c_str()); Sierra Chart's DTC Protocol Server responds back with a DTC::s_MarketDataReject message where the Reject Text is: Market data request not allowed
[Q1.0] Is this because exchange limitations prevent SC DTC Protocol Server from handling such requests? [Q1.1] If so, could you provide an exchange and symbol to use as a test case that is not restricted? [Q2.0] Is this because the message was was not set correctly or other issues with the DTC::s_MarketDataRequest message? [Q2.1] If so, how do I fix? [Q3.0] Is this because DTC Protocol Server only deals with real-time data and my current subscription is for delayed data only? [Q3.1] If so, would a Integrated Standard Sierra Chart (Service Package 10) allow access to CME ES market data via DTC Protocol messages? [Q4.0] Other reason that I'm not seeing...? Thanks so much for your response and help on the above request to help me stop spinning my wheels on this effort. |