Support Board
Date/Time: Sun, 19 Jul 2026 03:55:57 +0000
Post From: Binance - Market Depth Data (Level 2)
| [2026-06-17 15:08:49] |
| Sierra_Chart Engineering - Posts: 24268 |
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We do not see how this would even reliably create code: Binance API using Claude Opus 4.7.
Using JSON encoding is a mistake for historical data or any market data. We do not recommend that. It is inefficient. 1, 2. These have no relevancy at all. Just send data as fast as possible. 3. Should the server interleave HEARTBEAT messages between historical records, or is the steady flow of records sufficient to be treated as a "keep-alive"?
You do not need to send heartbeats, if historical records are being transmitted.4. The records are written as they are received. 5. We are working on a new file format that has its own compression. 6. Yes it should be supported: Is it supported by the Sierra Chart DTC client to set HISTORICAL_PRICE_DATA_REQUEST.UseZLibCompression=1 with JSON encoding instead of Binary encoding and can a measurable throughput gain be expected on a loopback connection (127.0.0.1), or does the additional CPU overhead for Deflate/Inflate tend to slow down the overall throughput?
7. Does SC resend requests starting from the last written .scid record (with StartDateTime = last_time Yes this is correct.8. Sierra Chart should only ever be setting the Symbol field. Not the Exchange. Although this may depend if you have set this: DTC.s_LogonResponse.SymbolExchangeDelimiter Which we would not recommend doing. 9. Daily chart data bars are always completely separate and do not involve Intraday data files. For confirmation: is this RECORD_RESPONSE-with-NumTrades=1 approach the long-term-supported convention for per-trade tick data with bid/ask context, 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 |