Support Board

Hello Rithmic,

We have added new DTC Protocol messages for market data, for consistent datatypes for prices and volumes using a double type. Timestamps are also in microseconds or milliseconds. We will be removing several old and unnecessary DTC Protocol market data messages. The old messages are still supported though for the time being. They are scheduled for removal in December 2026.

We have users, reporting when using our newer versions issues with market depth data from Rithmic. This is not clear why there is a problem. Maybe it is related to these changes but it is not clear why.

However, please start sending only the new market data messages when the Sierra Chart version is 2947 or higher. You can tell from the Logon Integer_1 variable which provides the version number of Sierra Chart.

Below are the only market data messages you should be using in version 2947 and higher. I have marked which ones are new.

// Market data
const uint16_t MARKET_DATA_REQUEST = 101;
const uint16_t MARKET_DATA_REJECT = 103;
const uint16_t MARKET_DATA_SNAPSHOT = 104;
const uint16_t MARKET_DATA_UPDATE_LAST_TRADE_SNAPSHOT = 134;
const uint16_t MARKET_DATA_UPDATE_TRADE_V2 = 147;//New

const uint16_t MARKET_DATA_UPDATE_BID_ASK_DOUBLE_WITH_MICROSECONDS = 148;//New

const uint16_t MARKET_DATA_UPDATE_SESSION_OPEN = 120;
const uint16_t MARKET_DATA_UPDATE_SESSION_HIGH = 114;
const uint16_t MARKET_DATA_UPDATE_SESSION_LOW = 115;
const uint16_t MARKET_DATA_UPDATE_SESSION_VOLUME = 113;
const uint16_t MARKET_DATA_UPDATE_OPEN_INTEREST = 124;
const uint16_t MARKET_DATA_UPDATE_SESSION_SETTLEMENT = 119;
const uint16_t MARKET_DATA_UPDATE_SESSION_NUM_TRADES = 135;
const uint16_t MARKET_DATA_UPDATE_TRADING_SESSION_DATE = 136;

const uint16_t MARKET_DEPTH_REQUEST = 102;
const uint16_t MARKET_DEPTH_REJECT = 121;
const uint16_t MARKET_DEPTH_SNAPSHOT_LEVEL = 122;
const uint16_t MARKET_DEPTH_UPDATE_LEVEL_V2 = 109;//New

You can find all of the relevant updated files here:
https://www.sierrachart.com/index.php?page=doc/DTCProtocol.php#DTCFiles


The changes will be very easy. The structures are all generally the same. There is just simply a change in types. All price values are double and all size/quantity/volume values are also a double. Timestamps are in microseconds or milliseconds. These are all standard UNIX timestamps.

You will want to remove support for older messages, in December 2026.