Support Board
Date/Time: Tue, 13 May 2025 21:30:14 +0000
Post From: Possible request for new DTC message types
| [2016-05-12 21:13:22] |
| norvik_ - Posts: 106 |
|
Hi SC Team, I’d like to ask about possibility to add some special functionality to the SC DTC server before making a request to DTC@dtcprotocol.org for new message types. I think that you realize DTC server for advanced using of market data as well. During last year I had written several applications for some special research of LOB (limit order book) and still working with it, I am using RApi as a data source and have to create second connection to Rithmic feed each time I’d like to use my programs. The message about new quote from Rithmic contains an info about traders in query, and special flag which indicate complex algo order status(execution begin, execution continuance , execution end) Also, RApi has a method named “TradeCondition” which invoked when the engine receives a conditional trade print from the market data feed and contains an info, for example, about is the trade impaled or explicit. I need all this info for my application. The little problem is that from the beginning of this year RApi is paid for retail users (100$ per month) so I’d like to use single connection, and of course, I want use SC only to get all data I need. Can you add to DTC Server capability to process all data transmitted by Rithmic , include some additional fields to DTC structures and send this data to client? |