Support Board
Date/Time: Sun, 15 Jun 2025 15:53:01 +0000
No MarketDepthUpdateLevel Received via DTC Protocol (GCM25_FUT_COMEX / COMEX / Protocol Bu
View Count: 268
| [2025-05-19 00:24:17] |
| TanchFX - Posts: 5 |
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Hi Sierra Chart Support, I’m building a custom DOM scalping bot using the DTC Protocol over TCP. Everything connects fine, but we are not receiving any MarketDepthUpdateLevel messages, even though the DOM panel inside Sierra Chart is updating in real time. Here’s the full setup: DTC Server: Enabled on port 11099 Encoding: Google Protocol Buffers (confirmed in server settings) Symbol: GCM25_FUT_COMEX (Gold June 2025 Futures from COMEX) Feed Source: SC Data - All Services + Full CME/COMEX Market Depth (Teton + Ironbeam routing) Bot Details: Connects to 127.0.0.1:11099 Sends proper LogonRequest (ProtocolVersion = 8) Then sends MarketDepthRequest with: RequestAction = SUBSCRIBE Symbol = GCM25_FUT_COMEX SymbolID = 0 NumLevels = 20 The server responds with a successful LogonResponse, and we see: scss Copy Edit [✅] MarketDepthRequest (SUBSCRIBE) sent for GCM25_FUT_COMEX. [*] Listening for MarketDepthUpdateLevel... But after that, we only receive heartbeats — no DOM updates of any kind (MarketDepthUpdateLevel, LevelFloat, etc.). We’ve also: Verified the symbol is correctly typed Confirmed Sierra Chart DOM is showing real-time market movement Tried SymbolID = 0 and 1, no difference Encoding is set to Google Protocol Buffers, not JSON I’ve attached: CMD screenshot showing the full bot log output DOM panel (with live activity) DTC Server Settings DOM Chart Settings Would appreciate any insights as to why the DTC server isn’t delivering depth messages even after a successful subscription. Let me know if there's any logging or diagnostic flag we should enable to further debug this. Thanks in advance, |
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| [2025-05-19 15:10:44] |
| John - SC Support - Posts: 40422 |
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You cannot get any data through the DTC protocol. The exchanges changed the rules on this a few years ago, so although the DTC protocol still has the infrastructure for it, you cannot actually get any data out of Sierra Chart using the DTC protocol.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-05-20 02:03:30] |
| TanchFX - Posts: 5 |
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Hi John, thanks for the clarification. Just a suggestion for the Sierra Chart team — the documentation on the DTC Protocol could really benefit from a clearer disclaimer that real-time outbound market data (like MarketDepthUpdateLevel) is no longer transmitted via DTC due to exchange restrictions. Right now, the way it’s presented on the website and in developer materials still implies that full DOM/tick data is accessible through the DTC Protocol, which can easily mislead developers into building full architectures around it — only to hit a wall, as I just did. It’s clear Sierra still supports the infrastructure, and that’s appreciated, but many of us rely on clear up-to-date technical documentation when designing data pipelines. A small update there would save others from wasting time, energy, and possibly money. Thanks again for confirming — we’ll pivot accordingly. |
| [2025-05-20 11:52:38] |
| Sierra_Chart Engineering - Posts: 19918 |
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This is documented here: Data and Trading Communications (DTC) Protocol Server: Restrictions Which is really an essential page that anyone would have to refer to when using Sierra Chart as a server. That page has been there from the very beginning of the DTC protocol. This goes back probably about 7 years. And we have added it, to the market data DTC page here: Market Data Messages Although that page was originally designed to be just a general documentation page for the protocol. 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 |
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