Support Board
Date/Time: Sun, 01 Jun 2025 01:07:32 +0000
DTC Server not sending MarketDataUpdateTrade messages to external client
View Count: 111
| [2025-05-20 21:07:25] |
| User997755 - Posts: 10 |
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I have the DTC Protocol Server enabled and listening on port 11099. I can successfully connect from an external Python client and send a MARKET_DATA_REQUEST (type 100) for MESM25-CME. The server responds with a successful TCP connection, but no Market Data messages are sent. Even recv(2) returns nothing — not even the header. I’ve confirmed: DTC Server is set to “Allow Trading” and “Local Computer Only” The symbol is receiving real-time data inside SierraChart (charts and Time & Sales both working) Using sub_type_flags = 7 to request trade/bid/ask/market status updates Question: Under what conditions will Sierra Chart not send Market Data via the DTC Protocol Server, even when real-time data is active? Is there any additional setting or limitation that prevents external DTC clients from receiving MarketDataUpdate messages? |
| [2025-05-20 21:29:19] |
| John - SC Support - Posts: 40127 |
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Market Data is not available using DTC. This is due to exchange requirements.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-05-20 21:33:49] |
| Sierra_Chart Engineering - Posts: 19766 |
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Refer to: Data and Trading Communications (DTC) Protocol Server: Restrictions 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 |
| [2025-05-20 21:44:06] |
| User997755 - Posts: 10 |
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I am developing an external automated trading system using Python and Rust. I want to base my signals on real-time market data (trades, bid/ask, depth) coming from Sierra Chart. I understand that due to exchange restrictions, DTC Protocol Server may not provide CME real-time market data to external programs. What are the supported or allowed ways to extract or receive real-time data from Sierra Chart for external analysis or execution purposes? For example: Can I read .scid or other chart log files in real-time from an external process? Is it permitted to use custom studies that write data to disk for external use? Are there any plugin or DLL-based approaches officially supported for external strategies? I want to ensure the solution I build is compliant with exchange and Sierra Chart policies. |
| [2025-05-21 13:53:14] |
| John - SC Support - Posts: 40127 |
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What are the supported or allowed ways to extract or receive real-time data from Sierra Chart for external analysis or execution purposes?
This cannot be done. You are not allowed to access the real-time data due to exchange restrictions. That being said, there are ways to get data out of Sierra Chart, but it will not be in real-time. You can access the .scid files directly. Refer to the following: Intraday Data File Format And there is already a study that will write out the data to a file. Refer to the following: Write Bar Data to File And you can export the data at any time. Refer to the following: Edit Menu: Edit >> Export Intraday Data to Text file And you can write out the data directly yourself through your own custom study: ACSIL Interface Members - Functions: sc.WriteFile() 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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