Support Board
Date/Time: Sun, 26 Oct 2025 04:19:44 +0000
Allow Market Data Requests
View Count: 102
| [2025-10-21 19:43:17] |
| tra.der70 - Posts: 4 |
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Hallo Sierra‑Chart‑Support-Team, ich habe heute den Zugang zu einem Live-Handelskonto (AMP / Teton CME Routing) bestätigt bekommen und den Denali Exchange Data Feed für CME/CBOT/NYMEX/COMEX aktiviert. Beim Zugriff über meine DTC‑Sub-Instance (127.0.0.1:11199) erhalte ich jedoch weiterhin MARKET_DEPTH_REJECT/Type 103 mit “Market data request not allowed”, sobald ich MARKET_DATA_REQUEST bzw. MARKET_DEPTH_REQUEST sende. Security Definitions (Type 507) und LogonResponse funktionieren, nur die eigentlichen Marktdaten werden nicht freigegeben. Könnten Sie bitte prüfen, ob für mein Account die Option “Allow Market Data Requests” bzw. die Marktdatenfreigabe für die Sub-Instance noch gesetzt werden muss? Vielen Dank und viele Grüße |
| [2025-10-21 19:45:08] |
| John - SC Support - Posts: 42557 |
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From Google Translate: Hello Sierra Chart Support Team,
I received confirmation of access to a live trading account (AMP / Teton CME Routing) today and activated the Denali Exchange Data Feed for CME/CBOT/NYMEX/COMEX. However, when accessing via my DTC sub-instance (127.0.0.1:11199), I continue to receive MARKET_DEPTH_REJECT/Type 103 with "Market data request not allowed" whenever I send MARKET_DATA_REQUEST or MARKET_DEPTH_REQUEST. Security definitions (Type 507) and LogonResponse work, but the actual market data is not released. Could you please check whether the "Allow Market Data Requests" option or market data release for the sub-instance still needs to be set for my account? Please get us the Message Log from the Sub-Instance where this occurs by following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-21 20:20:11] |
| tra.der70 - Posts: 4 |
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Hallo, anbei das log-File: 2025-10-21 20:19:08.652 | Software version: 2800 64-bit 2025-10-21 20:19:08.652 | Sub Instance 2025-10-21 20:19:08.652 | Primary Thread ID: 27152 2025-10-21 20:19:08.652 | Usage end date: 2025-10-25 2025-10-21 20:19:08.652 | Enabled for: Advanced Features 2. 2025-10-21 20:19:08.652 | Enabled for: Sierra Chart Historical Data Service. 2025-10-21 20:19:08.652 | Enabled for: Denali Real-Time Exchange Data Feed. 2025-10-21 20:19:08.652 | Enabled for: Delayed Denali Exchange Data Feed. 2025-10-21 20:19:08.652 | Enabled for exchange2: CME (Trading Account Required) 2025-10-21 20:19:08.652 | Enabled for exchange2: CBOT (Trading Account Required) 2025-10-21 20:19:08.652 | Enabled for exchange2: COMEX (Trading Account Required) 2025-10-21 20:19:08.652 | Enabled for exchange2: NYMEX (Trading Account Required) 2025-10-21 20:19:08.652 | Allow Support for Sierra Chart Data Feeds is enabled. 2025-10-21 20:19:08.652 | Current selected Data/Trading service: DTC - Sub Instance 2025-10-21 20:19:08.652 | Custom symbol settings values: enabled 2025-10-21 20:19:08.652 | Chart Update Interval: 400 2025-10-21 20:19:08.652 | Intraday Data Storage Time Unit: 0 2025-10-21 20:19:08.652 | Time Zone: +00:00:00 (UTC+00) 2025-10-21 20:19:08.652 | 2025-10-21 20:19:08 Local computer time in UTC 2025-10-21 20:19:08.652 | 2025-10-21 20:19:08 Local computer time in SC Time Zone 2025-10-21 20:19:08.652 | 2025-10-21 19:36:37 Server time in UTC 2025-10-21 20:19:08.652 | Local computer UTC time and Server UTC time difference: 31 seconds. 2025-10-21 20:19:08.652 | Notice: Your computer's clock is off by 31 seconds. Set the 'Global Settings >> NTP Settings >> NTP Client Enable' to 'Yes'. 2025-10-21 20:19:08.652 | Program path: C:\SierraChart\SierraChartInstance_2\ 2025-10-21 20:19:08.652 | Data Files path: C:\SierraChart\SierraChartInstance_2\Data\ 2025-10-21 20:19:08.653 | OS Version Number: 10.0 2025-10-21 20:19:08.653 | Locale Setting: C 2025-10-21 20:19:08.653 | Crash reporter started: true 2025-10-21 20:19:08.653 | 2025-10-21 20:19:30.077 | DTC Protocol server | Incoming connection from 127.0.0.1. 2025-10-21 20:19:30.077 | DTC client #15. 127.0.0.1 (2) | Creating socket. 2025-10-21 20:19:30.077 | DTC client #15. 127.0.0.1 (2) | New receive buffer size: 262144 2025-10-21 20:19:30.077 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:30.0774"} 2025-10-21 20:19:30.078 | DTC client #15. 127.0.0.1 (2) | Allocated send buffers: 32 of 131072 bytes. 2025-10-21 20:19:30.078 | JSON data: {"Type":1,"ProtocolVersion":8,"ClientName":"dtc_test_client","Username":"","Password":"","HeartbeatIntervalInSeconds":1,"Encoding":"JSON"} 2025-10-21 20:19:30.078 | DTC client #15. 127.0.0.1 | Requested heartbeat interval: 1 2025-10-21 20:19:30.078 | DTC client #15. dtc_test_client. 127.0.0.1 | Received logon request. 2025-10-21 20:19:30.078 | DTC client #15. dtc_test_client. 127.0.0.1 | Sent successful Logon response message to client. Username: . Result text: Connected to SC DTC Protocol server. Service=DTCSubInstance|SymbolSettings=scdataallservices 2025-10-21 20:19:30.078 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:30.0779"} 2025-10-21 20:19:30.078 | JSON data: {"Type":320,"RequestID":9001,"Symbol":"ESZ25_FUT_CME","Exchange":""} 2025-10-21 20:19:30.078 | DTC client #15. dtc_test_client. 127.0.0.1 | Received unknown message type from client. Type = 320 2025-10-21 20:19:30.279 | JSON data: {"Type":320,"RequestID":9002,"Symbol":"ESZ25_FUT_CME","Exchange":""} 2025-10-21 20:19:30.279 | DTC client #15. dtc_test_client. 127.0.0.1 | Received unknown message type from client. Type = 320 2025-10-21 20:19:30.479 | JSON data: {"Type":"SecurityDefinitionForSymbolRequest","RequestID":9003,"Symbol":"ESZ25_FUT_CME","Exchange":""} 2025-10-21 20:19:30.479 | DTC client #15. dtc_test_client. 127.0.0.1 | Received unknown message type from client. Type = 0 2025-10-21 20:19:30.680 | JSON data: {"Type":101,"RequestAction":1,"Symbol":"ESZ25_FUT_CME","Exchange":"","SymbolID":1,"RequestMarketDepth":1,"BookDepth":5,"SubscribeToTrades":1,"SubscribeToBidAsk":1,"SubscribeToSettlement":0,"UnsubscribeFromTrades":0,"UnsubscribeFromBidAsk":0} 2025-10-21 20:19:30.881 | JSON data: {"Type":101,"RequestAction":1,"Symbol":"ESZ25_FUT_CME","SymbolID":1} 2025-10-21 20:19:31.081 | JSON data: {"Type":"MarketDataRequest","RequestAction":"Subscribe","Symbol":"ESZ25_FUT_CME","Exchange":"","SymbolID":1} 2025-10-21 20:19:31.081 | DTC client #15. dtc_test_client. 127.0.0.1 | Received unknown message type from client. Type = 0 2025-10-21 20:19:31.086 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:31.0861"} 2025-10-21 20:19:32.099 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:32.0988"} 2025-10-21 20:19:33.105 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:33.1050"} 2025-10-21 20:19:34.118 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:34.1177"} 2025-10-21 20:19:35.130 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:35.1302"} 2025-10-21 20:19:36.144 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:36.1437"} 2025-10-21 20:19:37.157 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:37.1570"} 2025-10-21 20:19:38.167 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:38.1668"} 2025-10-21 20:19:39.167 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:39.1677"} 2025-10-21 20:19:40.181 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:40.1816"} 2025-10-21 20:19:41.192 | JSON data: {"Type":3,"CurrentDateTime":"2025-10-21T20:19:41.1926"} 2025-10-21 20:19:41.287 | JSON data: {"Type":101,"RequestAction":2,"Symbol":"ESZ25_FUT_CME","SymbolID":1} 2025-10-21 20:19:41.288 | DTC client #15. 127.0.0.1 (2) | Socket gracefully closed by remote side. 2025-10-21 20:19:41.288 | DTC client #15. 127.0.0.1 (2) | CloseSocket call. 2025-10-21 20:19:41.288 | DTC client #15. 127.0.0.1 (2) | Graceful close received or receive error. Shutdown complete. Closing socket now. 2025-10-21 20:19:41.288 | DTC client #15. 127.0.0.1 (2) | Closed. 2025-10-21 20:19:42.283 | Deleting individual DTC server: DTC client #15. dtc_test_client. 127.0.0.1 2025-10-21 20:19:42.283 | DTC server: DTC client #15. dtc_test_client. 127.0.0.1 successfully deleted. |
| [2025-10-21 20:32:51] |
| John - SC Support - Posts: 42557 |
|
Is this a DTC client that you created? If so, what exactly are you trying to do with it? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-21 21:40:10] |
| tra.der70 - Posts: 4 |
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ja, es ist ein DTC client. Ich versuche damit, die Markttiefe (DOM) des Sierra‑Chart-Feeds automatisiert einzulesen
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| [2025-10-21 21:43:18] |
| John - SC Support - Posts: 42557 |
|
From Google Translate: Yes, it's a DTC client. I'm trying to use it to automatically read the market depth (DOM) of the Sierra chart feed.
You can not access Market Data using the DTC Client. The exchanges do not allow this. Refer to the following: Data and Trading Communications (DTC) Protocol Server: Restrictions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-21 21:47:03] |
| tra.der70 - Posts: 4 |
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welche anderen Möglichkeiten gibt es, die Market depth daten auszulesen? Vielen Dank
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| [2025-10-22 14:17:24] |
| John - SC Support - Posts: 42557 |
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From Google Translate: What other options are there for reading the market depth data? Thank you.
You would need to create a custom study. Refer to the following to help get you started: ACSIL Interface Members - Functions: sc.GetAskMarketDepthEntryAtLevel 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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