Support Board
Date/Time: Sat, 15 Aug 2026 18:34:45 +0000
DTC SUBMIT_NEW_SINGLE_ORDER Price1 and Real-Time Price Multiplier
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| [2026-08-15 16:20:37] |
| Manju225577 - Posts: 2 |
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I am using the DTC Protocol Server with an external client that submits limit orders on MGC (E-Micro Gold). Sierra Chart build 57695, Windows Server 2022, data and trading through Rithmic Direct - DTC, Trade Simulation Mode ON, orders on the Sim1 account. Symbol Settings for MGC?#.COMEX (Use Pattern Matching: yes) include: Price Display Format 0.1 Tick Size 0.100000 Currency Value Per Tick 1 Real-Time Price Multiplier 0.1 Historical Price Multiplier 1 SC Data Multiplier 1 Source Data Multiplier 1 Auto-Set Tick Size And Value disabled OBSERVED BEHAVIOUR. Every price submitted over DTC is booked at one tenth of the value sent. Measured across eight orders: sent Price1 4400.0 -> Trade Orders window shows 440.0 sent Price1 4476.0 -> Trade Orders window shows 447.6 sent Price1 4000.0 -> Trade Orders window shows 400.0 sent Price1 90000.0 -> Trade Orders window shows 9000.0 sent Price1 4472.3 -> Trade Orders window shows 447.2 This is not side-dependent — a SELL sent at 90000.0 was booked at 9000.0, the same as a BUY. The market at the time was around 4470. Orders entered manually through Sierra's own order form on the same chart are booked at the price entered, so this appears specific to the DTC order path. WHAT THE PROTOCOL REPORTS. Every DTC message reports the submitted value, not the booked one. For an order sent at Price1 4000.0 and booked at 400.0, the Type 301 ORDER_UPDATE reported Price1 4000 on submit (OrderStatus 2), on accept (OrderStatus 4), on cancel request (OrderStatus 6), on cancel confirmation (OrderStatus 8), and in the 301 returned by a solicited Type 300 OPEN_ORDERS_REQUEST (RequestID 9001, OrderUpdateReason 1). So a DTC client has no way to observe the booked price. The only place the difference is visible is the Trade Orders window. QUESTION 1 Which convention does SUBMIT_NEW_SINGLE_ORDER Price1 expect when a Real-Time Price Multiplier is set — the displayed price, or the unmultiplied feed price? The documentation for Chart Settings states that when an order is submitted, the Real-Time Price Multiplier adjustment is removed so that the order price is still correct. That is not what I observe on the DTC path — the multiplier appears to be applied rather than removed. Is the DTC order path different in this respect, or is the Symbol Settings multiplier handled differently from the Chart Settings one? The same symbol carries Real-Time Price Multiplier 0.1 and Historical Price Multiplier 1, so the two conventions are clearly distinguished for this instrument. Which of them does the order path follow? If it expects the unmultiplied price, does the same apply to Price2, to CANCEL_REPLACE, and to stop prices? QUESTION 2 Is there any way for a DTC client to read back the price an order was actually booked at? If Type 301 and Type 300 both echo the submitted value by design, is there another message or field that carries the booked price? Being unable to verify what was booked is the part that concerns me most, since a client cannot detect the discrepancy from the protocol alone. QUESTION 3 Can this behaviour change without the Symbol Settings changing? On 2026-08-11 the same client, same symbol MGCZ26-COMEX, same Sim1 account, same build submitted a SELL at Price1 4445.7 and the Trade Orders window showed 4446 — the correct scale. On 2026-08-12 the same client submitted a SELL at Price1 4472.3 and the window showed 447.2. Sierra4.config has a modification time earlier than both orders, and no one changed Symbol Settings between them. The only change I am aware of between those dates is a data/trade service change within Rithmic. Would a service change alter whether the multiplier is applied to DTC order prices? Or is there another reason the same submission path would scale on one day and not the other? Thank you. |
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