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[Locked] - DTC Protocol

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[2017-11-30 19:39:57] #100 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Really, it is the TradeAccount field with orders, which controls whether the order is intended to be simulated or not. Here is more information about that: Using DTC Server for Data and Trading in Another Sierra Chart Instance: Using the Correct Trade Account (Rejections Related to Simulation Mode) 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-11-30 20:35:20] #101 [Go To First Post]
AndrewAMD1 - Posts: 31
So just to confirm, the only way to know for sure is to submit orders? Below are nine scenarios. I expect six of the scenarios to result in rejected orders. Is my understanding correct? Client sends SIMULATED order: 1a) SC: SIM enabled (expect: accept) 1b) SC: SIM disabled, logged into DEMO account (expect: reject) 1c) SC: SIM disabled, logged into LIVE account (expect: reject) Client sends DEMO order: 2a) SC: SIM enabled (expect: reject) 2b) SC: SIM disabled, logged into DEMO account (expect: accept) 2c) SC: SIM disabled, logged into LIVE account (expect: reject) Client sends LIVE order: 3a) SC: SIM enabled (expect: reject) 3b) SC: SIM disabled, logged into DEMO account (expect: reject) 3c) SC: SIM disabled, logged into LIVE account (expect: accept)

[2017-11-30 22:01:44] #102 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Start a new Support Request for this. This thread is already very long. This is getting into a very specific detailed question. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-12-22 10:53:12] #103 [Go To First Post]
User14532 - Posts: 6
Hello I am downloading data from sierraChart for my adudoco.com/keystrategy . I am loading .scid files from disk or importing through the DTC protocol. I want to implement the (.dly) daily format support. Loading data from disk files is not a problem. But I do not know what DTC datarequest needs to be sent to sierraChart for the (.dly) text format. Is it even possible or is there any HTTP GET request for this case? Thanks for help

[2017-12-23 05:23:20] #104 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There is no HTTP protocol for historical daily data in Sierra Chart. You need to use the DTC Protocol: Data and Trading Communications (DTC) Protocol Server: Historical Price Data Server In the historical price data request: Historical Price Data Messages: HISTORICAL_PRICE_DATA_REQUEST [s_HistoricalPriceDataRequest structure] Client >> Server For this parameter: DTC Messages and Procedures: [HistoricalDataIntervalEnum] Historical Data Interval Enumeration Use: INTERVAL_1_DAY 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-12-26 02:07:57] #105 [Go To First Post]
EricH - Posts: 17
My current system is 100% matlab with Interactive broker API for data and trade. I am exploring the possibility to migrate the broker interface part to DTC and use SC as the data/trade backend. One thing I found that's unique in IB is it has a 5-sec 'real-time bar'. https://interactivebrokers.github.io/tws-api/realtime_bars.html#gsc.tab=0 Looking thru the DTC protocol spec, what's the best way to 'emulate' this 5-sec bar? Obviously the two options are 1)subscribe to realtime data and build the 5 sec bar myself, but I really don't want all those extra messages of MARKET_DATA_UPDATE_* except TRADE, I don't even want the SNAPSHOT. However in the request enum, there's no "UPDATE_TRADE" only option... option 2) is to actively pull historical every 5 sec, with the interval set to be 5sec, and set the request begin_time so that only one (or two most) records are sent to me. Please advise if there're other options, and if there'll be some performance hit for option 2) if many symbols quotes are involved, and all requests are triggered at the 5-sec 'edges'.

[2017-12-26 03:41:08] #106 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. This is the best and most proper way. 2. This will be fine, but you have to reduce the Intraday file flush time so no data is lost: https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#IntradayFileFlushTimeInMilliseconds 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2017-12-29 00:17:10] #107 [Go To First Post]
EricH - Posts: 17
continue on DTC historical data access, the 'StartDateTime' of the return record(non tick, say 1-min bar requested), is it the first trade timestamp within the minute, or you actually return the minute-bar boundary? From my limited experiment now, it seems it's the timestamp of the first trade within the minute bar, correct?

[2017-12-29 06:04:09] #108 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
it seems it's the timestamp of the first trade within the minute bar, correct? Yes. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2018-04-22 18:29:34] #109 [Go To First Post]
User942837 - Posts: 108
Hi, 1) the HistoricalDataIntervalEnum seems that it does not cater for any minute data > 1M because it skips directly to 1D after 1Min. Do you have any plans say to implement any other time interval? Because if I want data for example for 60M intervals, I would have to download data for Interval1Minute which is pointless. I know this could be reconstructed but makes it much easier to request the timeframe requested. Am I missing something? Also if I want to get OHLC for RTH session session, I do not see a way to restrict start and end time like you would in Chart Settings. Any plans to implement this? 2) Are there any plans for DTC to process Time Related interval messages. E.g. If I want to get OHLC data at the close of the last bar, do I have to figure out the OHLC myself from message MARKET_DATA_UPDATE_TRADE_COMPACT 112 or is there a better way to do this? Would really make things better if a client can receive a notification message at the last bar closed on any requested timeframe. Thank you

[2018-04-24 10:34:32] #110 [Go To First Post]
User942837 - Posts: 108
Would someone from Sierra Engineering please be kind and answer my questions?

[2018-04-28 09:09:47] #111 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1) the HistoricalDataIntervalEnum seems that it does not cater for any minute data > 1M because it skips directly to 1D after 1Min. Do you have any plans say to implement any other time interval? Because if I want data for example for 60M intervals, I would have to download data for Interval1Minute which is pointless. I know this could be reconstructed but makes it much easier to request the timeframe requested. Am I missing something? This is explained here: The HISTORICAL_PRICE_DATA_REQUEST::RecordInterval field is the number of seconds for the data record. The Sierra_Chart Historical Data Server does support using anywhere from 0, for tick by tick data, up to 86400. You are not limited to the predefined constants for this field. Also if I want to get OHLC for RTH session session, I do not see a way to restrict start and end time like you would in Chart Settings. Any plans to implement this? This definitively would never come. 2) Are there any plans for DTC to process Time Related interval messages. E.g. If I want to get OHLC data at the close of the last bar, do I have to figure out the OHLC myself from message MARKET_DATA_UPDATE_TRADE_COMPACT 112 or is there a better way to do this? Would really make things better if a client can receive a notification message at the last bar closed on any requested timeframe. No. This is well beyond the intent of the DTC Protocol. This thread is now locked. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

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