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[Locked] - DTC Protocol

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[2014-11-29 21:31:16]
Sierra Chart Engineering - Posts: 104368
Hello,

We have started initiative in this industry to establish a common communications protocol to connect Clients and Servers.

This is the official website:
Http://dtcprotocol.org

We are going to be putting a significant effort into this during the rest of the year. If you can keep your support questions to a minimum, that would be appreciated.

We are going to create two new encodings for the messages and fields.

This will be JSON and binary with variable length text strings.

We are going over all the messages and fields and improving the naming to make them as consistent, compact and logical as possible.

The trade order modify and cancel messages are being cleaned up a little by removing some unnecessary fields. We are also creating separate integer versions of order entry and modification functions.

We also have a proposal to Data and Trading services. We request that you contact us about adopting DTC and in return we are willing to offer Sierra Chart free to your customers for a period of one year if you adopt the DTC protocol in good faith, without the use of a bridge program, and you are a new service that Sierra Chart does not already support.

We also may offer discounts after the one year period.

This is not to be taken as an offer, but instead a request for negotiation. However, once we negotiate with the Data or Trading service successfully, we are willing to enter into a contract.
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
Date Time Of Last Edit: 2014-12-06 03:08:03
[2014-12-04 20:52:06]
Sierra Chart Engineering - Posts: 104368
This may seem like a bold and unattainable initiative.

However, we hold the view that we will be very successful with this initiative.

And we are going to be a leader in transforming this industry to create plug-and-play interoperability between Clients and Servers exchanging financial market data, and trading commands and data.

We have no problem with being shunned, criticized or whatever with our initiative. In the end, people will see that this effort will succeed. We have no doubt about that. It may take years, but we will get there.

We are making very good progress at this time making all of the DTC message and field names, logical consistent and compact. Some of the naming, was based on the FIX protocol, but where something is not really logically or consistently named, we are changing it to what makes sense.
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
Date Time Of Last Edit: 2014-12-04 20:55:55
[2014-12-18 07:49:13]
Sierra Chart Engineering - Posts: 104368
There are going to be a lot of enhancements to the DTC protocol in the next few months. There will be new encodings in addition to the current binary encoding with fixed length strings.

Sierra Chart also will support various connection configurations with the DTC Protocol. For example connecting separately for market data , historical price data, and trading each on a separate network connection.

We will also be developing our own trading simulation backend with OCO and bracket order support. The plan is this will be an open source project with open source code and using the DTC protocol.

Initially this will be supporting Forex data.

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
Date Time Of Last Edit: 2014-12-18 07:50:02
[2014-12-20 01:12:51]
Sierra Chart Engineering - Posts: 104368
The DTC protocol has always supported multiple connections. For example, one for market data and another connection for trading.

With the support for different encodings like JSON, the market data connection can use the original binary encoding which is very efficient and the trading connection can use the JSON encoding, which is human readable and allows for the very easy insertion and removal of fields.
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
[2014-12-23 21:34:25]
Sierra Chart Engineering - Posts: 104368
Another thought has come to mind in regards to the DTC protocol.

Sierra Chart currently offers now a relay server which has partial support for DTC:
http://www.sierrachart.com/index.php?page=doc/doc_RelayServer.php

This relay server only sends data and cannot respond to market data requests or historical price data requests.

We are going to make this into a full DTC server which exposes the full capabilities of DTC. It will support market data requests, historical price data requests, streaming real-time data, and order entry.


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
[2014-12-24 02:25:17]
ejtrader - Posts: 688
SC Team - This is good news.

Looking forward to a basic test example to read the data using DTC server. Would be very beneficial.

Thanks
[2015-02-06 16:23:55]
User935308 - Posts: 2
Dear SC,

this is very good news.

Is the DTC Client implementation in SC somewhat mature?
I'm thinking about writing a DTC Server Bridge to my local broker and/or to push the broker to implement DTC Server natively.

So, please tell me if this project is mature enough to spend my relation capital with my broker.

PS: this broker has thousands of clients but an ugly platform, I think SC integration would boom.
[2015-02-06 17:27:39]
Sierra Chart Engineering - Posts: 104368
Is the DTC Client implementation in SC somewhat mature?
Yes it is because we are in the process of adding other encodings. We have already added support for binary message structures with variable length text strings and we are going to be working on JSON soon. We would not be working on other encodings if the DTC protocol messages and fields were not in a stable state.

You can find the documentation here:
http://dtcprotocol.org

What broker is this? We are planning to add support for IG Markets.
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
[2015-02-10 07:45:42]
User935308 - Posts: 2
The broker is Directa, an italian broker.
It is one of the oldest in the world, offering online trading since 1996.

http://www.directa.it

I see that there is a C++ header file, with the data structures required to implement the DTC protocol.
Is DTC really a C++ only world, or it is really open to other languages?
I mean, I know it is a network protocol, and so it is possible to implement it in every language, but the binary encoding and the C++ header file makes me thinking about the convenience of implementing it in other languages (i'm thinking about java).
[2015-02-10 14:32:33]
ganz - Posts: 1048
User935308

+1 for Java

and another one for a Python wrapper :)
[2015-02-10 16:13:03]
Sierra Chart Engineering - Posts: 104368
No. Definitely not. Any language can be used.

Is DTC really a C++ only world, or it is really open to other languages?

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
[2015-03-08 19:45:27]
Jagui - Posts: 19 Invalid SC Account Name.
Hello,

I'm starting developing a DTC java bridge for my broker, and I would like to know if the work on JSON encoding is already started and when it will be available.

Thank you.
[2015-03-11 17:22:03]
Sierra Chart Engineering - Posts: 104368
We have not done the work on the JSON encoding, but we expect we will be starting on it this month and it should not take long.

So it is not far off from being complete.

Please check back in about two weeks.
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
[2015-08-02 09:03:05]
Sierra Chart Engineering - Posts: 104368
Over the next couple months, we are going to begin development of the DTC Server in Sierra Chart.

We are going to be improving upon and completing some of the incomplete DTC documentation on the DTC protocol website.
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
[2015-08-11 21:11:05]
Sierra Chart Engineering - Posts: 104368
The documentation for using Sierra Chart as a DTC Protocol Test Client has been completed and is here:
http://www.sierrachart.com/index.php?page=doc/doc_DTC_TestClient.php

In the next few days, Sierra Chart will support functioning as a test client using all 4 encoding methods:
http://www.sierrachart.com/index.php?page=doc/doc_DTCProtocol.php#MessageFormatEncoding
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
Date Time Of Last Edit: 2015-08-11 21:11:48
[2015-08-11 22:33:21]
Sierra Chart Engineering - Posts: 104368
Here is the DTC Protocol Discussion Forum:
http://dtcprotocol.org/SupportBoard.php?ForumID=50
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
[2015-08-12 02:27:37]
ejtrader - Posts: 688
it appears like this would require a new user registration to DTC website.

Is that intentional?

Thanks
[2015-08-12 06:53:57]
Sierra Chart Engineering - Posts: 104368
You can use your Sierra Chart Account Name and Password. We tested those and they work.

We also see we need to get a new security certificate for that site. That will be done tomorrow.
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
[2015-08-12 06:59:10]
Sierra Chart Engineering - Posts: 104368
Another's feature that we are looking at which is likely to happen from this new DTC Protocol server will be a new feature where you can create a new instance of Sierra Chart directly from within Sierra Chart.

For example File >> New Instance.

This instance will access data from the original instance and then you can have multiple Chartbooks visible at the same time.

Basically this is supported now, but it will be much easier to use.

And you will be able to perform trading from these new instances using the single connection from the master/main instance.
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
Date Time Of Last Edit: 2015-08-16 02:44:24
[2015-08-24 07:20:29]
Sierra Chart Engineering - Posts: 104368
By the end of August 2015 will be releasing support for Google Protocol Buffer encoding for the DTC Protocol. This brings the number of encodings to 5.

The supported encodings are documented here:
http://dtcprotocol.org/index.php?page=doc/doc_DTCProtocol.php#MessageFormatEncoding
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
[2015-08-24 16:39:56]
ejtrader - Posts: 688
SC Team - Would it be possible to provide any sample code for a DTC client to get the quote/level 2 data and if trading component is available - a sample of that would be helpful as well.

Thanks
[2015-08-24 18:50:32]
Sierra Chart Engineering - Posts: 104368
Yes. We are going to be creating a complete example program that demonstrates both the DTC client and server.

This will be a QT project. We hope this should be ready in about three weeks.
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
[2015-08-26 07:37:20]
Dema - Posts: 42
This is excellent news. Please include samples for custom live market data feeds if possible!
[2015-08-26 07:47:13]
Sierra Chart Engineering - Posts: 104368
We do not know what is meant by "custom live market data feeds". In any case, it does not sound like something we would provide an example of.

In any case it should be obvious how to work with 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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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