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Direct MessagesDate/Time: Sun, 28 Apr 2024 21:10:45 +0000
Multiple HISTORICAL_PRICE_DATA_TICK_RECORD_RESPONSE messages agregated
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| [2016-08-15 14:19:08] |
| Guilherme - Posts: 66 |
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Is there an optimal number of HISTORICAL_PRICE_DATA_TICK_RECORD_RESPONSE messages to be agregated in a single tcp socket write? I'm trying to "tune" my DTC server, experimenting lots of values for it, but do not find a right one. For now, I'm sending 2500 agregated messages in a single write that I make each second. But client waits too long for the complete historical feed. When I try to increase the number of messages or decrease the time interval of sending them, Sierra gets lost and closes the connection. By the way, I'm using Protocol Buffers encoding. Ps. I also inceased my server (Linux) tcp buffer size so it could get more data than usual at once. Date Time Of Last Edit: 2016-08-15 14:19:40
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| [2016-08-15 18:01:19] |
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For the moment disregard our prior response. Some things we said are not completely accurate. 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: 2016-08-15 18:12:57
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| [2016-08-15 18:31:15] |
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We did verify that Google protocol buffer encoding is supported in the DTC historical data client within Sierra Chart. We do not know why you are having the problems that you are. But certainly sending a batch of messages at once is a good idea. You could send 100 of them at once. Also make sure in the Global Settings >> Data/Trade Service Settings, that you specify a separate connection for historical data. This will download data on a separate thread. So you need to handle historical data as a separate network socket on your side. This is really the only proper way to do large amounts of historical data. Otherwise, the interface of Sierra Chart can freeze when processing historical 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 |
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