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Direct MessagesDate/Time: Tue, 07 May 2024 06:35:16 +0000
DTC Protocol Server Compact Message Types only
View Count: 579
| [2017-03-31 03:55:07] |
| Graham_PriceSquawk - Posts: 3 |
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When the DTC Protocol Server is enabled to relay market data, can the connected client expect to only receive compact market data messages e.g. MARKET_DATA_UPDATE_TRADE_COMPACT, MARKET_DATA_UPDATE_BID_ASK_COMPACT. As opposed to MARKET_DATA_UPDATE_TRADE/MARKET_DATA_UPDATE_TRADE_INT or MARKET_DATA_UPDATE_BID_ASK/MARKET_DATA_UPDATE_BID_ASK_INT messages? Or does it depend on the data provider. In my testing I am finding that whether it iQFeed, CQG or Sierra I can get away with just handling the compact messages. Cheers. Graham |
| [2017-03-31 04:01:38] |
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Yes this is correct. These do provide sufficient precision. It does not depend on the data provider. 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 |
| [2017-03-31 04:30:18] |
| Graham_PriceSquawk - Posts: 3 |
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Thanks. I have also found inconsistencies as to when to expect a LOGON_RESPONSE message. I am definitely sending a sufficient LOGON_REQUEST as I am successfully switching the DTC server into relay mode and receiving the compact market data messages. I am however not receiving a LOGON_RESPONSE success message which I was previously receiving in my initial test environment. If I now enable 'Require Authorization' I am seeing a LOGON_RESPONSE with the appropriate error message, so I know I am processing the binary encoding correctly. Please can you advise if LOGON_RESPONSE is always sent by the DTC Server after switching to relay mode, or only under certain conditions. |
| [2017-03-31 05:00:23] |
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Relay server mode does not send a LOGON RESPONSE and it should not be expected but we will start sending this in the next release. But it is not something which is considered essential for relay server mode because that is considered a listen only 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 |
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