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Direct MessagesDate/Time: Sat, 27 Apr 2024 01:37:48 +0000
DTC: SECURITY_DEFINITION_RESPONSE and IsFinalMessage after Logon
View Count: 874
| [2018-07-15 16:41:13] |
| Usermb - Posts: 126 |
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After a successful logon against a built-in SC DTC Server that sends updated symbol definitions, a list of SECURITY_DEFINITION_RESPONSE messages is received. Unfortunately each of these messages has IsFinalMessage set to 1. To me this seems like an error, all these messages have the same RequestID = 110000000. It would be great to add some sort of a flag to LOGON_RESPONSE to explicitly advice the client, that SECURITY_DEFINITION_RESPONSE messages follow. Right now, the logon response looks like this: ProtocolVersion: 8 Result: LOGON_SUCCESS ResultText: "Connected to SC DTC Protocol server. Service=scdataallservices" ServerName: "SC DTC Server" SecurityDefinitionsSupported: 1 MarketDepthIsSupported: 1 MarketDataSupported: 1 And here's a part of the security definition response messages: RequestID: 110000000 Symbol: "DYM18" MinPriceIncrement: 0.5 PriceDisplayFormat: PRICE_DISPLAY_FORMAT_DECIMAL_1 CurrencyValuePerIncrement: 12.5 IsFinalMessage: 1 FloatToIntPriceMultiplier: 1.0 IntToFloatPriceDivisor: 1.0 UnderlyingSymbol: "DY" SecurityExpirationDate: 1529020800 HasMarketDepthData: 1 DisplayPriceMultiplier: 1.0 ExchangeSymbol: "DYM18" RequestID: 110000000 Symbol: "J6U18" Description: "JAPANESE YEN FUTURES 6J Sep 2018" MinPriceIncrement: 4.999999873689376e-05 PriceDisplayFormat: PRICE_DISPLAY_FORMAT_DECIMAL_5 CurrencyValuePerIncrement: 6.25 IsFinalMessage: 1 FloatToIntPriceMultiplier: 1.0 IntToFloatPriceDivisor: 1.0 SecurityExpirationDate: 1536883200 HasMarketDepthData: 1 DisplayPriceMultiplier: 1.0 ExchangeSymbol: "6JU18" RequestID: 110000000 Symbol: "E6U18" Description: "EURO FUTURE 6E Sep 2018" MinPriceIncrement: 4.999999873689376e-05 PriceDisplayFormat: PRICE_DISPLAY_FORMAT_DECIMAL_5 CurrencyValuePerIncrement: 6.25 IsFinalMessage: 1 FloatToIntPriceMultiplier: 1.0 IntToFloatPriceDivisor: 1.0 SecurityExpirationDate: 1536883200 HasMarketDepthData: 1 DisplayPriceMultiplier: 1.0 ExchangeSymbol: "6EU18" |
| [2018-07-16 17:49:14] |
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What you see is optional behavior and can be disabled. This is explained in step 6 here: https://www.sierrachart.com/index.php?page=doc/DTCServer.php#Usage This functionality will not change. 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 |
| [2018-07-16 18:03:51] |
| Usermb - Posts: 126 |
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I find it odd, that all SECURITY_DEFINITION_RESPONSE messages that follow a LOGON_RESPONSE message have IsFinalMessage set to 1. According to the SECURITY_DEFINITION_RESPONSE documentation, only the last message should have IsFinalMessage set to 1. Having the LOGON_RESPONSE message indicate that SECURITY_DEFINITION_RESPONSE messages will follow is just a bonus, or a feature request. |
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