Support Board
Date/Time: Mon, 09 Jun 2025 19:00:44 +0000
Sierra Chart DTC server
View Count: 1454
| [2019-05-31 08:27:59] |
| JohnStein - Posts: 11 |
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Hi, I wrote a DTC client in C# that I am connecting to my local Sierra Chart DTC Server. I followed the guidelines on this page Data and Trading Communications (DTC) Protocol Server for the messages supported by the Sierra Chart DTC server. I use google protocol buffers encoding after the initial Encoding request. The encoding request, authentication and heartbeats all work without any problems. I can request market data for a symbol and it feeds through without a hitch, so I know the pattern I am following works well. Now to the question. I am not getting any market depth messages after doing a market depth request. I submit the market depth request but do not get any responses back for market depth. Not a reject or anything. I have tried requesting different instruments and different depth levels from 1 to 100 but still do not get any market depth messages back. Is there maybe something I have to set in Symbol settings or another setting in Sierra Chart for this to work? I am running Sierra Chart 1926. Appreciate any help, John |
| [2019-06-02 04:23:02] |
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Open the market depth window for the symbol: File Menu: Open Market Depth Window (File) Are you seeing the market depth data in that window? Another possibility is you are not properly setting the RequestAction field. Nothing happens if it is not properly set. In the next version there will be a reject message sent. 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: 2019-06-02 05:11:35
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| [2019-06-03 10:14:06] |
| JohnStein - Posts: 11 |
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Hi, I can see the market depth window and the updates come through in the window when I open the Market Depth window. I tried a couple of other things now but unfortunately I still get nothing back: - Updated to version 1928 - Tried all the values in the RequestAction. Unset, Subscribe and Snapshot - Ensured that the SymbolID I do the request with is unique As I mentioned, market data works perfectly. It looks like its only market depth that is bent on making me work for my data ;-) Is there maybe a more detailed log I can look at for the DTC server that might shed some more light on what might be happening? Thanks again for any help, John EDIT: I am not setting the Exchange in the request BTW as I read that Sierra Chart DTC ignores the exchange field everywhere. EDIT: Even setting the exchange field did not help Date Time Of Last Edit: 2019-06-03 10:17:38
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| [2019-06-03 18:58:12] |
| JohnStein - Posts: 11 |
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I checked everything again and printed out what the DTC server supports according to the Logon Response message (not sure if this helps track the problem). It seems that my specific instance does support market depth requests: ==================== | DTC Server Supports ==================== | Bracket Orders : True | Historical Price Data : False | Market Data : True | Market Depth : True | Market Depth Best Bid Ask: False | Trading: True | OCO Orders: True | Order Cancel Replace: True | Security Definitions : True ==================== |
| [2019-06-04 10:48:05] |
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We want you to test on version 1929 and provide the Window >> Message Log messages at the time of the market depth request and we will get a better idea what the issue could be.
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: 2019-06-04 10:48:39
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| [2019-06-04 13:57:50] |
| JohnStein - Posts: 11 |
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Thank you for all your help. I believe I found the problem. After downloading 1929 and checking the Message Log I saw that nothing was still logging, so I looked at the message I was sending again. I was setting the message type to 106 (MarketDepthUpdateLevel) instead of 102 (MarketDepthRequest). Really stupid mistake on my side. Apologies for any inconvenience I caused. Regards, John |
| [2019-06-04 14:26:57] |
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Ok good that the problem was found.
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 |
| [2022-12-04 13:15:01] |
| User223231 - Posts: 19 |
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John could you share your C# source code?
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| [2022-12-04 23:19:37] |
| Sierra_Chart Engineering - Posts: 19872 |
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This thread is old. We do not think the user would be responding.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-12-05 12:14:44] |
| DabbaDo - Posts: 148 |
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In the FWIW category, my c# code is at https://github.com/dalebrubaker/DTCSharp I use it heavily but I can't offer much support. |
| [2022-12-05 12:20:52] |
| User223231 - Posts: 19 |
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Thank you Dale! There used to be an official C# DTC repo from SC on GitHub but it seems to have been deleted.
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| [2022-12-05 14:16:26] |
| Sierra_Chart Engineering - Posts: 19872 |
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There was never anything from Sierra Chart with C# header files, for the DTC 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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