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Direct MessagesDate/Time: Tue, 21 May 2024 11:04:55 +0000
[Programming Help] - Sierra Chart not sending tick data over DTC
View Count: 618
| [2019-09-06 13:06:41] |
| tporter - Posts: 1 |
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Hello. I am implementing a custom DTC client and wish to have it connect to Sierra Chart using DTC to pull tick data. I am using CGQ. In my DTS Settings window, I have set intraday storage time to 1-tick. I have deleted and re-downloaded all data for the symbol in question. I have followed the steps in your documentation to verify that tick data is loaded and working... 1) As detailed at Tick by Tick Data Configuration: Instructions (steps 10 and 11) When I set chart bar period to 'number of trade per bar', and the value to '1', then all of the bars on the chart are flat (eg, OHLC is all the same value). 2) As detailed at Tick by Tick Data Configuration: Verifying if Tick by Tick Data is in Intraday Data File When I go to the edit downloaded data window, there are often multiple data points within the same second, no data points have an open value. When I connect with my custom client, I send a HISTORICAL_PRICE_DATA_REQUEST (type 800) and set the record interval to 0, which means tick data. I can verify this because in the Sierra Chart Message Window it writes 'HD Server | HD Request #1 | Socket: 4 | Symbol: F.US.MNQU19 | ServiceCode: | RecordInterval: 0 | MaximumDaysRequested: 0 | Start date-time: 2019-09-06 09:46:29 | ClientRequestID: 1 | Username: (none). | Thread:16984 | 2019-09-06 12:33:09.163' However, the server responds with a series of 'HISTORICAL_PRICE_DATA_RECORD_RESPONSE' messages, which are for fixed width bar data, not 'HISTORICAL_PRICE_DATA_TICK_RECORD_RESPONSE' messages which would be what I would expect and would have tick data. The bodies of the messages also contain all the fields one would expect for the non-tick data, eg, it has "OpenPrice", "HighPrice", etc. Not just "Price" which would be expected for tick data. How do I make sure that I am sent the tick data? Date Time Of Last Edit: 2019-09-06 13:22:47
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| [2019-09-24 06:43:03] |
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From documentation: Since data is served from Intraday data files and these files can contain records which are a variable amount of time anywhere from 1 Tick/Trade to 1 Minute, all records are served with the message type HISTORICAL_PRICE_DATA_RECORD_RESPONSE. In the case of a single tick record, the OpenPrice, HighPrice, LowPrice, LastPrice fields will all have the same value and the NumTrades will be 1.
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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