Support Board
Date/Time: Mon, 07 Jul 2025 20:41:09 +0000
Not receiving Market Depth through DTC protocol
View Count: 781
| [2019-12-18 15:32:22] |
| User911267 - Posts: 25 |
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We have three issues. 1. We are attempting to subscribe to Market Depth through DTC. We get a market_depth_reject message with Reject Text : "Low bandwith flag specified". We have already checked that the 'Use Low Bandwith For DTC Real-Time Data' is not checked. What is happening here. 2. We are requesting market data through DTC. We only receive Compact message types, The regular message types never get triggered. 3. When we get a Market_Data_Update_Bid_Ask it is happening very infrequently, like once every ten seconds for a very active contract. Far less frequent than the actual changing of the Bid / Ask. Also, the bid and ask quantities that come through the Market_Data_Update_Bid_Ask message are very incorrect. They are not the same as what the Sierra Charts Market Depth Window shows. I somehow feel that all of these issues are somehow related. Thank you for your help Sincerely, |
| [2019-12-18 16:45:06] |
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1. Make sure that LogonRequest.Integer_1 is set to 0 when logging on. Or what are you specifying? 2. Update Sierra Chart to the current version and specify this flag for LogonRequest.Integer_1: DTC_LOGON_REQUEST_INTEGER_1_NO_COMPACT_MARKET_DATA_MESSAGES = 0x8; 3. This relates to 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 |
| [2019-12-18 17:39:31] |
| User911267 - Posts: 25 |
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I've changed "LogonRequest.Integer_1" from 1 to 0. Two things happened. 1. The Market_Data_Update_Bid_Ask message now appears to be fixed. The right quantities for Bid / Ask are coming through now and at the correct frequency. This is good. 2. I am no longer getting market depth reject record with Reject Text : "Low bandwith flag specified" when subscribing to market depth. However, I only get a Market_Depth_Snapshot_Level record I never get a Market_Depth_Update_Level record coming through. This happens whether I specify 'RequestActionEnum.SUBSCRIBE' or 'RequestActionEnum.SNAPSHOT' Any Ideas? Thanks |
| [2019-12-18 17:47:01] |
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Update Sierra Chart to the current version and this post here describes the market depth update message which will be received: Breaking Change: DTC Protocol Server in Version 2024 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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