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Date/Time: Fri, 26 Apr 2024 23:40:27 +0000



DTC Server only sending MARKET_DATA_UPDATE_TRADE_COMPACT

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[2020-03-30 16:16:48]
CBR600RR - Posts: 37
I'm writing code to get trade data from the DTC server but it is only sending MARKET_DATA_UPDATE_TRADE_COMPACT which does not have the milliseconds in the trade time. How do I get it to send MARKET_DATA_UPDATE_TRADE? I'm using JSON compact encoding.
[2020-03-30 17:43:47]
Sierra Chart Engineering - Posts: 104368
When sending the Logon message, do a bitwise or to the Integer1 variable with the value 0x8.
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Date Time Of Last Edit: 2020-03-30 17:44:08
[2020-03-30 17:58:32]
CBR600RR - Posts: 37
OK I was sending 1 for that , but if I send 9 I don't get any data returned.
[2020-03-31 09:32:19]
Sierra Chart Engineering - Posts: 104368
Why did you set Integer1 to 1? The messages you will get will be different. For trades you will get:
s_MarketDataUpdateTrade
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
[2020-03-31 14:04:03]
CBR600RR - Posts: 37
I saw it in some sample code somewhere. I'm trying to get MARKET_DATA_UPDATE_TRADE. If I set Integer_1 to 8 I get some values without the milliseconds, and some values with rounding errors, but still not millisecond level timestamps:

{"Type":107,"F":[1,2,2592,1,1.5856633060000005e+09]}
{"Type":107,"F":[1,2,2592.25,1,1.5856633060000005e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633060000005e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633060000005e+09]}
{"Type":107,"F":[1,2,2592.25,1,1585663307]}
{"Type":107,"F":[1,2,2592.25,2,1585663307]}
{"Type":107,"F":[1,2,2592.25,2,1585663307]}
{"Type":107,"F":[1,2,2592.25,1,1585663307]}
{"Type":107,"F":[1,2,2592.25,1,1585663307]}
{"Type":107,"F":[1,2,2592.25,4,1585663307]}
{"Type":107,"F":[1,2,2592.5,1,1585663307]}
{"Type":107,"F":[1,1,2592.25,3,1585663307]}
{"Type":107,"F":[1,1,2592.25,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,2,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,2,2592,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2591.75,2,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2591.75,3,1.5856633079999998e+09]}
{"Type":107,"F":[1,2,2591.75,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,2,2591.75,1,1.5856633079999998e+09]}
{"Type":107,"F":[1,1,2591.5,2,1585663309]}
{"Type":107,"F":[1,1,2591.5,1,1585663309]}
{"Type":107,"F":[1,1,2591.5,1,1585663309]}
{"Type":107,"F":[1,1,2591.5,1,1585663309]}
[2020-04-03 16:24:30]
CBR600RR - Posts: 37
So how can I get millisecond timestamps?
[2020-04-04 07:51:08]
Sierra Chart Engineering - Posts: 104368
In the next release the formatting of these values will be corrected:
1.5856633060000005e+09

True millisecond time stamping is something we are still working on and is not yet available.
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
[2020-04-05 23:55:19]
CBR600RR - Posts: 37
Is this true of all the encodings?

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