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Direct MessagesDate/Time: Sat, 20 Apr 2024 05:50:19 +0000
DTC Server does not have trade timestamps
View Count: 753
| [2020-07-08 23:06:52] |
| User442651 - Posts: 25 |
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When I make a market data request, I receive MarketDataUpdateTradeCompact responses, rather than MarketDataUpdateTrade. First of all, the compact only has one second timestamp resolution, but it is set to 0 anyhow. Is there a way to get millisecond trade timestamps from the DTC Server? Perhaps this is related to: True Millisecond/Microsecond Time Stamping and ACSIL? |
| [2020-07-09 20:09:51] |
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We verified that the DateTime field of that message is getting set. So we do not know why it would be zero. It does not make any sense to us. Check again. Millisecond time stamping will be coming later on. Data and Trading Communications (DTC) Protocol Server 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 |
| [2020-07-10 07:40:23] |
| User442651 - Posts: 25 |
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Sorry, my mistake. There was a bug in my code that outputs information to the console. I should have checked the raw message first. Do you have some estimate on when millisecond trade timestamps will be available? |
| [2020-07-12 14:47:35] |
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We are still working on everything related to true millisecond timestamps for trades. We cannot say more than this.
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: 2020-07-12 14:47:58
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| [2022-11-24 04:04:12] |
| kamaiu - Posts: 3 |
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Has this been added to DTC protocol server for both real-time and historical? Currently, it still seems to be at second precision. Is there a particular configuration parameter to set?
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| [2022-11-24 05:37:37] |
| Sierra_Chart Engineering - Posts: 14017 |
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Yes milliseconds are supported. Tell us the exact DTC message you are using.
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 |
| [2022-11-24 05:54:51] |
| kamaiu - Posts: 3 |
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HISTORICAL_PRICE_DATA_REQUEST with INTERVAL_TICK (0). It returns a series of HISTORICAL_PRICE_DATA_RECORD_RESPONSE.
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