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Direct MessagesDate/Time: Sat, 11 May 2024 20:57:13 +0000
Fields in Data Feed Required For Numbers Bars & Volume Profile
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| [2020-08-28 16:18:19] |
| User508322 - Posts: 1 |
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I have a websocket trade data feed that only provides the following fields: 1. Date and time 2. Ticker 3. Last done price 4. Last done volume 5. Cumulative volume 6. Trade type, where the value is either "B" or "S" that indicates buy or sell It does NOT have bid, bid size, ask, ask size fields. I plan to develop a DTC server to take the data feed and feed Sierra Chart. I want to use the numbers bars and volume profile features in Sierra Chart. I was wondering: 1. Is the DTC protocol meant to be for purpose like this? 2. Is the data fields mentioned above sufficient for displaying numbers bars and volume profile? Thank you. |
| [2020-08-28 21:45:02] |
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Those are the required fields. You do not need anything more. You will want to use this message: Market Data Messages: MARKET_DATA_UPDATE_TRADE [s_MarketDataUpdateTrade structure] Server >> Client Use the field AtBidOrAsk to indicate whether the trade occurred at the bid or ask. So the answer is yes to your questions. 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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