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Direct MessagesDate/Time: Thu, 02 May 2024 21:12:54 +0000
DTC server sends unnecessary SECURITY_DEFINITION_RESPONSE messages
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| [2020-12-22 22:05:23] |
| User41727 - Posts: 124 |
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When I am sending a MARKET_DATA_REQUEST of type "snapshot" for a valid symbol, the server first responds with a huge number of SECURITY_DEFINITION_RESPONSE messages for completely unrelated symbols, ostensibly every one that has an active RT subscription to the data service. Only afterwards does it send the correct MARKET_DATA_SNAPSHOT. Is this the expected behaviour? Because according to the specification: If the Client has subscribed to a valid symbol, the Server will respond immediately with a MARKET_DATA_SNAPSHOT message, providing as many of the message fields as possible.
And if this is expected, then is there a way to avoid this, as it creates huge, and entirely unnecessary, overhead? SC version: 2208 |
| [2020-12-23 03:26:33] |
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Definitely there is no functionality like this. When requesting market data, there is no security definition sent in response at all. Maybe there is a connection to the data feed at the time market data is being requested and then there is automatically security definitions being sent for unrelated symbols because you have this option enabled: Global Settings >> Sierra Chart Server Settings >> DTC Protocol Server >> Auto Send Security Definition for New Symbols. Disable that. 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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