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Direct MessagesDate/Time: Fri, 19 Apr 2024 21:51:56 +0000
[Programming Help] - Wireshark dissector for parsing DTC messages
View Count: 789
| [2021-09-25 03:42:36] |
| hanw - Posts: 15 |
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Hi, Apologize if this is not the right forum to ask the question. I am developing a DTC server program. I wonder if someone has written a Wireshark dissector to help with capturing and parsing the DTC messages? https://www.wireshark.org/docs/wsdg_html_chunked/ChapterDissection.html Thanks |
| [2021-09-25 09:15:13] |
| DabbaDo - Posts: 146 |
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I haven't, but I'm curious. I've written a DTC client/server package in C# that I plan to make public later this year. What language are you working in? SC might ask you to change this to a User Discussion. And you might get responses by posting on the DTC protocol forum. FWIW Dale |
| [2021-09-25 09:23:05] |
| DabbaDo - Posts: 146 |
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I'm wrong about the User Discussion comment, I see this is already under Programming Help.
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| [2021-09-25 14:54:10] |
| hanw - Posts: 15 |
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Thank you. I have copied to post to DTC protocol forum as well. There wasn't much traffic there, that's why I decided to post here instead. The use case for a DTC server program is to enable trading on a third-party exchange that is not yet supported in SierraChart. Does that sound reasonable to you? Here is a setup I have in mind. SierraChart instance 1 [DTC service] --> Custom DTC proxy ---> Third-party exchange // port 11101 for trading SierraChart instance 1 [DTC service] --> SierraChart instance 2 [Market Data Service] // port 11099 for market data SierraChart instance 1 [DTC service] --> SierraChart instance 2 [Historical Data] // port 11097 for history data The DTC proxy acts as a DTC server to sierrachart instance 1, and as a websocket client to the third party exchange. I understand the goal of DTC is to eliminate this type of work, but the reality is usually more complex than necessary. The proxy is written in Go. Date Time Of Last Edit: 2021-09-25 14:56:37
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| [2021-09-25 17:55:00] |
| DabbaDo - Posts: 146 |
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Looks good. I currently have that kind of server in a NinjaTrader 8 AddOn. I'm tempted to do that for TD Ameritrade direct. I would be happy to show you what I'm doing (in C#) if you're interested. I support limited binary protocol, mostly for historical data. But primarily I use protobuf. BruSoftware dot Dale at Gmail dot com |
| [2021-09-26 14:34:12] |
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What is described in post #4 will work fine.
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 |
| [2021-10-14 20:46:57] |
| User379468 - Posts: 508 |
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Could this be used to get data from and trade on FTX from SC?
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| [2021-10-14 21:17:50] |
| hanw - Posts: 15 |
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Yes. I have written a program in golang to enable trading on Binance from SC. Similar system can be done for FTX.
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