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Date/Time: Fri, 26 Apr 2024 06:08:19 +0000



DTC MARKET_DATA_REJECT: Market data request not allowed

View Count: 1902

[2022-02-23 02:42:35]
homestar - Posts: 21
With Sierra Chart versions >=2351, I am getting a DTC MarketDataReject error with RejectText "Market data request not allowed".

This error also occurs with the latest Sierra Chart version 2361.

For version <=2350, I do not get this rejection message, and the market data request seems to be successful.
[2022-02-23 02:45:35]
Sierra Chart Engineering - Posts: 104368
We are reviewing 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
[2022-03-11 00:21:51]
User6069611 - Posts: 3
I have the same issue. Could we please get an update on this?
Thanks!
[2022-04-11 03:15:54]
User6069611 - Posts: 3
This issue is still present in version 2381. Working with version 2350 for now is ok, but eventually I would like to be able to update to the latest version again.
Please let us know what the status is on this and whether you need any additional information.
Thank you!
[2022-04-11 06:50:14]
Sierra Chart Engineering - Posts: 104368
In newer versions market data through the DTC protocol server is blocked in order to ensure compliance with exchange rules and there are no further updates at this time. If anything changes we will let you know.
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
[2022-04-11 09:12:10]
User6069611 - Posts: 3
Thanks for your response! I have a few questions:

- Which exchange rule triggered this change?
- Does this apply to all data providers and all exchanges?
- Will versions <= 2350 keep distributing market data via DTC in the forseeable future?
- Is there any chance of a change in the future that would allow market data distribution again?

Thank you!
[2022-10-26 18:37:11]
marcV - Posts: 1
Sorry I just started my trial with SC and I am new to the DTC protocol, I just received this message and found this page. Does this mean I am completely unable to get real time data via the DTC protocol from SC?

I trade algorithmically, so this would mean SC is a non-starter for me I suppose. Am I reading this wrong?
[2022-10-26 18:59:20]
Sierra_Chart Engineering - Posts: 14092
In general yes:
Does this mean I am completely unable to get real time data via the DTC protocol from SC?

What you can do is use ACSIL instead:
Advanced Custom Study Interface and Language (ACSIL)
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
[2022-12-15 10:23:43]
User157497 - Posts: 3
Hi,
I'm using version 2457. I'm developing a client for DTC, but when doing a MarketDataRequest, the client receives a MarketDataReject with the following message "Market data request not allowed".
I expect that this is due to the compliance rule with the exchange service, am I right?

Is this going to be fixed? The whole idea with DTC is to have an open protocol. If we cannot request any market data, the protocol is useless. Is this going to be fixed with the exchange?
Should we abandon our algorithmic project, and look for an other solution. By the way ACSIL is not a solution for such projects.
Please provice SC insights on this topic. Please update the documentation of DTC so that the community is aware of this main issue and does not start any project with DTC.

Thanks in advance
[2023-03-23 12:27:10]
User351342 - Posts: 2
Hello, I agree that this is an issue, it looks the only solution is to use Sierra Chart in relay mode (or code a script in acsil which is a more rudimentary solution). The problem with relay mode is that you need to open a chart of the future symbol you wanna get the market data.
[2023-03-24 14:22:19]
User157497 - Posts: 3
Hi,
Thanks for your response.
using the relay mode is not inline with what I want to do.
Any chances that this will change? Should I stop using Sierra for my project?
Regards
[2023-03-24 16:25:37]
Sierra_Chart Engineering - Posts: 14092
Using Relay Server Mode is not a solution.

I expect that this is due to the compliance rule with the exchange service, am I right?

Is this going to be fixed? The whole idea with DTC is to have an open protocol. If we cannot request any market data, the protocol is useless. Is this going to be fixed with the exchange?
Should we abandon our algorithmic project, and look for an other solution. By the way ACSIL is not a solution for such projects.
Please provice SC insights on this topic. Please update the documentation of DTC so that the community is aware of this main issue and does not start any project with DTC.

Yes it is due to exchange rules. No it is not going to be "fixed". Exchanges set the rules. We have no influence over that at all.

And yes you should find another solution.

Documentation on this is here for a long time now:
Data and Trading Communications (DTC) Protocol Server: Restrictions
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
Date Time Of Last Edit: 2023-03-24 16:26:52

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