Support Board
Date/Time: Tue, 08 Jul 2025 02:03:10 +0000
Exporting Market Depth with DTC Protocol
View Count: 211
| [2025-02-12 09:42:45] |
| User871410 - Posts: 1 |
|
Hello, I am trying to export Market Depth data using the Sierra Chart DTC protocol with a python script. However, "Separate subscription for market depth updates not supported." I'm getting error. In the settings section, the "Use Separate Connection for Market By Order Data" section is recorded as "NO". I subscribe to Denali depth data and Sierra Chart "10" features. Is the problem in transferring this data a technical code error? Or is subscription "10" not enough to export market depth data? Here are the log records of the error I received: 2025-02-12 09:41:06.676 | DTC Protocol server | Incoming connection from 127.0.0.1. 2025-02-12 09:41:06.677 | DTC client #2. 127.0.0.1 (2) | Creating socket. 2025-02-12 09:41:06.677 | DTC client #2. 127.0.0.1 (2) | New receive buffer size: 262144 2025-02-12 09:41:06.677 | DTC client #2. 127.0.0.1 (2) | Allocated send buffers: 32 of 131072 bytes. 2025-02-12 09:41:06.678 | DTC client #2. 127.0.0.1 | Set DTC encoding to JSON 2025-02-12 09:41:06.681 | DTC client #2. 127.0.0.1 | Requested heartbeat interval: 5 2025-02-12 09:41:06.681 | DTC client #2. hello. 127.0.0.1 | Received logon request. 2025-02-12 09:41:06.681 | DTC client #2. hello. 127.0.0.1 | Sent successful Logon response message to client. Username: dtc_client. Result text: Connected to SC DTC Protocol server. Service=scdataallservices|SymbolSettings=scdataallservices 2025-02-12 09:41:06.684 | DTC client #2. hello. 127.0.0.1 | Received subscribe to market depth for symbol NQH25 2025-02-12 09:41:06.684 | Requesting market depth updates for: NQH25 if supported. NumLevels=1400 2025-02-12 09:41:06.684 | Separate subscription for market depth updates not supported. NQH25 |
| [2025-02-12 16:10:39] |
| Sierra_Chart Engineering - Posts: 20111 |
|
This is not possible. The exchanges do not allow this. Refer to: 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 |
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