Authentication and Connection Monitoring Messages

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

To determine the field number for JSON, refer to this message type constant in the DTCProtocol.h file.

This field is automatically set by the constructor.

The DTC message encoding to be used.

This value may be different from the requested DTC encoding if the Server does not support the requested encoding from the Client.

The ProtocolType field needs to be set to the text string "DTC".

This field is automatically set with the binary encoding data structures.

This field is used for the Client to know that it is communicating with a DTC compliant Server.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

To determine the field number for JSON, refer to this message type constant in the DTCProtocol.h file.

The protocol version supported by the Client. Automatically set by constructor.

Optional username for the server to authenticate the Client.

Optional password for the server to authenticate the Client.

Optional general-purpose text string. For example, this could be used to pass a license key that the Server may require.

Optional. General-purpose integer.

Optional. General-purpose integer.

The interval in seconds that each side, the Client and the Server, needs to use to send HEARTBEAT messages to the other side.

This should be a value from anywhere from 5 to 60 seconds.

This field is required.

This is an optional field and this should only be set to a Trade Account identifier if that is required to logon by the Server. this would only be implemented in rare cases. Usually this would be the case if the logon is bound to a particular Trade Account and not changeable after the log in.

The server is still required to implement the TRADE_ACCOUNTS_REQUEST and TRADE_ACCOUNT_RESPONSEmessages.

Optional: This is the computer hardware identifier. The intention of this is that this will be implemented by the Client program developer on a case-by-case basis for specific Data/Trading service providers. It will be a reasonable implementation to uniquely identify a system and will not be publicly disclosed. It will never contain personally identifiable information.

The Client name. This is a free-form text string.

This is an optional field to be used by the Server which specifies in milliseconds, the delay with transmitting market data to the Client.

For reasons of efficiency, the server may buffer data over this timeframe, and send data after this time frame expires.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

To determine the field number for JSON, refer to this message type constant in the DTCProtocol.h file.

This is automatically set by the constructor.

This can be set to one of the following constants:

• LOGON_SUCCESS
• LOGON_ERROR
• LOGON_ERROR_NO_RECONNECT
• LOGON_RECONNECT_NEW_ADDRESS

LOGON_ERROR_NO_RECONNECT means that there has been an error logging on and the Client should not try to reconnect.

The Server can set this field to LOGON_RECONNECT_NEW_ADDRESS to instruct the Client to reconnect to the Server at a different address. The new address is specified through the ReconnectAddress field. This supports dynamic connections to a server farm.

Optional freeform text to provide information related to a successful or unsuccessful logon. The Client will display this text to the user.

Server address/IP number and optional port number to reconnect to. Format: [Server Address:Port Number]. Only used if Result is set to LOGON_RECONNECT_NEW_ADDRESS.

Optional. General-purpose integer for the Server to communicate to the Client an integer value on logon.

Optional free-form text for the Server to fill out.

It is recommended that the Server fill this in with descriptive text identifying itself to the Client.

The length of this text string is 60 characters when fixed length strings are used.

Set this to 1 to indicate that the Server will only be sending market depth updates and not best bid and ask updates. The Client will use depth at level 1 to update the best bid and ask prices.

Some Clients will maintain separate best bid and ask prices from market depth data.

Set this to 1 to indicate the Server supports trading. Otherwise, the Client will not send through any trading messages.

Set this to 1 to indicate the Server supports OCO orders.

Set this to 0 if Server does not support the CANCEL_REPLACE_ORDER message.

Some Clients will usually consider the Symbol and Exchange fields as a single text string. If the Server will be using the Exchange field in DTC messages that have a Symbol and Exchange fields, it must specify the SymbolExchangeDelimiter field to provide a standard delimiter for the Client to use to combine the Symbol and the Exchange into a single text string.

It is recommended to use a "-" or ".". Examples of how the Client will then combine the Symbol and exchange.

• Symbol-Exchange
• Symbol.Exchange

If this field is unset, then this is an indication to the Client that the Exchange field in DTC Protocol messages are not used.

Even if the symbols supported by a Server have an Exchange text string, does not mean the Server has to use the Exchange field in DTC messages. The Server can combine the Symbol and the Exchange in Security Definition responses into the Symbol field only.

When a Client sees that the SymbolExchangeDelimiter field is set, then it can use this delimiter to combine the Symbol and Exchange into a single text string. When the Client is setting the Symbol and Exchange in DTC messages, it needs to separate out the Symbol and Exchange from the larger text string and set those fields separately.

Set to 1 if the Server supports Security Definition messages.

Set this to 1 if the Server supports the HISTORICAL_PRICE_DATA_REQUEST message.

Set this to 1, so that when the Client receives a MARKET_DATA_FEED_STATUS indicating the market data feed is restored, it will resubscribe to market data and market depth for all of the symbols it was previously tracking.

Set this to 1, if the Server supports the MARKET_DEPTH_REQUEST message.

The default is 0.

The server can optionally set the OneHistoricalPriceDataRequestPerConnection field to 1 in the LOGON_RESPONSE message to indicate that it only will accept one historical price data request per network connection.

After the first request is served or rejected, the network connection will be gracefully closed at the appropriate time by the Server. This method simplifies the serving of historical price data on the Server side and the implementation on the Client side when data compression is used.

Set this to 1 to indicate the Server supports bracket orders.

With the integer trading messages discontinued as of August 2020, this field is no longer relevant.

If the Server can report more than one Trade Position for a specific Symbol and Trade Account, then it needs to set UsesMultiplePositionsPerSymbolAndTradeAccount to 1.

When the server has set to 1, it must always set PositionIdentifier in the POSITION_UPDATE message to the identifier of the Trade Position.

When the Client checks that this is set to 1, then it knows that it can expect there potentially can be more than one Trade Position for a specific Symbol and Trade Account being reported by the POSITION_UPDATE messages. The Client can then handle this appropriately.

Set this to 1, if the Server supports the MARKET_DATA_REQUEST message.

The default is 1.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

To determine the field number for JSON, refer to this message type constant in the DTCProtocol.h file.

Reason is a character string indicating the reason for the log off from either the Client or the Server.

When DoNotReconnect is set to a 1, this indicates to the other side that a reconnect to the opposite side should not occur automatically.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

To determine the field number for JSON, refer to this message type constant in the DTCProtocol.h file.

The server can optionally set this to indicate the number of messages that were not sent through to the Client because of a buffer overflow on the server side because the Client was not processing the data fast enough or some other network issue.

The Server should only drop high-frequency market data messages. In no case should a server ever drop trading related messages.

This Date-Time value can be optionally set by the Client/Server when sending this message.