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Date/Time: Fri, 29 Nov 2024 16:28:09 +0000

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Is study & indicator data available via DTC?

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[2018-07-30 00:44:11] #1 [Go To First Post]
User443067 - Posts: 2
In the list of pre-defined messages there is no mention of accessing studies or indicators. Is it possible to access this data via DTC? If so, how? Historical data only, not real-time. As an example, I'd like 1-minute based VWAP data in addition to OHLC. Sierra Chart is very efficient at rebuilding an enormous tick-by-tick history. If this data is not accessible then tick data must be requested via DTC, compute the VWAP, re-sample to a lower resolution, and throw away the tick data. It would be far more efficient to compute inside Sierra Chart.

[2018-07-30 01:01:39] #2 [Go To First Post]
DTC Engineering - Posts: 320
No, the protocol does not support study or indicator data.

[2019-01-26 08:02:10] #3 [Go To First Post]
uM8137 - Posts: 183
Could one define one's indicator as a novel but "fake" symbol with the indicator conveyed in the price value? For example, requesting ticks for symbol "SMA100_1min:@ES" could return the 100-period 1-minute sampled simple moving average of @ES.

[2019-01-27 05:13:45] #4 [Go To First Post]
DTC Engineering - Posts: 320
Sierra Chart is capable of this. You will want to use the Sierra Chart Support Board for guidance for how to do this.

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