Support Board
Date/Time: Sat, 15 Mar 2025 16:19:51 +0000
Data and Trading Communications (DTC) Protocol Server Proof of Concept (POC)
View Count: 516
| [2022-07-21 16:59:10] |
| DoraW - Posts: 3 |
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Hi SC Support: I would like to better understand the DTC Protocol and how such can be leveraged in the Sierra Chart application. Doing a POC has been a very helpful approach in past efforts to support a discovery and learning objective. Based on very limited research (1 day), it appears that SC can be set up as a DTC Server (instance 0 = i0) and then other instances of SC can be set up to be clients to i0 (instance X – iX). This understanding is based on documentation page: Data and Trading Communications (DTC) Protocol Server Validation One (V01): I am assuming that i0 is acting as a client and server because it receives data via some protocol from an external data provider that can be sent via FIX, FAST or DTC protocols and utilized by a different instances of SC. If this understanding is not correct, please correct. Source: Using DTC Server for Data and Trading in Another Sierra Chart Instance: Using DTC Server for Data and Trading in Another Sierra Chart Instance Validation Two (V02): It appears that a chart in iX is a subscriber to the DTC instance in i0. For this POC, we’ll keep things simple and focus on one product: ES?XX-CME that will be set in a chart of iX. The purpose is to fully learn and understand the DTC Protocol framework and architecture while leveraging SC. Not to necessarily create a solution that should be implemented as an actual solution. Question One (Q1): Is there a way to place custom C++ code between i0 and iX that maintains DTC Protocol record formats but does some record compression keeping to the existing defined record formats? SC appears to have this functionality in charts via ACSIL, but ACSIL appears to be focused on charts and not a workable method for this above noted code insertion point. The only usage overlap is at a conceptual level. For example, let’s say that i0 is configured to store 7-days of tick granularity level of data records. When i0 publishes to iX it provides a pre-aggregation of tick level data and is set to store 3 months of data. Let’s say that for the POC, it provides the records aggregated 1000 tick/trade events per record. Yes, I realize that SC can do this via chart settings, but such could be a potential value add to cut down on CPU and storage overhead of the subscribers of iX SC clients. Keep in mind, I am not saying that the above approach is a good/bad idea, it’s just an approach to discover and learn of DTC capabilities in the SC space. Question Two (Q2): If Q1 is yes, is there any documentation and/or code that can help speed of the creation of such a POC. The code examples provided for ACSIL are extremely helpful, but I can’t seem to find anything in the DTC space outside of header files that provides the same benefits. Are you able to provide any direction? Thanks for your help and response on the above two validations and questions. Dora |
| [2022-07-22 12:15:36] |
| Sierra_Chart Engineering - Posts: 18789 |
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Your understandings are correct. Yes this is possible but it needs to function both as a client and server: Is there a way to place custom C++ code between i0 and iX that maintains DTC Protocol
There are just the header files provided: If Q1 is yes, is there any documentation and/or code that can help speed of the creation of such a POC. The code examples provided for ACSIL are extremely helpful, but I can’t seem to find anything in the DTC space outside of header files that provides the same benefits.
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: 2022-07-22 12:16:09
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