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Date/Time: Fri, 29 Nov 2024 08:39:38 +0000



[Programming Help] Successful login and subscription to DTC, but I'm getting no data back

View Count: 336

[2023-02-27 17:03:27]
RuBYGlyPh - Posts: 8
Hi. As the title states, I've successfully connected to the server via websocket, but I'm getting no data back.
Symbol is 'NQH23_FUT_CME'
I haven't subscribed to paid CME live data but I'm assuming that I should still be getting back delayed data. If I'm wrong about this, please let me know.


request login json: {"Type": 1, "ProtocolVersion": 8, "HeartbeatIntervalInSeconds": 30, "ClientName": "Client"}
subscription json: {"Type": 101, "RequestAction": 1, "SymbolID": symbol_id, "Symbol": 'NQH23_FUT_CME', "MarketDataTransmissionInterval": 0}
(symbol_id = int(hashlib.sha1(symbol.encode('utf-8')).hexdigest(), 16) % 4294967295)


messages I am getting:

1/
{"Type":2,"ProtocolVersion":8,"Result":1,"Integer_1":0,"MarketDepthUpdatesBestBidAndAsk":0,"TradingIsSupported":1,"OCOOrdersSupported":1,"OrderCancelReplaceSupported":1,
"SecurityDefinitionsSupported":1,"HistoricalPriceDataSupported":0,"ResubscribeWhenMarketDataFeedAvailable":0,"MarketDepthIsSupported":1,"OneHistoricalPriceDataRequestPerConnection":0,
"BracketOrdersSupported":1,"UsesMultiplePositionsPerSymbolAndTradeAccount":0,"MarketDataSupported":1,"ResultText":"Connected to SC DTC Protocol server. Service=scdataallservices|SymbolSettings=scdataallservices",
"ReconnectAddress":"","ServerName":"SC DTC Server. Build=44963M","SymbolExchangeDelimiter":""}

2/
{"Type":104,"F":[2147483647,0,0,0,0,0,0,0,0,0,0,0,0,0,1677515711,0,0,0,0,0]}

3/
{"Type":507,"RequestID":110000000,"MinPriceIncrement":0.25,"PriceDisplayFormat":2,"CurrencyValuePerIncrement":5,"IsFinalMessage":1,"SecurityExpirationDate":1679011200,"OpenInterest":257878,
"RolloverDate":1678924800,"IsDelayed":1,"Symbol":"NQH23-CME","Description":"E-MINI NASDAQ 100 FUTURES NQ Mar 2023","UnderlyingSymbol":"NQ","ExchangeSymbol":"NQH23","Currency":"USD"}

4/
{"Type":507,"RequestID":110000000,"IsFinalMessage":1,"Symbol":"NQH23_FUT_CME","Currency":""}

5/
{"Type":3,"F":[0,1677516806,0,0,0,0,1677516805752333,0,1343,0,0,2130706433]}

6/
Connection to remote host was lost.


types meaning:
const uint16_t LOGON_REQUEST = 1;
const uint16_t LOGON_RESPONSE = 2;
const uint16_t HEARTBEAT = 3;
const uint16_t MARKET_DATA_REQUEST = 101;
const uint16_t MARKET_DATA_SNAPSHOT = 104;
const uint16_t SECURITY_DEFINITION_RESPONSE = 507;


Could you please help me with what I'm doing wrong? Thank you.
Date Time Of Last Edit: 2023-02-27 17:13:01
[2023-02-28 08:48:46]
Sierra_Chart Engineering - Posts: 17225
It is not even possible to access the delayed data or real-time data. 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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