Support Board
Date/Time: Sat, 19 Apr 2025 09:53:42 +0000
[SC Relay Server] What Data is Allowed to be Relayed?
View Count: 570
| [2024-05-03 15:08:25] |
| MichaelPPTF - Posts: 70 |
|
I am working on a Python client to connect to a local SC Relay Server to perform some calculations. I thought about using Quote Board and Quote Spreadsheet for the purpose but they can't output the result to an external program. After getting my client up and running ([SC Relay Server] Documentation Needed | Post: 381269), I've got quite a few symbols that can't be relayed: 2024-05-03 08:01:05.627 | DTC client #35. 127.0.0.1 | Not sending NQM24_FUT_CME security definition to the client. Market data not allowed to be relayed for symbol. 2024-05-03 08:01:05.627 | DTC client #35. 127.0.0.1 | Not sending RTYM24_FUT_CME security definition to the client. Market data not allowed to be relayed for symbol. 2024-05-03 08:01:05.627 | DTC client #35. 127.0.0.1 | Not sending AAPL security definition to the client. Market data not allowed to be relayed for symbol. 2024-05-03 08:01:05.627 | DTC client #35. 127.0.0.1 | Not sending ESM24_FUT_CME security definition to the client. Market data not allowed to be relayed for symbol. These are stocks via US Consolidated Tape and CME feed for Denali. If I would like to relay stock quotes, what do I need to do? |
| [2024-05-03 15:25:15] |
| Sierra_Chart Engineering - Posts: 19276 |
|
Data from exchanges cannot be relayed.
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 |
| [2024-05-06 19:23:04] |
| Schneitzer - Posts: 9 |
|
Follow-up on this question: What data can be relayed with a relay server? |
| [2024-05-06 23:02:27] |
| John - SC Support - Posts: 39362 |
|
None. The exchanges do not allow for the data to be relayed.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-05-07 02:48:12] |
| Sierra_Chart Engineering - Posts: 19276 |
|
Some data can be relayed like cash Forex data and crypto data and market statistics.
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 |
| [2025-03-24 17:50:34] |
| User483520 - Posts: 6 |
|
So how can one get real time market data in an external application? I have set up Sierra Chart as a DTC server to trade CME on an external c++ application using Denali and Teton, but market data is not being relayed. "Allow Support for Sierra Chart Data Feeds" is enabled
Date Time Of Last Edit: 2025-03-24 18:17:24
|
| [2025-03-24 20:26:26] |
| Sierra_Chart Engineering - Posts: 19276 |
|
You cannot! You cannot! This is not available and never will be. Exchange policies. Please do not ask us about this. There is no possibility of this. You will not get this data from Sierra chart! Do not even try and do not ask us about this again. And we are not going to be nice about this. Do not ask us any further questions about this. We will delete the postings. 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: 2025-03-24 20:26:36
|
| [2025-03-24 21:07:17] |
| User483520 - Posts: 6 |
|
Okay, thanks for the warm welcome. Be aware I'm completely new to Sierra Chart and that this was my first post to the forum. I've read a lot of your documentation on DTC and relaying, but haven't found anything on this, which is why I ask. Based on your response you obviously need to update documentation. I thought I might be able to on the same machine, or have a 2nd data subscription from Denali or something. Would be great if you had some resources on options for DTC market data - there must be many wondering. Thanks. Date Time Of Last Edit: 2025-03-24 21:17:53
|
| [2025-03-24 23:37:16] |
| John - SC Support - Posts: 39362 |
|
The answer is that the data we get does not allow for redistribution.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-03-24 23:48:19] |
| MichaelPPTF - Posts: 70 |
|
I believe a more elegant way to handle this confusion is to educate users about “display” and “non-display” market data. SC relay is a really nice feature but users won’t be able to take full advantage of it unless they are on the much more expensive data feeds that allow for redistribution. Even the greedy exchange themselves aren’t educated on this topic, either. I once wrote to NASDAQ asking what really constitutes a “redistribution”, they replied asking me to RTFM, which I had, and was still confused, that’s why I wrote to them. But like John and SC Engineering said, just stay away from the idea, don’t touch it with a 100 ft pole. |
To post a message in this thread, you need to log in with your Sierra Chart account: