Support Board
Date/Time: Wed, 12 Mar 2025 11:26:59 +0000
Market Data / Depth Requests “Not Allowed” via DTC Client
View Count: 221
| [2024-12-26 00:56:31] |
| User990777 - Posts: 17 |
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Hi Support, Good day to you. I can see my DOM with data and depth in the main SC without problems. However, when I try to use a local DTC client (written in Python, communicating via Protobuf) to request market data for GCG25_FUT_CME, I get: error message : Got MarketDataReject for SymbolID=1, Reason='Market data request not allowed' Got MarketDataReject for SymbolID=2, Reason='Market depth request not allowed' Below is a summary of my setup: 1) In my Main instance -> Global Setting >> Sierra Chart Server Settings >> Encoding >> "Google Protocol Buffers" 2) Sierra Chart DTC Protocol Server is enabled at 127.0.0.1:11099. I’m sending: EncodingRequest (Protobuf) → success (LogonResponse = LOGON_SUCCESS). MarketDataRequest (type 101) and MarketDepthRequest (type 102) for symbol GCG25_FUT_CME, exchange set to either "CME" or "COMEX". 3) In Message Log 2024-12-26 00:33:37.063 | Software version: 2725 64-bit 2024-12-26 00:33:37.063 | Primary Thread ID: 12344 2024-12-26 00:33:37.064 | Usage end date: 2025-01-24 2024-12-26 00:33:37.064 | Enabled for: Advanced Features 2. 2024-12-26 00:33:37.064 | Enabled for: Sierra Chart Historical Data Service. 2024-12-26 00:33:37.064 | Enabled for: Denali Real-Time Exchange Data Feed. 2024-12-26 00:33:37.064 | Enabled for: Delayed Denali Exchange Data Feed. 2024-12-26 00:33:37.064 | Enabled for exchange2: COMEX 2024-12-26 00:33:37.064 | Allow Support for Sierra Chart Data Feeds is enabled. 2024-12-26 00:33:37.064 | Current selected Data/Trading service: Teton CME Order Routing 2024-12-26 00:33:37.064 | Custom symbol settings values: enabled 2024-12-26 00:33:37.064 | Chart Update Interval: 500 2024-12-26 00:33:37.064 | Intraday Data Storage Time Unit: 0 2024-12-26 00:33:37.064 | Time Zone: +00:00:00 (UTC+00) 2024-12-26 00:33:37.064 | 2024-12-26 00:33:37 Local computer time in UTC 2024-12-26 00:33:37.064 | 2024-12-26 00:33:37 Local computer time in SC Time Zone 2024-12-26 00:33:37.064 | 2024-12-26 00:29:44 Server time in UTC 2024-12-26 00:33:37.064 | Local computer UTC time and Server UTC time difference: 0 seconds. 2024-12-26 00:33:37.064 | Program path: C:\SierraChart\ 2024-12-26 00:33:37.064 | Data Files path: C:\SierraChart\Data\ 2024-12-26 00:33:37.064 | OS Version Number: 10.0 2024-12-26 00:33:37.064 | Locale Setting: C 2024-12-26 00:33:37.064 | DLLs: UserContributedStudies_64.dll 2024-12-26 00:33:37.064 | Allowed protected custom studies: 2024-12-26 00:33:37.064 | Crash reporter started: true 2024-12-26 00:33:37.064 | 2024-12-26 00:34:19.130 | DTC Protocol server | Incoming connection from 127.0.0.1. 2024-12-26 00:34:19.130 | DTC client #6. 127.0.0.1 (5) | Creating socket. 2024-12-26 00:34:19.130 | DTC client #6. 127.0.0.1 (5) | New receive buffer size: 262144 2024-12-26 00:34:19.130 | DTC client #6. 127.0.0.1 (5) | Allocated send buffers: 32 of 131072 bytes. 2024-12-26 00:34:19.130 | DTC client #6. 127.0.0.1 | Unexpected DTC encoding request: 1413743386 2024-12-26 00:34:19.132 | DTC client #6. 127.0.0.1 | Requested heartbeat interval: 10 2024-12-26 00:34:19.132 | DTC client #6. Python DTC Client. 127.0.0.1 | Received logon request. 2024-12-26 00:34:19.132 | DTC client #6. Python DTC Client. 127.0.0.1 | Sent successful Logon response message to client. Username: . Result text: Connected to SC DTC Protocol server. Service=sc_futures_direct.dtc.trading|SymbolSettings=sc_futures_direct.dtc.trading Log also shows lines like “Unexpected DTC encoding request: 1413743386” but still responds with Protobuf encoding and a successful logon. 4) I see “Market data request not allowed” and “Market depth request not allowed” for that symbol. Questions: Is there any additional setting I need to enable so that external DTC clients can receive GCG25_FUT_CME real-time data/depth? Many thanks in advance. |
| [2024-12-26 01:23:59] |
| Sierra_Chart Engineering - Posts: 18750 |
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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 |
| [2024-12-26 04:17:31] |
| User990777 - Posts: 17 |
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Thank you for the clarification. I’m trying to confirm if the restriction on “It is not possible to access real-time or historical data from the CME Group … from the DTC Protocol server” also applies when I am on the same PC where Sierra Chart is installed, using 127.0.0.1 (localhost) for purely personal (non-redistributive) use. Could you confirm that, even though it is the exact same computer with no third-party access, the DTC Protocol Server still cannot provide me real-time CME data? I just want to be sure I understand the policy correctly. Thank you for any further clarification. |
| [2024-12-26 07:18:06] |
| Sierra_Chart Engineering - Posts: 18750 |
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also applies when I am on the same PC where Sierra Chart is installed, Yes absolutely it does also apply. Access cannot be allowed.
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: 2024-12-26 07:18:31
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