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Date/Time: Fri, 29 Nov 2024 18:32:15 +0000



Post From: DTC Protocol

[2018-04-28 09:09:47]
Sierra Chart Engineering - Posts: 104368

1) the HistoricalDataIntervalEnum seems that it does not cater for any minute data > 1M because it skips directly to 1D after 1Min. Do you have any plans say to implement any other time interval? Because if I want data for example for 60M intervals, I would have to download data for Interval1Minute which is pointless. I know this could be reconstructed but makes it much easier to request the timeframe requested. Am I missing something?


This is explained here:
The HISTORICAL_PRICE_DATA_REQUEST::RecordInterval field is the number of seconds for the data record. The Sierra_Chart Historical Data Server does support using anywhere from 0, for tick by tick data, up to 86400. You are not limited to the predefined constants for this field.

Also if I want to get OHLC for RTH session session, I do not see a way to restrict start and end time like you would in Chart Settings. Any plans to implement this?
This definitively would never come.



2) Are there any plans for DTC to process Time Related interval messages. E.g. If I want to get OHLC data at the close of the last bar, do I have to figure out the OHLC myself from message MARKET_DATA_UPDATE_TRADE_COMPACT 112 or is there a better way to do this? Would really make things better if a client can receive a notification message at the last bar closed on any requested timeframe.
No. This is well beyond the intent of the DTC Protocol.

This thread is now locked.
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

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