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Date/Time: Fri, 29 Nov 2024 16:40:10 +0000

How to Post a Message for Support

Post From: Two DTC Servers, separate stream and historical, some questions.

[2019-01-29 12:25:35] Link To Thread - Link To Post [Go To First Post]
norvik_ - Posts: 106
Can not find on this site info about interaction client(SC) with DTC server when using separate real-time and historical data connection. So some questions, firstly, can you submit, is it possible use 3 different TCP channels , trading, real-time and historical? What means last point at DTC connection settings menu, named “Primary Connection Always Supports Historical Data”?? According to https://www.sierrachart.com/index.php?page=doc/DTC_TestClient.php, point 17: To open a chart File >> Find Symbol. Manually type a symbol into the Selected Symbol box and press Open Intraday Chart or Open Historical Chart. This will cause the following messages to be sent to the DTC server: 1. SECURITY_DEFINITION_FOR_SYMBOL_REQUEST 2. HISTORICAL_PRICE_DATA_REQUEST 3. MARKET_DATA_REQUEST When I’m using separate real-time & historical server, first received request is s_SecurityDefinitionForSymbolRequest, second request is ALWAYS s_MarketDataRequest and last is s_HistoricalPriceDataRequest. So, there are different scenarios, I can use to execute this requests. 1. After receiving s_MarketDataRequest immediately start real-time data for requested ticker waiting s_HistoricalPriceDataRequest. When s_HistoricalPriceDataRequest received, stop real-time data updating, stop write data to historical file and cash incoming data to temp buffer. Read file and Send all requested historical tick to SC. If over, release temp buffer to file and send buffered data to SC at the same time. 2. After receiving s_MarketDataRequest not send real-time data for requested ticker until s_HistoricalPriceDataRequest received. When s_HistoricalPriceDataRequest received, stop write data to historical file and cash incoming data to temp buffer. Read file and Send all requested historical tick to SC. If over, release temp buffer to file and send buffered data to SC at the same time. Then start real-time updating. 3. After receiving s_MarketDataRequest immediately start real-time data for requested ticker waiting s_HistoricalPriceDataRequest. When s_HistoricalPriceDataRequest received, DO NOT stop real-time data updating, DO NOT stop write data to historical file. Read file (creating second std::fstream object) and Send all requested historical tick to SC. May be 4,5… Please give a correct way for server actions order in this situation. thank in advance, norvik Date Time Of Last Edit: 2019-01-29 16:08:07