DTC Protocol Discussion Forum
- DTC Protocol Discussion Forum |
- Search Board |
- Control Panel |
- View My Posts / Threads |
- Direct Messages
Date/Time: Fri, 29 Nov 2024 16:35:53 +0000
Post From: Two DTC Servers, separate stream and historical, some questions.
| [2019-01-30 08:44:20] |
| norvik_ - Posts: 106 |
|
Hi DTC Team, need your help. Looking at DTCProtocol.cpp, see that real-time market data structures (s_MarketDataUpdateTradeCompact) and historical, s_MarketDataUpdateLastTradeSnapshot, s_HistoricalPriceDataTickRecordResponse, has different date time format, historical data always contains DTC::t_DateTimeWithMilliseconds. As I know, most data providers supply tick data without milliseconds and SC use milliseconds only for synchronization and this field inside SC is simply a sequence number of current trade with same second . I receive data from my data source with original timestamp with milliseconds. Sometimes, in real world, many trades may has equal microsecond matching time. So, what is better, in case of historical data for SierraChart, keep original milliseconds or replace it with sequence number inside each second? |