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Date/Time: Fri, 29 Nov 2024 16:44:04 +0000



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

[2019-02-03 12:38:35]
DTC Engineering - Posts: 320
We apologize for the delay. This board is not frequently monitored.

is it possible use 3 different TCP channels , trading, real-time and historical?
Yes.

In Sierra Chart when you have set Primary Connection Always Supports Historical Data to True, then whether the message field s_LogonResponse::HistoricalPriceDataSupported is set to true or not, historical data will be considered to be still supported by the primary server connected to.

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.
This is the right way to do this. You definitely do not want to stop sending the real-time data.


So, what is better, in case of historical data for SierraChart, keep original milliseconds or replace it with sequence number inside each second?
Definitely use the true milliseconds and Sierra Chart will handle this properly. Also Sierra Chart will be able to utilize the millisecond portion soon.



Is it mean that using two servers, I can start send real time data immediately after receiving MarketDataRequest, and then , when accept a HistoricalDataRequest, I'll have to send historical data messages exactly until trade message, which is first market data message?
Yes.