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Date/Time: Sat, 04 May 2024 09:41:12 +0000



Post From: [DTC] Subscribing to market data correctly

[2019-03-19 11:17:47]
taffer - Posts: 3
OK it seems I use relay server mode. I enabled DTC in Sierra by the Enable DTC Protocol Server and I connect to localhost:11099.

Is there maybe a direct address I can connect to?

And here are the relevant lines from the logs of the login from my client:


2019-03-19T12:12:31.8512911+01:00 [DEBUG]: DtcSocket connected: localhost:11099
2019-03-19T12:12:31.8542832+01:00 [DEBUG]: Outgoing DTC Message: Type=EncodingRequest|ProtocolVersion=8|Encoding=BinaryEncoding|ProtocolType=DCT
2019-03-19T12:12:31.8722355+01:00 [DEBUG]: Incoming DTC Message: Type=EncodingResponse|ProtocolVersion=8|Encoding=BinaryEncoding|ProtocolType=DTC
2019-03-19T12:12:31.8742305+01:00 [DEBUG]: Outgoing DTC Message: Type=LogonRequest|ProtocolVersion=8|Username=***|Password=***|GeneralTextData=<null>|Integer_1=<null>|Integer_2=<null>|HeartbeatIntervalInSeconds=30|TradeMode=Simulated|TradeAccount=<null>|HardwareIdentifier=<null>|ClientName=<null>
2019-03-19T12:12:31.8871948+01:00 [DEBUG]: Incoming DTC Message: Type=LogonResponse|ProtocolVersion=8|Result=Success|ResultText=Connected to SC DTC Protocol server. Service=cqgfix|SymbolSettings=cqg|ReconnectAddress=<null>|Integer_1=0|ServerName=SC DTC Server|MarketDepthUpdatesBestBidAndAsk=False|TradingIsSupported=False|OCOOrdersSupported=False|SymbolExchangeDelimiter=<null>|SecurityDefinitionsSupported=False|HistoricalPriceDataSupported=True|ResubscribeWhenMarketDataFeedAvailable=False|MarketDepthIsSupported=False|OneHistoricalPriceDataRequestPerConnection=True|BracketOrdersSupported=False|UseIntegerPriceOrderMessages=False|UsesMultiplePositionsPerSymbolAndTradeAccount=False|MarketDataSupported=False
2019-03-19T12:12:31.8891895+01:00 [INFO]: Logon completed. Connected to SC DTC Protocol server. Service=cqgfix|SymbolSettings=cqg
2019-03-19T12:12:31.8951737+01:00 [DEBUG]: Incoming DTC Message: Type=MarketDataFeedStatus|Status=Available

Though MarketDataSupported is False in the logon response, immediately after I get a MarketDataFeedStatus with Status=Available. And market data is working after all but only with the workarounds I described above. If you need some further logs of specific tests please let me know.
Date Time Of Last Edit: 2019-03-19 11:29:02