Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 19 Apr 2024 10:00:34 +0000
Post From: Technical Help for Rithmic is Now Discontinued as of December 1, 2019.
| [2019-12-06 21:45:33] |
| |
|
Two things in regards to this: The only problem with translating Rithmic to DTC is that DTC does not support transactional (atomic) multi-part book depth updates. It is not true because there is this message which we use ourselves. Notice: FinalUpdateInBatch struct s_MarketDepthUpdateLevelFloatWithMilliseconds
{ uint16_t Size; uint16_t Type; uint32_t SymbolID; t_DateTimeWithMillisecondsInt DateTime; float Price; float Quantity; int8_t Side; int8_t UpdateType; uint16_t NumOrders; FinalUpdateInBatchEnum FinalUpdateInBatch; } And it is very easy to add messages or an additional field or two. And furthermore, the way that we process CME multicast data ourselves and this is also according to specifications, is that you do not send out updates for the order book until there is an end of event indicator. And that end of event indicator, is only after all related book updates are done. Typically this is going to be at the end of a message. But could be after more than one message if there is a lot of related updates and trades. We also have another version of this message which does not use a timestamp when there is no timestamp change to preserve bandwidth. You can get the updated files here: https://dtcprotocol.org/ 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 For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-12-06 21:52:56
|