DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 14:50:22 +0000

Post From: DTS::s_HistoricalPriceDataRecordResponse for special case question

[2020-11-05 05:35:32] Link To Thread - Link To Post [Go To First Post]
DTC Engineering - Posts: 320
server can send back to client s_HistoricalPriceDataRecordResponse for each tick, with unbundled_indicator,ask price,bid price,last price written to OpenPrice,HighPrice,LowPrice,LastPrice members of s_HistoricalPriceDataRecordResponse structure. NumTrades will be set to 1 at this case. This is how the DTC Server in Sierra Chart currently sends back single tick records. Can you add such option to built-in SC DTC client? Maybe Flag_1 in s_HistoricalPriceDataRequest can be used?? We do not know if you are asking for. However, refer to this section and all of the paragraphs at the end of that section: Data and Trading Communications (DTC) Protocol Server: Historical Price Data Server Also, would you be so kind to explain, if I'd like to write tick data directly to scid, in case of sequence of unbundled trades, to which constant should be equal OpenPrice of records BETWEEN FIRST_SUB_TRADE_OF_UNBUNDLED_TRADE and LAST_SUB_TRADE_OF_UNBUNDLED_TRADE? If not set, it will be == 0.0F...(SINGLE_TRADE_WITH_BID_ASK, created by s_IntradayRecord()// Constructor) The open needs to be 0 in this case. Date Time Of Last Edit: 2020-11-05 05:45:55*