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Date/Time: Fri, 29 Nov 2024 15:36:19 +0000



Post From: DTC market data doesnt work with Sierra Chart

[2020-11-08 12:47:17]
maxima120 - Posts: 144
I am trying to use Rithmic data to feed a chart.

I configured data service to DTC Service. Set True to Skip Encoding and Logon requests.

I receive MARKET_DATA_REQUEST SUBSCRIBE and I send back MARKET_DATA_SNAPSHOT and then I start feeding MARKET_DATA_UPDATE_TRADE according to https://www.dtcprotocol.org/index.php?page=doc/DTCMessageDocumentation.php#MarketData

but on the chart I have weird bars. in the beginning they range in -2 - 2 values (instead of real ES prices of 3400 something). And then they change to bars which stretch the whole screen with some huge values like -420000.

DF (data frames?) counter is changing as expected.

I am pretty sure the endianness and values are correct - I checked it byte by byte. The order of fields is according to the document (the link above).

what do I do?

Message example (decimal numbers):


{byte[34]}

[0]: 34
[1]: 0
  
[2]: 107
[3]: 0
  
[4]: 1
[5]: 0
[6]: 0
[7]: 0
  
[8]: 2
[9]: 0
  
[10]: 0
[11]: 0
[12]: 0
[13]: 0
[14]: 0
[15]: 47
[16]: 171
[17]: 64

[18]: 0
[19]: 0
[20]: 0
[21]: 0
[22]: 0
[23]: 0
[24]: 0
[25]: 64
  
[26]: 111
[27]: 70
[28]: 37
[29]: 0
[30]: 185
[31]: 232
[32]: 215
[33]: 65

Date Time Of Last Edit: 2020-11-08 12:52:30