Support Board
Date/Time: Tue, 26 Nov 2024 13:32:37 +0000
Post From: DTC client implementation in C#-some pointers needed
| [2014-02-17 04:05:56] |
| User57650 - Posts: 50 |
|
I have progressed in writing a C# version of a number of DTC protocol messages (structs). Currently I am able to receive and process data from the Relay Server, both level1 (quotes+trade updates) and level2 (market depth). What interests me is the following: Currently, it seems that to receive level1 data (quotes+trade updates), one has to have a chart open for a particular instrument to receive data for that instrument via Relay Server. Similarly, one only receives market depth updates when instrument's DOM is open. Will there be a programmatic way to request subscriptions for a list of instruments without having to open charts/DOM for each instrument of interest? Seems like original DTC documentation supports it (via s_MarketDataRequest/s_MarketDepthRequest) but it's not (yet?) implemented for the Relay Server. I have implemented C# versions of MarketDataRequest/MarketDepthRequest and other related structures and tried sending them to the Relay Server but it doesn't seem to have any effect (I understand based on current documentation this is likely not available). Another question of interest is whether more than one application will be able to receive data from Relay Server. Based on my current understanding (allowing only one socket connection to one selected port), this is not (yet?) possible. Thank you for your responses. |