Support Board
Date/Time: Tue, 26 Nov 2024 13:47:46 +0000
Post From: DTC client implementation in C#-some pointers needed
| [2014-03-18 12:11:26] |
| User57650 - Posts: 50 |
|
Was already done some time ago. Does it not work?
I just tested this and it seems it doesn't start data as it likely fails to request them using the appended "|MDD". It does want to request depth updates for the correct symbol but probably that is not working due to Level1 feed not being started. I am attaching relevant logs from Sierra. I added "ADM14|MDD" to IntradayFileUpdate list first. Got the following messages: SC DTC Data Feed Relay Server listening on port 10000. | 2014-03-18 11:32:27 IQFeed - Starting real-time market data updates for: @ADM14 | 2014-03-18 11:33:37 HD Request # 6 - Downloading Intraday chart data for @ADM14|MDD to the file @ADM14|MDD.scid. Service: dtn | 2014-03-18 11:33:37 Error getting file attributes for C:\SierraChart\Data\@ADM14|MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-18 11:33:37 HD Request # 6 - Failed to open the file C:\SierraChart\Data\@ADM14|MDD.scid. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. Failed to open the Intraday data file for download. | 2014-03-18 11:33:37 HD Request # 6 - Error downloading historical Intraday data for @ADM14|MDD. Not downloading any Intraday data for symbol @ADM14|MDD. | 2014-03-18 11:33:37 HD Request # 6 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for @ADM14|MDD | 2014-03-18 11:33:37 Error getting file attributes for C:\SierraChart\Data\@ADM14|MDD.scid. Unable to check read-only status. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-18 11:33:37 HD Request # 6 - Error opening destination file to copy downloaded Intraday data. Failed to open the file C:\SierraChart\Data\@ADM14|MDD.scid for adding records. Windows error code 123: The filename, directory name, or volume label syntax is incorrect. | 2014-03-18 11:33:37 HD Request # 6 - Intraday download COMPLETE for @ADM14|MDD | 2014-03-18 11:33:37 Real-time Intraday chart data file updates started for @ADM14|MDD | 2014-03-18 11:33:37 .... HD Request # 8 - Downloading Intraday chart data for @ES# to the file @ES#.scid. Service: dtn | 2014-03-18 11:33:38 HD Request # 8 - Download start Date-Time: 2014-03-18 11:33:31.0 | 2014-03-18 11:33:38 HD Request # 8 - Requesting Minute data beginning at 2014-03-18 07:33:31 US Eastern Time. | 2014-03-18 11:33:38 Requesting market depth updates for: @ADM14 if supported. | 2014-03-18 11:33:40 HD Request # 8 - IQ Feed historical Intraday data request error: E,!NO_DATA!,, | 2014-03-18 11:33:40 HD Request # 8 - Error downloading historical Intraday data for @ES#. The server returned an error. | 2014-03-18 11:33:40 HD Request # 8 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for @ES# | 2014-03-18 11:33:40 HD Request # 8 - Intraday download COMPLETE for @ES# | 2014-03-18 11:33:40 Real-time Intraday chart data file updates started for @ES# | 2014-03-18 11:33:40 I looked into what DTC messages were generated and it generated the following for this symbol: @ADM14|MDD 122,MARKET_DEPTH_SNAPSHOT_LEVEL,32,5,0,BID_ASK_UNSET,0,0,1,1 No other messages for symbol with this id (5) were generated. Please advise. |