Support Board
Date/Time: Tue, 26 Nov 2024 19:42:01 +0000
Post From: SerraChart as a DTC Protocol Client
| [2023-09-05 21:28:29] |
| d9e5c763 - Posts: 108 |
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Based on the steps above, I further proceeded with the following: I wrote all the trading products available on the OKX exchange into SCID files, of course with millisecond-precision data. I found that the trade volumes for all the products are accurate. For instance, the timestamp at the tail end of the SCID file is 1693929407830 (UTC+8 2023-09-05 23:56:47.830), and Sierra Chart requests data starting from 1693929407000 (2023/09/05 23:56:47). In the end, the data in the SCID file is complete and correct. I verified it like this: I fetched 1-hour candlestick data from the exchange API and calculated all the trades within that hour in the SCID file. The data for over a hundred products was correct. The only incorrect part appears after multiple disconnections/reconnections with my DTC program. And these data entries, as mentioned before, do have millisecond information in Sierra Chart's log, but they are lost in the software. I feel I should lay out all the information I could gather. I indeed want to know if there's an option to control this time precision when writing the data. If not, would switching to another encoding format resolve the issue? If the answer is no, will it be addressed in the future? It seems challenging to find a complete DTC server implementation online. Is this functionality not being actively maintained? Since haven't answered any of my questions above, I don't know if this falls within the scope of technical support. I've indeed searched for relevant parts in the DTC documentation but couldn't find any related descriptions. If my posts are inappropriate, please point it out. Thank you very much. Date Time Of Last Edit: 2023-09-05 21:36:05
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