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Date/Time: Tue, 26 Nov 2024 20:02:22 +0000

Post From: SerraChart as a DTC Protocol Client

[2023-09-10 23:12:36] Link To Thread - Link To Post [Go To First Post]
d9e5c763 - Posts: 108
I've added a picture that shows the timestamp information under GPB (Google Protocol Buffers). Additionally, I've also implemented the sending of MarketDataUpdateTrade using binary encoding. It seems that after sending the data packed according to the alignment specified in the header file, I can't see millisecond-level information in the timestamps within Sierra Chart. However, when I use incorrect data types like int64_t or float, I can see millisecond precision, but of course, this data is incorrect. So, it looks like this is related to how Sierra Chart internally processes the data. This is because messages from HistoricalPriceDataTickRecordResponse that also use the t_DateTimeWithMilliseconds data type do indeed leave millisecond-level information in the SCID files when sent via GPB. I'm 100% sure of this. In scenarios where MarketDataUpdateTrade is sent at a very high frequency, CPU usage in Sierra Chart is significantly higher when using GPB compared to binary encoding. This doesn't seem like a good choice. It appears that using GPB for data other than high-frequency data and using binary encoding for the rest is the best approach. Feel free to elaborate or ask further questions if needed.


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