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Date/Time: Fri, 29 Nov 2024 12:48:29 +0000
Same session multiple different HISTORICAL_PRICE_DATA_REQUEST
View Count: 2687
| [2019-08-13 01:41:00] |
| User972768 - Posts: 166 |
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Hello, I'm working on DTC client that needs access to multiple CL contracts. I can't to find anything in documentation explaining DTC protocol interaction for such case. My initial pseudo code looked like connect() // open connection login() // send ENCODING_REQUEST & LOGON_REQUEST loop { get_historical_data() // send HISTORICAL_PRICE_DATA_REQUEST for each CL contract with unique request_id (eg, CLF19, CLG19, ...) } disconnect() // close socket This code gets 1st contract and then stalls. After some time DTC closes connection The solution that works in my code is when I put connect(), login() and disconnect() calls inside the loop. Is this the way it is intended to be or I accidentally found workaround? Thanks and best regards |
| [2019-08-25 06:19:13] |
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The reason for the behavior that you see in Sierra Chart as documented here: Data and Trading Communications (DTC) Protocol Server: Historical Price Data Server |
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