Support Board
Date/Time: Tue, 26 Nov 2024 19:47:53 +0000
DTC Server only sending MARKET_DATA_UPDATE_TRADE_COMPACT
View Count: 808
| [2020-03-30 16:16:48] |
| CBR600RR - Posts: 37 |
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I'm writing code to get trade data from the DTC server but it is only sending MARKET_DATA_UPDATE_TRADE_COMPACT which does not have the milliseconds in the trade time. How do I get it to send MARKET_DATA_UPDATE_TRADE? I'm using JSON compact encoding.
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| [2020-03-30 17:43:47] |
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When sending the Logon message, do a bitwise or to the Integer1 variable with the value 0x8.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-03-30 17:44:08
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| [2020-03-30 17:58:32] |
| CBR600RR - Posts: 37 |
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OK I was sending 1 for that , but if I send 9 I don't get any data returned.
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| [2020-03-31 09:32:19] |
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Why did you set Integer1 to 1? The messages you will get will be different. For trades you will get: s_MarketDataUpdateTrade Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-03-31 14:04:03] |
| CBR600RR - Posts: 37 |
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I saw it in some sample code somewhere. I'm trying to get MARKET_DATA_UPDATE_TRADE. If I set Integer_1 to 8 I get some values without the milliseconds, and some values with rounding errors, but still not millisecond level timestamps: {"Type":107,"F":[1,2,2592,1,1.5856633060000005e+09]} {"Type":107,"F":[1,2,2592.25,1,1.5856633060000005e+09]} {"Type":107,"F":[1,1,2592,1,1.5856633060000005e+09]} {"Type":107,"F":[1,1,2592,1,1.5856633060000005e+09]} {"Type":107,"F":[1,2,2592.25,1,1585663307]} {"Type":107,"F":[1,2,2592.25,2,1585663307]} {"Type":107,"F":[1,2,2592.25,2,1585663307]} {"Type":107,"F":[1,2,2592.25,1,1585663307]} {"Type":107,"F":[1,2,2592.25,1,1585663307]} {"Type":107,"F":[1,2,2592.25,4,1585663307]} {"Type":107,"F":[1,2,2592.5,1,1585663307]} {"Type":107,"F":[1,1,2592.25,3,1585663307]} {"Type":107,"F":[1,1,2592.25,1,1.5856633079999998e+09]} {"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]} {"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]} {"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]} {"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]} {"Type":107,"F":[1,1,2592,1,1.5856633079999998e+09]} {"Type":107,"F":[1,2,2592,1,1.5856633079999998e+09]} {"Type":107,"F":[1,2,2592,1,1.5856633079999998e+09]} {"Type":107,"F":[1,1,2591.75,2,1.5856633079999998e+09]} {"Type":107,"F":[1,1,2591.75,3,1.5856633079999998e+09]} {"Type":107,"F":[1,2,2591.75,1,1.5856633079999998e+09]} {"Type":107,"F":[1,2,2591.75,1,1.5856633079999998e+09]} {"Type":107,"F":[1,1,2591.5,2,1585663309]} {"Type":107,"F":[1,1,2591.5,1,1585663309]} {"Type":107,"F":[1,1,2591.5,1,1585663309]} {"Type":107,"F":[1,1,2591.5,1,1585663309]} |
| [2020-04-03 16:24:30] |
| CBR600RR - Posts: 37 |
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So how can I get millisecond timestamps?
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| [2020-04-04 07:51:08] |
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In the next release the formatting of these values will be corrected: 1.5856633060000005e+09 True millisecond time stamping is something we are still working on and is not yet available. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-04-05 23:55:19] |
| CBR600RR - Posts: 37 |
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Is this true of all the encodings?
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