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Date/Time: Fri, 29 Nov 2024 12:53:01 +0000
DTC market data doesnt work with Sierra Chart
View Count: 2458
| [2020-11-08 12:47:17] |
| maxima120 - Posts: 144 |
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I am trying to use Rithmic data to feed a chart. I configured data service to DTC Service. Set True to Skip Encoding and Logon requests. I receive MARKET_DATA_REQUEST SUBSCRIBE and I send back MARKET_DATA_SNAPSHOT and then I start feeding MARKET_DATA_UPDATE_TRADE according to https://www.dtcprotocol.org/index.php?page=doc/DTCMessageDocumentation.php#MarketData but on the chart I have weird bars. in the beginning they range in -2 - 2 values (instead of real ES prices of 3400 something). And then they change to bars which stretch the whole screen with some huge values like -420000. DF (data frames?) counter is changing as expected. I am pretty sure the endianness and values are correct - I checked it byte by byte. The order of fields is according to the document (the link above). what do I do? Message example (decimal numbers): {byte[34]} [0]: 34 [1]: 0 [2]: 107 [3]: 0 [4]: 1 [5]: 0 [6]: 0 [7]: 0 [8]: 2 [9]: 0 [10]: 0 [11]: 0 [12]: 0 [13]: 0 [14]: 0 [15]: 47 [16]: 171 [17]: 64 [18]: 0 [19]: 0 [20]: 0 [21]: 0 [22]: 0 [23]: 0 [24]: 0 [25]: 64 [26]: 111 [27]: 70 [28]: 37 [29]: 0 [30]: 185 [31]: 232 [32]: 215 [33]: 65 Date Time Of Last Edit: 2020-11-08 12:52:30
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| [2020-11-18 23:21:44] |
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There must be something you are doing incorrectly regarding the encoding. What encoding are you using?
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