Support Board
Date/Time: Tue, 25 Feb 2025 16:32:04 +0000
DTC protocol & Denali feed, not getting reply for Request_Symbols_For_Exchange message
View Count: 1097
| [2021-04-16 22:05:54] |
| User644165 - Posts: 25 |
|
Hi All, I have connected my app to the platform through DTC. If I set "Auto Send Security Definition For New Symbols: YES" then my app is recieving the symbol information. If my app wants to request symbols for a particular exchange (for eg EUREX) it is not working. This is how the JSON format of my request looks like: {"RequestId":6,"Exchange":"EUREX","SecurityType":0,"Type":502} . Everything else works well, I can subscribe to data, get list of exchanges,etc so I was wondering if Request_Symbols_For_Exchange is supported by the Denali feed? Is there a detailed log of which requests has the platform recieved through DTC? Thank you in advance. |
| [2021-04-19 21:35:09] |
| |
|
Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings In the request, set the security type to futures (SECURITY_TYPE_FUTURES) and try again. Although looking at how this is supported, your request should work as it is now. 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 |
| [2021-04-20 10:55:08] |
| User644165 - Posts: 25 |
|
Thank you for your reply. I have updated the symbols as mentioned above, but still not working. (JSON data: {"RequestId":6,"Exchange":"EUREX","SecurityType":1,"Type":502} | 2021-04-20 12:52:47.553) I have checked the logon response and I can see that "HistoricalPriceDataSupported:0". I assume something is wrong with the data subscrition or with my logon request. My logon request looks like this based on the SC JSON log: JSON data: {"ProtocolVersion":8,"Username":*******,"Password":*****,"GeneralTextData":"My C# DTC API","Integer_1":0,"Integer_2":0,"HeartbeatIntervalInSeconds":15,"TradeMode":2,"TradeAccount":"","HardwareIdentifier":"","ClientName":*********,"Type":1} | 2021-04-20 This is how my logon response looks like: 2021-04-20 12:04:14.957|Info|Client_OnLogonResponse|Name:LogonResponse ProtocolVersion:8 Result:LogonSuccess ResultText:Connected to SC DTC Protocol server. Service=scdataallservices|SymbolSettings=scdataallservices ReconnectAddress: Integer_1:0 Servername:SC DTC Server MarketDepthUpdatesBestBidAndAsk:0 TradingIsSupported:1 OcoOrdersSupported:1 OrderCancelReplaceSupported:1 SymbolExchangeDelimiter: SecurityDefinitionsSupported:1 HistoricalPriceDataSupported:0 ResubscribeWhenMarketDataFeedAvailable:0 MarketDepthIsSupported:1 OneHistoricalPriceDataRequestPerConnection:0 BracketOrdersSupported:1 UseIntegerPriceOrderMessages:0 UsesMultiplePositionsPerSymbolAndTradeAccount:0 MarketDataSupported:1 If I set "Auto Send Security Definition For New Symbols = Yes", I get a response like this. (Exchange not filled out): 2021-04-20 12:00:57.489|Info|Client_OnSecurityDefinitionResponse|Name:SecurityDefinitionResponse RequestID:110000000 Symbol:FGBLH21-EUREX Exchange: SecurityType:SecurityTypeFutures Description: MinPriceIncrement:0,01 PriceDisplayFormat:PriceDisplayFormatDecimal2 CurrencyValuePerIncrement:10 IsFinalMessage:1 FloatToIntPriceMultiplier:0 IntToFloatPriceDivisor:0 UnderlyingSymbol:FGBL UpdatesBidAskOnly:0 StrikePrice:0 PutOrCall:PcUnset ShortInterest:0 SecurityExpirationDate:1615161600 BuyRolloverInterest:0 SellRolloverInterest:0 EarningsPerShare:0 SharesOutstanding:0 IntToFloatQuantityDivisor:0 HasMarketDepthData:0 DisplayPriceMultiplier:0 ExchangeSymbol:FGBL202103_FUT_EUREX Question 1: Trademode =2. Can this cause any issues? Question 2: Exchange is not filled out. Is it normal that my symbol database is inclomplete? (I was using CQG before) Question 3: Why is "HistoricalPriceDataSupported:0"? Shouldn't it be supported in case of Denali feed? |
To post a message in this thread, you need to log in with your Sierra Chart account: