Support Board
Date/Time: Fri, 29 Nov 2024 14:49:07 +0000
DTC Protocol Example Data Trading Related Messages
View Count: 420
| [2023-02-01 19:51:26] |
| User230940 - Posts: 121 |
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Hello, could you please provide example Data for the DTC Protocol - Trading Related Messages. For documentation I send the Message to my own Application and for this I have to understand how the Messages fits together. I am interested in Messages regarding "PARTIALLY_FILLED" Orders and PARTIALLY "Child_ORDERS". From "PARTIALLY_FILLED" to "FILLED". I want to know and understand how they look like, How they work with ServerOrderID, PreviousServerOrderID, ParentServerOrderID, and so on. Or is it possible to generate such Messages in SIM Mode by myself? Thanks for you input. regards |
| [2023-02-03 13:20:09] |
| Sierra_Chart Engineering - Posts: 17228 |
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These are order statuses: I am interested in Messages regarding "PARTIALLY_FILLED" Orders and PARTIALLY "Child_ORDERS". From "PARTIALLY_FILLED" to "FILLED". Documentation is here: https://www.dtcprotocol.org/index.php?page=doc/DTCMessages_TradingRelatedMessages.php#Messages-ORDER_UPDATE Yes you can put Sierra Chart in Trade Simulation Mode and interact with the DTC server that way: Trade Simulation Data and Trading Communications (DTC) Protocol Server And gain an understanding of how all of this functionality works. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-02-03 13:20:29
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| [2023-02-03 13:36:33] |
| User230940 - Posts: 121 |
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Hello, thanks for your answer. But the remarks you send does not help me. How can I simulate trades which are "PARTIALLY_FILLED" regards |
| [2023-02-03 15:01:26] |
| Sierra_Chart Engineering - Posts: 17228 |
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It is not possible to simulate partially filled.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-03 15:48:01] |
| User230940 - Posts: 121 |
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Maybe you can tell me how it will look like: For Example: Order 100 Lots Long Market $100 It will partially filled: 25 lots will be bought at 100 25 lots will be bought at 101 25 lots will be bought at 102 25 lots will be bought at 101 again Which message will be send? Will a message be send for each PARTIALLY_FILLED with the one ServerOrderID and unique ID the LastexecutionOdrerID? Or which messages will be send through DTC? thanks |
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