Support Board
Date/Time: Fri, 29 Nov 2024 01:45:48 +0000
[Programming Help] - E-mini S&P 500 DTC Protocal Server s_MarketDataRequest
View Count: 314
| [2023-03-13 03:56:49] |
| eeTrader - Posts: 12 |
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It is my understanding that CME history data cannot be requested via DTC Protocol messages due to exchange limitations that are not under the control of Sierra Chart. Is CME market stream data available via DTC Protocol message requests? As a test, I've submitted the following s_MarketDataRequest message: DTC::s_MarketDataRequest mktDataQ;
mktDataQ.RequestAction = DTC::RequestActionEnum::SUBSCRIBE; mktDataQ.SymbolID = 6; //Internal ID for symbol std::string scSymbolStr = "ESM23-CME", scExchangeStr = "CME"; //Tried symbol without exchange as well: ESM23 mktDataQ.SetSymbol(scSymbolStr.c_str()); mktDataQ.SetExchange(scExchangeStr.c_str()); Sierra Chart's DTC Protocol Server responds back with a DTC::s_MarketDataReject message where the Reject Text is: Market data request not allowed
[Q1.0] Is this because exchange limitations prevent SC DTC Protocol Server from handling such requests? [Q1.1] If so, could you provide an exchange and symbol to use as a test case that is not restricted? [Q2.0] Is this because the message was was not set correctly or other issues with the DTC::s_MarketDataRequest message? [Q2.1] If so, how do I fix? [Q3.0] Is this because DTC Protocol Server only deals with real-time data and my current subscription is for delayed data only? [Q3.1] If so, would a Integrated Standard Sierra Chart (Service Package 10) allow access to CME ES market data via DTC Protocol messages? [Q4.0] Other reason that I'm not seeing...? Thanks so much for your response and help on the above request to help me stop spinning my wheels on this effort. |
| [2023-03-13 08:58:25] |
| Sierra_Chart Engineering - Posts: 17215 |
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No we cannot provide that: Is CME market stream data available via DTC Protocol message requests? Use the symbol EURUSD instead. 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: 2023-03-13 08:58:34
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