Support Board
Date/Time: Wed, 27 Nov 2024 22:49:56 +0000
Market depth events from ASCIL
View Count: 304
| [2023-06-26 10:43:38] |
| B - Posts: 2 |
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Hi there, as I read from the support board, getting realtime data from DTC server is no longer supported due to exchange rules. Is there any way to access a list of updates to the order book through ASCIL? I'm currently looping through the price/quantity at each level but I find that it doesn't provide me with enough temporal resolution. Any advice would be greatly appreciated. Thanks! |
| [2023-06-26 13:41:44] |
| Sierra_Chart Engineering - Posts: 17198 |
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The only thing we can think of is for you to read the market depth data files directly. Here is the file format: Market Depth Data File Format 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 |
| [2023-06-26 13:53:01] |
| B - Posts: 2 |
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Is there a way to configure SierraChart to write to the marketdepth data file as soon as new events are received?
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| [2023-06-26 13:55:30] |
| Sierra_Chart Engineering - Posts: 17198 |
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Yes, there is a way to control this but it might not be user accessible. We will check on that.
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 |
| [2023-06-26 14:17:01] |
| Sierra_Chart Engineering - Posts: 17198 |
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This is controllable through Global Settings >> Advanced Settings >> Other >> Intraday File Flush Time in Milliseconds. We really would not recommend using a number less than 100 and that is getting quite low. 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 |
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