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DTC historical price data request question

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[2014-08-01 07:45:44] #1 [Go To First Post]
onnb - Posts: 662
hi, when I open a chart and set a symbol that doesn't exist in SC, I get a request on the server for MARKET_DATA_REQUEST (type 101). 1. I am also receiving a message of type 109. I looked in the header file and there is no 109 message. I was expecting SC to send me a HISTORICAL_PRICE_DATA_REQUEST but am not getting one. Not sure if I am doing something wrong on the server or perhaps not pressing the right buttons in SC that would cause such a request to be sent or perhaps SC never sends such a request. 2. In short, how do I get SC to send a request a HISTORICAL_PRICE_DATA_REQUEST?

[2014-08-01 08:07:32] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. Refer to this page for the latest header file and message 109: http://www.sierrachart.com/index.php?page=doc/doc_DTCHeader.php 2. Open an Intraday chart and post a copy of the Message Log by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#log 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

[2014-08-01 14:31:48] #3 [Go To First Post]
onnb - Posts: 662
see below opening chart with "somesymbol2" as the symbol DTC Service: Connecting to the server localhost. Port 8081 \| 2014-08-01 10:26:52 Socket (0) - Resolved address onn-asus-laptop to IP 127.0.0.1 \| 2014-08-01 10:26:52 Socket (3360) - Connected. \| 2014-08-01 10:26:52 DTC Service: Connected to server. \| 2014-08-01 10:26:52 DTC Service: Sending logon request message. \| 2014-08-01 10:26:52 DTC Service Server Info - Server Name: . Server Version: . Provider Name: . \| 2014-08-01 10:26:52 DTC Service - Server protocol version: 4. Client protocol version: 4. There is a protocol match. \| 2014-08-01 10:26:52 DTC Service - Successfully connected. \| 2014-08-01 10:26:52 DTC Service - Starting real-time market data updates for: @ES#. ID: 1 \| 2014-08-01 10:26:52 DTC Service - Starting real-time market data updates for: SOMESYMBOL2. ID: 2 \| 2014-08-01 10:26:52 HD Request # 16 - Downloading Intraday chart data for SOMESYMBOL2 to the file SOMESYMBOL2.scid. Service: dtc \| 2014-08-01 10:26:52 HD Request # 16 - Download start Date-Time: 2014-07-02 10:26:52.0 \| 2014-08-01 10:26:52

[2014-08-01 17:11:06] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
From what we see you should be getting it. We will add more logging to confirm, but we are quite sure s_HistoricalPriceDataRequest is being sent. 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

[2014-08-01 17:34:21] #5 [Go To First Post]
onnb - Posts: 662
that answers half the question so I know that I should be receiving it. Apart from logon response, right now my code just checks the message type - when I receive a complete message I print it. From my end I am seeing that 101 & 109 are being received but I might be missing something. I'll double check on my end. (Regarding your comment, the header file I got from Github doesn't have s_HistoricalPriceDataRequest. I am stating this just to confirm that I am looking at the latest header file and that you don't have a more updated one. I am adding structures as I need them right now.)

[2014-08-15 16:53:55] #6 [Go To First Post]
onnb - Posts: 662
In the case that my service supports historical data only (no real time data), when I get the s_MarketDataRequest for a symbol, should I be returning a s_MarketDataReject? Date Time Of Last Edit: 2014-08-15 16:54:29

[2014-08-15 17:12:52] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In the case that my service supports historical data only (no real time data), when I get the s_MarketDataRequest for a symbol, should I be returning a s_MarketDataReject? It is not essential, but good practice. 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

[2014-08-15 17:13:22] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The C++ header file we have contributed does have this data structure: (Regarding your comment, the header file I got from Github doesn't have s_HistoricalPriceDataRequest. I am stating this just to confirm that I am looking at the latest header file and that you don't have a more updated one. I am adding structures as I need them right 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

[2014-08-15 17:28:37] #9 [Go To First Post]
onnb - Posts: 662
The C++ header file we have contributed does have this data structure: Yes, I am using that to add structures to the c# header file. That and the rythmic bridge are a great source for reference. Reviewing a network capture I did, I can confirm that the historical data request is certainly being sent from SC so its something in my server - you can see this thread closed.

[2014-08-15 17:58:44] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The Rithmic bridge project that we have posted is older and we have to update it. We will try to put out an update for that today. But nevertheless it should still act as a good source code reference. 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

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