Support Board
Date/Time: Thu, 26 Dec 2024 13:45:34 +0000
DTC: LatestTransactionDateTime, LastFillDateTime and milliseconds
View Count: 1227
| [2024-10-07 15:17:11] |
| User388741 - Posts: 9 |
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Hi, I'm implementing a DTC client using https://www.sierrachart.com/DTC_Files/DTCProtocol.h as reference. I'm using JSON protocol. I've got most of what I need working, just one thing I'd like to inquire about. As per Important Information About Timestamping (Date-Time) Change in Trade Activity Log we have a TransDateTime in the Trade Activity Log, both DateTime and TransDateTime have milliseconds displayed in the TAL. In the DTC struct s_OrderUpdate, LatestTransactionDateTime seems to correlate to TAL's DateTime. The field LastFillDateTime seems to match TransDateTime. However, while LastFillDateTime is t_DateTimeWithMillisecondsInt, it doesn't seem to send milliseconds, e.g. last test I did returned 1728313688. Am I interpreting the struct's fields correctly? Would it be possible to get the fill data with millisecond precision? I'm testing using Trading Evaluator, in case that matters. Thanks in advance! |
| [2024-10-09 08:36:52] |
| User388741 - Posts: 9 |
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Anyone?
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| [2024-10-23 07:40:27] |
| User388741 - Posts: 9 |
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Bump.
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| [2024-10-27 15:10:22] |
| Sierra_Chart Engineering - Posts: 17665 |
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We apologize for the delay. We are looking this over.
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 |
| [2024-10-27 16:22:20] |
| Sierra_Chart Engineering - Posts: 17665 |
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To solve this, in the logon request to the DTC server, set: Integer1 |= 0x20000; 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: 2024-10-27 16:22:37
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| [2024-10-28 13:35:16] |
| User388741 - Posts: 9 |
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This did the trick, thank you!
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