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Date/Time: Mon, 28 Nov 2022 02:00:09 +0000


DTC SC Client: Currency for symbol?

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[2018-03-26 13:23:31]
AndrewAMD1 - Posts: 27
Hello,

I'm writing a DTC algo trading client, and I have a question.

I see that the Account Balance Update message has an [char] AccountCurrency field.

But there can be times when the currency of a particular security is different than that of the account, correct?

If so, it might be useful to have an additional field in the Security Definition Response message, such as [char] SecurityCurrency, so that one can determine how to convert from one to the other.

So my question is this: Can this message element be added and supported by SC?
[2018-04-03 00:23:47]
DTC Engineering - Posts: 320

But there can be times when the currency of a particular security is different than that of the account, correct?
Yes this is correct.

If so, it might be useful to have an additional field in the Security Definition Response message, such as [char] SecurityCurrency, so that one can determine how to convert from one to the other.
This will be added.
[2019-11-21 17:44:00]
Chad - Posts: 221
This will be added.

Hi, just wanted to verify that this has indeed been added.
[2019-11-21 17:52:13]
AndrewAMD1 - Posts: 27
The protocol was updated. I'm not sure if the Sierra Chart server supports it though, perhaps it depends on the data service it is connected to?

Specifically, s_SecurityDefinitionResponse has a new field:
char Currency[CURRENCY_CODE_LENGTH]
[2019-12-04 02:08:29]
DTC Engineering - Posts: 320
Yes the Currency field in a security definition response is fully supported by the Sierra Chart DTC server. Although it is not set for all symbols. We will be gradually working on getting it set.
Date Time Of Last Edit: 2019-12-04 02:08:45

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