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DTC Protocol Discussion Forum


Date/Time: Tue, 13 Nov 2018 05:03:10 +0000


DTC SC Client: Currency for symbol?

Support Request:
[2018-03-26 13:23:31]
AndrewAMD1 - Posts: 26
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: 270

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.

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