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Date/Time: Tue, 02 Jun 2020 05:22:30 +0000


DTC SC Client: Currency for symbol?

[2018-03-26 13:23:31]
AndrewAMD1 - Posts: 27 | Ending Date: 2020-06-23
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: 282 | Ending Date: 2015-09-08 [Expired]

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: 169 | Ending Date: 2020-08-10
This will be added.

Hi, just wanted to verify that this has indeed been added.
[2019-11-21 17:52:13]
AndrewAMD1 - Posts: 27 | Ending Date: 2020-06-23
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: 282 | Ending Date: 2015-09-08 [Expired]
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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