Login Page - Create Account

DTC Protocol Discussion Forum

Date/Time: Tue, 02 Jun 2020 03:38:50 +0000

Is study & indicator data available via DTC?

[2018-07-30 00:44:11]
User443067 - Posts: 2 | Ending Date: 2019-04-20 [Expired]
In the list of pre-defined messages there is no mention of accessing studies or indicators. Is it possible to access this data via DTC? If so, how? Historical data only, not real-time.

As an example, I'd like 1-minute based VWAP data in addition to OHLC. Sierra Chart is very efficient at rebuilding an enormous tick-by-tick history. If this data is not accessible then tick data must be requested via DTC, compute the VWAP, re-sample to a lower resolution, and throw away the tick data. It would be far more efficient to compute inside Sierra Chart.
[2018-07-30 01:01:39]
DTC Engineering - Posts: 282 | Ending Date: 2015-09-08 [Expired]
No, the protocol does not support study or indicator data.
[2019-01-26 08:02:10]
user01283102 - Posts: 142 | Ending Date: 2021-02-24
Could one define one's indicator as a novel but "fake" symbol with the indicator conveyed in the price value?

For example, requesting ticks for symbol "SMA100_1min:@ES" could return the 100-period 1-minute sampled simple moving average of @ES.
[2019-01-27 05:13:45]
DTC Engineering - Posts: 282 | Ending Date: 2015-09-08 [Expired]
Sierra Chart is capable of this. You will want to use the Sierra Chart Support Board for guidance for how to do this.

To post a message in this thread, you need to login with your Sierra Chart account:


Login Page - Create Account