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Date/Time: Mon, 28 Nov 2022 02:44:45 +0000


Same session multiple different HISTORICAL_PRICE_DATA_REQUEST

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[2019-08-13 01:41:00]
User972768 - Posts: 166
Hello,

I'm working on DTC client that needs access to multiple CL contracts. I can't to find anything in documentation explaining DTC protocol interaction for such case. My initial pseudo code looked like


connect() // open connection
login() // send ENCODING_REQUEST & LOGON_REQUEST

loop {
get_historical_data() // send HISTORICAL_PRICE_DATA_REQUEST for each CL contract with unique request_id (eg, CLF19, CLG19, ...)
}

disconnect() // close socket

This code gets 1st contract and then stalls. After some time DTC closes connection

The solution that works in my code is when I put connect(), login() and disconnect() calls inside the loop. Is this the way it is intended to be or I accidentally found workaround?

Thanks and best regards
[2019-08-25 06:19:13]
DTC Engineering - Posts: 320
The reason for the behavior that you see in Sierra Chart as documented here:
Data and Trading Communications (DTC) Protocol Server: Historical Price Data Server

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