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DTC Protocol Discussion Forum

Date/Time: Mon, 18 Jan 2021 05:22:29 +0000

Same session multiple different HISTORICAL_PRICE_DATA_REQUEST

[2019-08-13 01:41:00]
User972768 - Posts: 162 | Ending Date: 2020-01-05 [Expired]

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

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: 299 | Ending Date: 2015-09-08 [Expired]
The reason for the behavior that you see in Sierra Chart as documented here:

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