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DTC Protocol Discussion Forum

Date/Time: Mon, 28 Nov 2022 02:45:15 +0000

[Locked] - Two issues using DTC client to Sierra Chart

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[2021-10-04 13:59:40]
DabbaDo - Posts: 140
1. There is a "flush gap" (default 10 seconds) between the historical data coming from the scid file and the realtime data coming from the market data request. Must I wait 10 seconds on every connect before the two pieces of data come together? Or could the market data start 10 seconds ago? (Or perhaps this is an issue only on CME where only the file can provide historical data.)

2. If Sierra Chart is disconnected from its realtime data source (e.g. CQG et al), there seems to be no message that the disconnect occurred. A reconnect after 3 minutes means my client "lost" 3 minutes of data, and that seems basically impossible to discover. Should or could there be a connect/disconnect message from the DTC server that data has stopped or restarted? Of course, this affects trading as well as data.

Best regards,
[2021-11-01 17:45:48]
DTC Engineering - Posts: 320
1. Yes you would have to wait before requesting historical data in order to buffer 10 seconds of data after the connection if there is that long of a delay in your case.

2. There are two messages which are sent over the DTC protocol server. One indicating the data feed is unavailable and one for the symbol. Here is an example:

SC Data - All Services | Real-time data for symbol EURUSD is currently unavailable. | 2021-11-01 13:44:56.024
SC Data - All Services | Market data feed reported to be lost. | 2021-11-01 13:44:56.024
Date Time Of Last Edit: 2021-11-01 17:46:35

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