jcl,

In my Sierra Chart plugin, I request M1 historical data for an asset with low volume.

It outputs only M1 ticks with volume > 0, so there would automatically be historical gaps in the midst of a day session.

I assume that there is no need for me to inject blank volume = 0 M1 ticks to the plugin output. Is my assumption correct?

Yes, artificial ticks are not needed. Almost all price history has gaps - that's normal.

I think volume=0 does not automatically mean such a bar has to be skipped.

As long as there is size behind bid and an offer, there is a market, even if no transaction took place.

On the other hand, "missing" bars might be a headache to handle for a user (e.g. to correctly construct frames).

Actually the output might be just CQG’s feed. Regardless, my plugin will simply output whatever it gets from Sierra Chart, no filters, no artificial ticks.

..And in SC one can then choose which type of data to receive - can be trade prices, or can be bid-ask, etc...correct?

I was planning on implementing SET_PRICETYPE if that’s what you’re asking.

No really But cool to know!

I just wanted to better understand how the DTC client-server interaction will be working,
and whether it willcan be influenced by settings in SC (e.g. in Relay server mode?)

No idea. You might be able to determine some of this experimentally by making one Sierra Chart instance a client of another instance and see how changing the host settings affects the client. Or by asking SC.

I meant communication between your plug-in (as a DTC client) and SC -as DTC server.

I know what you mean. I am saying you can simulate that relationship using Sierra Chart itself.