Trade Activity Log

Notes About New Trade Activity Log Window

Newer versions of Sierra Chart use a different interface for setting what is to be displayed on the Trade Activity tab of the Trade Activity log and also affects other tabs which use the order fills from the first tab.

To access the settings, click on the DisplaySettings menu command on the Trade Activity Log window. The documentation on this page, still needs to be updated regarding this. Set the settings as you require and then press OK or Apply. Just one or the other.

These changes are to support the move away from Microsoft MFC in Sierra Chart which is critical task for us.

There were problems with the old interface. Sometimes settings you would set actually were not getting applied. This must have been a problem at the operating system level.

There is also more functionality that can be implemented this way with settings because there is only so much room at the top where the controls were previously. That was always an ongoing issue.

In an upcoming release we are adding text on the title bar of the Trade Activity Log the currently set settings. So you can visually see how the controls are actually set in a compact way at any time without opening the associated Settings window. The current query count, is already shown there if it is nonzero.

The settings window can be continuously open. And resized and moved off to a corner or the side.

And for some additional background information it is fairly recent that the "Apply" button, was added to the top of the Trade Activity Log due to various associated issues, with updating the log upon changes of the settings. There was just way too much complexity and inherent problems with this. And there simply is insufficient room to contain all of the necessary controls at the top of the log.

Viewing Historical Trade Activity

To open the Trade Activity Log, select Trade >> Trade Activity Log on the menu.

The Trade Activity Log logs trade order Activity and trade order Fills. Whenever there is a new trade order or a change with the order status (Status field in the Trade >> Trade Orders Window) of an existing order, there is a new line added to the Trade Activity Log. And there is a new line added whenever an order fills or partially fills. There is a separate line for each individual fill.

The Trade Activity Log is very useful to analyze precisely what has happened with a particular order and the source of all actions on that order. Every time the Status of an order changes, the prices of the order change, the quantity of the order changes, there is a change with any of the order identifiers, or there is an order fill, then there is a separate line added for the order in the Trade Activity Log.

To determine all of the actions on an order, be sure to select All Activity in the list box at the top of the Trade Activity Log, containing these options. In the log itself, the field Order Action Source indicates what the source of the action on the order was. This field also provides other useful subfields of information. For additional information related to this field, refer to Determining the Origin of a New/Modified Order and the related Video.

In the case of Non-simulated trade activity in the Trade Activity Log, this trade activity is added to the log based on real-time order events received from the Trading service you are connected to and historical order fills and order data (if available) downloaded when connected to the Trading service. It is important to be aware that there can be missing order fills. For more information, refer to Missing Order Fills from Trade Activity Log.

1. To view the Trade Activity Log, select Trade >> Trade Activity Log.
2. Select the Trade Activity tab.
3. Make sure Edit >> Disable Trade Activity Log is unchecked/disabled.
4. From the Trade Activity Log menu at the top, click on DisplaySettings.
5. In the Settings window, select the type of Trade Activity that you want to display, from the drop-down of Activity Types. This can be Orders, Fills, Positions, Account Balance, or All Activity.
6. In the list of symbols select the symbol that you want to display trade activity for or manually type it.
   
   In the case of simulated trading when using Sierra Chart Trade Simulation Mode, the symbol is prefixed with [Sim]. So you must select the symbol that has [Sim] in front of it to see simulated trading data.
   
7. To display non-simulated Trade Activity data for all symbols, select All Symbols (Non-Sim) in the list of symbols. This is Trade Activity with the external Trading service Sierra Chart is connected with.
   
   To display simulated Trade Activity data for all symbols, select [Sim] All Symbols in the list of symbols. Simulated Trade Activity data is simulated Trade Activity recorded when Trade >> Trade Simulation Mode On is enabled.
8. In the list of Trade Accounts, select a particular Trade Account that the orders belong to. Or select All Accounts. This account must match the account used on the Trade Window for the Chart or Trade DOM the orders originated from. All simulated trading accounts are in the format Sim#.
   
   For performance reasons, not all Trade Accounts are going to be listed if there are a lot of Trade Accounts, or if the history for a Trade Account is not recent. You just need to manually type the Trade Account into the box at the top of the Trade Accounts list box.
9. In the list box containing Internal Order IDs, select All Internal Order IDs unless you want to display only Trade Activity for a particular Internal Order ID. In that case select the particular Internal Order ID you want to display.
10. Set the Date-Time controls in the Date Range to Display section to the Date-Time range that you want to display. It is essential that the From Date and Time corresponds to a point in time where the Position for a particular Symbol and Trade account was flat in order for there to be correct generation of Trade Statistics and Trades.
    
    In the case of the Date field, either select a date from the list or manually enter one in the format YYYY-MM-DD. In the case of the Time field, manually enter the time in 24 hour format (HH:MM:SS).
    
    For further details, refer to Understanding and Setting the Start Date-Time for a Trades List.
11. Press the Apply or OK button to apply any changes to the filter settings at the top of the Trade Activity Log.
    
    Upon pressing the Apply or OK button, a background query for the data will be made and then will be displayed in the log list below. If this query does not complete within 5 seconds (normally less than a second), then refer to Trade Activity Not Displaying or Clearing (Improving Trade Activity Query Performance).

For field descriptions, refer to the Trade Activity Fields section.

Controls

This section documents all of the controls and menu commands on the Trade Activity Log. These are located at the top of the Trade Activity Log and on the menu.

Trade Activity Field Descriptions

The following are descriptions for the available fields for the Trade Activity tab in the Trade Activity Log.

• OpenClose: This field is for informational purposes only and is not used by Sierra Chart for order fill matching. It indicates whether the fill is an opening fill or closing fill based upon the Side of the fill (Buy/Sell), and the current Position Quantity, if any. It is for informational purposes and it does not have any effect at all, with order fill matching. This field can be inaccurate and has a significant probability of being inaccurate for various reasons.

Date-Time of Trade Activity Log Entries

The Date-Time field in the Trade Activity Log is in the Global Time Zone setting.

All entries except for historical order fills downloaded from the trading server, in the Trade Activity Log are timestamped in UTC using your local computer clock. The computer time is converted to UTC time. Therefore, it is important that your computer's clock is set accurately. For more information, refer to help topic 38. These UTC Date-Times are converted to the Global Time Zone when they are displayed.

Historical order fills downloaded from the trading server are timestamped using the UTC timestamp with the fill itself.

Saving the Log

The Trade Activity Log data is automatically saved to the TradeActivityLogs subfolder in the Sierra Chart installation folder. There is one file for each day and Trade Account combination. The format is a custom binary format.

Simulated Order data and Fills are also included in the Trade Activity Log.

Also refer to Importing and Exporting Data.

The price values when using the File >> Save Log As function for the Trade Activity Log, are in what is considered an adjusted format. This is with the Symbol Price Multiplier applied which usually is 1 but can be other than 1.

In the case of when using the File >> Export command, the price values are exported in an unadjusted format which means they are saved as they exist before applying the Symbol Price Multiplier.

Clearing Trade Activity Data

This section documents clearing simulated or non-simulated Trade Activity data from the Trade Activity Log. Data can be cleared for a particular Symbol or a particular Trade Account or a combination of the two.

To quickly clear all the Simulated Order and Fill activity for all Symbols and all simulated Trade Accounts from the Trade Activity Log, select Trade >> Clear Trade Simulation Orders and Data on the main program menu. If this is all that you want to do, you can stop here.

Before clearing the Trade Activity data for a particular Symbol and/or Trade Account, you should also be aware that you can edit an entry/row in the Trade Activity tab in the Trade Activity Log by selecting that row and using Edit >> Edit Trade Activity Entry on the Trade Activity Log menu.

For step-by-step instructions to clear Trade Activity Data, follow the instructions below.

The reasons why you would want to clear the Trade Activity Log data for a particular Symbol and/or Trade Account is that you may not need the data any longer. Or, possibly the order fill data for a period of time has a significant number of missing fills, in which case it may not make sense to hold that data since it cannot generate proper Trades and Trade Statistics.

It is important to be aware that clearing Trade Activity Data could take a significant amount of time if there are a lot of Trade Activity data files in the TradeActivityLogs subfolder, or these files are large. For complete details, refer to Trade Activity Not Displaying or Clearing (Improving Trade Activity Query Performance).

1. Open the Trade Activity Log by selecting Trade >> Trade Activity Log on the menu.
2. Select the Trade Activity tab from the menu.
3. In the list of Internal Order IDs at the top of the Trade Activity Log, select All Internal Order IDs.
4. In the list of Symbols at the top, select the particular symbol you want to clear Trade Activity data for.
   
   The symbols for simulated trading activity are prefixed with [Sim].
   
   Select All Symbols (Non-Sim) to clear Trade Activity for all non-simulated symbols. Select [Sim]All Symbols to clear Trade Activity for all simulated symbols.
5. In the list of Trade Accounts at the top, select the particular Trade Account you want to clear Trade Activity data for, or select All Accounts to clear Trade Activity for all Trade Accounts.
6. The Date Range setting is not relevant. All Trade Activity data for the selected Symbol and Trade Account will be cleared.
7. Press the Apply button.
8. Select Edit >> Clear to clear the data. Press Yes to confirm.
9. If you have cleared Non-Simulated (Live) Trade Activity, then you may want to disconnect from the trade server by selecting File >> Disconnect and reconnect by selecting File >> Connect to Data Feed.
   
   By reconnecting to the server, all of the available Non-Simulated (Live) order fills on the server will be re-downloaded and inserted into the Trade Activity Log if they currently are not there.
   
   Usually only 1 day of fills will be downloaded because that is all the trade server will have.

Clearing Trade Activity Data Through Files

A method by which Trade Activity data can be deleted for a particular range of Dates and Trade Account is to delete the corresponding files in the TradeActivityLogs subfolder in the Sierra Chart installation folder. Deleting the files will bring about a performance improvement if there are a large number of files and they are excessively large.

Follow the instructions below.

1. Make a note of the installation folder in Window >> Message Log. Scroll to the top of the log and look for the text Program path:. The complete path to Sierra Chart is located after that text. If you cannot find this, select Edit >> Clear Log and check again.
2. Exit from Sierra Chart with File >> Exit if it is running.
3. Through your operating system File Manager, go to the Program path folder.
4. Go to the TradeActivityLogs subfolder in this folder.
5. All of the trade activity logs are located there and they are organized by the date and the trading account in the filenames.
6. The file name format for non-simulated trading is as follows: TradeActivityLog_YYYY-MM-DD_UTC.[TradeAccount].data.
7. The file name format for simulated trading is as follows:TradeActivityLog_YYYY-MM-DD_UTC.[TradeAccount].simulated.data.
8. Delete the files that you no longer need.
9. Run Sierra Chart again.

Column Widths and Font

The column widths of data on any of the tabs at the Trade Activity Log can be adjusted larger or smaller by left clicking on the boundary between the columns on the header and dragging to change the width. Refer to the image below.

All of the font properties of the Trade Activity Log text can be changed through the Global Settings >> Graphics Settings >> Font tab. The Text Windows font is what controls the font properties. For more information, refer to Fonts.

Trade Activity Fields

• ActivityType: For the possible values and descriptions for this, refer to Activity Type Filter.
  
  In the case when trade activity is encoded using JSON, the values are as follows: UNDEFINED = 0, ORDER_STATUS_CHANGES = 1, ORDER_FILL = 2, POSITION_UPDATE = 3, ACCOUNT_BALANCE_UPDATE = 4.
• DateTime: The Date-Time of the Order update, Order Fill, Position update or Balance update. In the case of trading which is not from a replay or back test, this Date-Time is based upon your local computer clock.
  
  Otherwise, the time is from the Date-Time in the chart during the replay or back test at the point in time in which the order update or fill occurred.
  
  The format is: YYYY-MM-DD HH:MM:SS.US. US equals the true microsecond of the event. Although if necessary it will be incremented in order to create a unique timestamp for every Trade Activity Log entry to prevent entries having the same timestamp. It is incremented until a unique time is found.
  
  If an order fill has an incorrect timestamp or a slightly incorrect timestamp, then it may not match with the correct chart bar in the case of order fills displayed on a chart. It is important the computer's clock is set accurately in the case when order fills use that clock (which is not usually the case). To correctly set your computer's clock, refer toHelp topic 38.
  
  During a chart replay, time stamping of the related order activity is always done according to the chart bars, so it is not affected by an inaccurate computer clock.
  
  Effective with version 2359 this Date-Time is based upon the local computer clock at the time the Trade Activity entry is added to log.
• TransDateTime: This field is new in version 2359. It is the transaction Date-Time of the order or fill activity. For live trading in some cases it is provided by the exchange for order fills. For simulated trading, it is based upon your local computer clock. During a chart replay, time stamping of the related order activity is always done according to the chart bars
• Symbol: The symbol of the order or order fill.
• Order Action Source: In the case of a new order, this field indicates the source of the order. This would be the particular chart the order originated from (Symbol and Chart #). If the order is from an automated trading system, then this will specify the Automated Trading Study name.
  
  In cases other than a new order, when there is an update on the order or some action on the order, this will provide descriptive text indicating the source of the order update or the reason for the action on the order. In the case of non-simulated orders, this descriptive text may also include text from the connected Trading service. This information is very useful to determine the reason for the order update and any problems with an order.
  
  In the case when trade activity is encoded using JSON when accessing through the web-based API, Order Action Source will be Base 64 encoded and has to be decoded.

  Descriptions for Order Action Source for Delayed Actions

  • Modifying of order is being delayed: This means an order modification has been submitted but it cannot be processed immediately because the order is in an Order Sent, Pending Open, Pending Modify, or Pending Cancel Status. It will be processed as soon as the Order Status returns to Open.
  • Canceling of order is being delayed: This means an order cancellation has been submitted but it cannot be processed immediately because the order is in an Order Sent, Pending Open, Pending Modify, or Pending Cancel Status. It will be processed as soon as the Order Status returns to Open.
  • Removed # prior delayed modifications due to later modification: This means there is already a pending modification on an order that has been queued to be submitted when possible, and another modification has been submitted. The prior pending modification has been removed and the latest one has replaced it.
  • Removed # prior delayed modifications due to order cancellation: This means there is already a pending modification on an order that has been queued to be submitted when possible, and an order cancellation has been submitted. The prior pending modification has been removed and the order cancellation has replaced it.
  • Delayed modification of order is being processed now: This means a pending modification on an order is now being processed.
  • Delayed canceling of order is being processed now: This means a pending cancellation on an order is now being processed.
  • Delayed modification of order is being ignored because there is no longer a quantity to submit: This means a pending modification is being ignored because it has been determined that the order quantity has now reached 0.

  For related information, refer to Determining the Origin of a New/Modified Order.

  Other Order Action Source Descriptions

  [Link] - [Top]

  • [trading service name] Historical fills data (Restored) : This indicates an order fill inserted into the Trade Activity Log which was downloaded from the trade server upon connection to the server. These are inserted when order fills are not received in real-time. This indicates an order fill occurred when Sierra Chart was not connected to the server, had lost connectivity, or for some reason the server did not send the real-time notification of the order fill. What the reason for the lost connectivity is, the Trade Activity Log does not indicate that.
    
    Inserted order fills will not have the Order Type or Internal Order ID set. Only the necessary fields for an order fill are set.
    
    The insertion of an order fill does not affect the current Trade Position quantity. It also does not affect the Position Quantity field for other lines in the Trade Activity Log.
  • Canceling due to no order update | Internally marking as canceled. No order update from server.: When Sierra Chart connects to a Trading service server, it requests all of the Open orders for each of the Trade Accounts on the logged in username. If Sierra Chart has a non-simulated order in its order list with the status of Pending Child-Server, Pending Open, Open, Pending Modify, or Pending Cancel and this order is not in the list of Open orders sent by the Trading service, then it will be internally marked as canceled. What this means, is that it is simply set to a Canceled state within Sierra Chart. Sierra Chart does not cancel the order with the Trading service because the Trading service does not know about the order.
  • Internally modified order: This only applies to orders which have a Pending Child status. This means that the order modification was internally performed within Sierra Chart and not sent to the external trading service. Simulated orders will not be sent to the external trading service, but unless they have a Pending Child status, they will not show they are internally modified in the Order Action Source field when modified, even though they are internally modified.
  • Auto-order modification: This means an ACSIL (Advanced Custom Study Interface and Language) study modified the Price or Quantity of the order.
  • Notice - An overfill UpdateOrder call has occurred. Overfill Quantity: #. Total filled quantity: #. Order quantity: #: This means that an order fill has been received for the order and the prior filled quantity plus the quantity of the new order fill exceeds the most recently specified Filled Quantity of the order. The order fill was ignored in this particular case.
• Internal Order ID: The Internal Order ID. The Internal Order ID of an order is the order number assigned to it by Sierra Chart.
• Order Type: The order type. For example: Market, Limit, Stop, (others).
• Quantity: The order quantity. When Activity Type is Fill the Quantity is the quantity of the individual fill for the order. Otherwise, this is the total quantity of the order.
• BuySell: The side the order is on. This can be either Buy or Sell. In the case when trade activity is encoded using JSON, the values are as follows: UNDEFINED = 0, BUY = 1, SELL = 2.
• Price: The first price of the order, if it applies.
• Price2: The second price of the order, if it applies.
• Order Status: The Status of the order at the time it was logged in the Trade Activity Log. For complete descriptions of the different order statuses, refer to Order Status.
• Fill Price: In the case when the Activity Type field is Order, this is the average fill price of all of the fills for the order, if there has been a fill. In the case of when the Activity Type is Fill, this is the price of the order fill itself, if that value is available from the Trading service.
  
  In the case of Trade Simulation Mode, since there are no partial fills, this will be the price of the single fill for the entire order.
• Trade Account: When Sierra Chart is in Trade Simulation Mode, this will be the simulated account number which always begins with Sim. For orders that are sent the connected Trading service, this is the account identifier of the account the order is in.
• Parent Internal Order ID: In the case of Order Activity or a Fill from an Attached Order, this is the Internal Order ID of the parent order.
• OpenClose: This will be Open if the order fill is opening a Trade Position or increasing the quantity. It will be Close if the order fill is closing or reducing a Trade Position quantity. This is determined from the current Position Quantity for the Symbol and Trade Account at the time of the order fill.
• FillExecutionServiceID : This is the unique ID for order Fills from an external trading service to uniquely identify the fill.
• Position Quantity: This field indicates the current Trade Position Quantity after the fill occurred that existed at the time of an order fill or update on the order. Not all Trade Activity lines will contain a Position Quantity field.
  
  Use this field to determine what the current Trade Position Quantity is at any moment in time for each order fill and each order update. If the Trading server has changed the Trade Position Quantity, then this field will be updated as well but it will happen on an approximately 10 second delay.
• High During Position: This field is for order fills, and is the highest price during the Trade Position which would existed at the time of the order fill. The highest and lowest prices during the Position are reset at every order fill. So this would be the high just before the reset.
• Low During Position: This field is for order fills, and is the lowest price during the Trade Position which would existed at the time of the order fill. The highest and lowest prices during the Position are reset at every order fill. So this would be the low just before the reset.
• Note: This contains the Text Tag which originates from the Trade Window for the order. In the case of an automated trading system this is a TextTag variable in the s_SCNewOrder structure.

Missing Order Fills from Trade Activity Log

Follow the instructions in the Viewing Historical Trade Activity section to view order fills. At the top of the Trade Activity Log, in the list which lists the Order Activity Types, set it to Fills to see only order fills.

When the settings at the top of the Trade Activity Log are set correctly including the Trade Account (control that lists Accounts) and the Date Range to Display settings, then all of the order fills which can be displayed based upon those settings, and are already stored by Sierra Chart will be displayed.

If you do not see the order fills you want to see, then they were never received in real-time by Sierra Chart from the trading server and Sierra Chart was not able to request them from the trading server. For additional information about this, refer to Automatic Insertion of Missing Order Fills For Non-Simulated Trading.

In general, the only way to be assured all the time of Sierra Chart receiving an order fill is for the order to have been entered from Sierra Chart, and for Sierra Chart to be connected to your Trading service trading account at the time of the order fills. Otherwise, there are various conditions can cause the order fill not to be received by Sierra Chart.

The order fills need to have a correct timestamp when they are provided as historical fills and the time on the computer needs to be accurate for order fills received in real time. If the time on the computer is not accurately set, this can cause a condition where you can see a real-time received fill in the correct order in the Trade Activity Log but when the Trade Activity Log is refreshed, you will not see it in the same place because it will be moved to the correct location based on its actual Date-Time. However, the time on a computer would have to be significantly off for this to be an obvious problem. For information about setting the computer's Date-Time, refer to help topic 38.

Missing Trade Activity

If the trading activity you expect to see in the Trade >> Trade Activity Log >> Trade Activity tab, it is not displaying, then the very first step is to carefully follow through the instructions in the Viewing Historical Trade Activity section on this page to make sure the filter controls at the top of the Trade Activity Log are set to display the information that you require.

In almost all cases, this is the source of a problem of apparent missing data. However, keep in mind that only order and fill activity from orders entered and filled while Sierra Chart is running, is guaranteed to be in the Trade Activity Log.

There is no guarantee, that any order entered outside of Sierra Chart, is going to be logged in the Trade Activity Log. You should assume this is not going to be the case unless you are using a Sierra Chart trading service like Teton or the Simulated Futures Trading service.

Order and fill activity from trading performed outside of Sierra Chart, is not guaranteed to be in the log. Order fills which occurred when Sierra Chart is not running are not guaranteed to be in the log.

Another reason for missing Trade Activity data is an unlikely condition where there is an error was encountered when writing data to the Trade Activity Log. At the time this occurs, a message will be added to the Trade >> Trade Service Log.

You can have also deliberately cleared trade activity for a particular Symbol and Trade Account and this is another reason for missing trade activity data.

Automatic Insertion of Missing Order Fills For Non-Simulated Trading

For Sierra Chart provided Trading services which include the Trading Evaluator, Teton Order Routing, and LMAX, historical order fills are requested when Sierra Chart makes a connection to the remote data and trade servers (File >> Connect to Data Feed).

Other trading services may have historical order fills but they would be very limited and only for the current trading day and they clear at the end of the day.

However, when using the Teton Futures Order Routing Service or the Simulated Futures Trading Service, there is extensive historical order fills available. This is a dramatic difference compared to the usual 1 day of historical order fills available with other futures trading platforms!

When Sierra Chart connects to the trading server, the missing order fills since the Date-Time of the last order fill that Sierra Chart has in the Trade Activity Log for the Trade Account, are requested.

Sierra Chart processes these historical order fills and inserts into the Trade Activity Log any missing order fills received. If there are missing order fills inserted, the Trade Statistics, Trades, Period Trade Statistics tabs of the Trade Activity Log are rebuilt.

The Trades list in a chart, if the chart is maintaining a Trades list and if the Symbol and Trade Account of the chart matches the symbol of the inserted order fills, is also rebuilt.

If the missing order fills are not available from the server and you are still missing order fills in the Trade Activity Log for a particular symbol, then you may want to follow the Clearing Trade Activity instructions for a symbol to reset the Trade Activity for that symbol back to a clean state. And then if you reconnect to the data feed, whatever historical order fills are available on the server will then be downloaded, if Sierra Chart supports downloading them from the particular Trading service being used.

Or the other possibility is to manually insert missing order fills with Edit >> Insert Trade Activity Entry on the Trade >> Trade Activity Log menu.

For additional information about inserting Trade Activity entries, refer to Trade Activity Data Editing Menu Commands.

Determining Historical Trade Position Quantity from Trade Activity Log

At any historical point in time when there is order activity for a symbol, and in some cases when there is a connection to the trading server, you can determine the Trade Position Quantity for a symbol.

Refer to the Viewing Historical Trade Activity section on this page for instructions to set the Trade Activity tab to list trading activity for a specific Symbol, Trade Account and Date-Time range.

In the list of activity types at the top of the Trade Activity Log you will want to select All Activity or Positions.

In the Trade >> Trade Activity Log >> Trade Activity tab there is a column named Position Quantity which indicates the Trade Position Quantity at every order update.

You may also see a line in the Trade Activity Log when connecting to the trading server which indicates the Internal Trade Position Quantity has been synchronized to the Service Position Quantity and it includes the Trade Position Quantity from the server at that point in time for the symbol. Example:

Trade Data Chart Studies

To view the Closed Profit/Loss historically on a chart, use the Trading: Closed Profit/Loss study on a chart of the same symbol that you want to view this for.

Providing Trade Activity Log Data Lines to Support

Sometimes support will need to see the lines in the Trade Activity Log >> Trade Activity tab for an order or orders. Follow these instructions to provide this to Sierra Chart support.

1. Select Trade >> Trade Activity Log on the menu.
2. On the Edit menu of the Trade Activity Log make sure that Disable Trade Activity Log is unchecked/disabled.
3. Select the Trade Activity tab. This is the first tab. This is the tab that we need to see data from.
4. Select All Activity in the list box at the top. If Support specifically asked you for "Fills", then instead select Fills from this list box at the top.
5. In the list of Symbols at the top of the Trade Activity Log, select the symbol of the order. Do not select All Symbols. Simulated trading has the prefix [Sim] in front of the symbol. For simulated order activity you will need to select the symbol with that prefix.
6. In the list of Trade Accounts at the top of the Trade Activity Log, select the particular trade Account the order is for. In this particular case, you can select All Accounts if you are not sure of the account.
7. In the Date Range to Display frame, make sure the From Date is set to the same day or earlier than the Order Activity that you want to view. Make sure that Today is checked. Press the Apply button.
8. The relevant orders should now be displayed. Each order has multiple lines within the Trade Activity tab. The ordering is in time ascending order as long as Edit >> Descending Display Order is not selected.
   
   An order can be identified by its DateTime, Symbol, Internal Order ID, OrderType, and the other fields. These lines indicate the various statuses and other data for the order. Support needs to see all of the lines for a particular order or orders that you have a question about.
9. Click on the first line in the list using your Pointer device for the first order or orders that you have an issue with. Press and hold the Shift key on your keyboard. Go to the last line for the order or orders you have an issue with and left click again. This will highlight the order lines. Release the Shift key.
10. Select Edit >> Copy Selection on the menu.
11. As an alternative you can just copy all of the data that is currently displayed in the Trade Activity Log. To do this, select Edit >> Copy All. It is preferred that you do not do this because it provides too much data.
12. Go to your e-mail message or Support Board message, right-click and select Paste to paste a copy of the order activity.

Providing Trade Activity Log File to Support

If Sierra Chart Support has referred you to this section, then we want to get one or more Trade Activity Log files rather than a copy of some of the lines within the Trade >> Trade Activity Log window.

To provide Sierra Chart support a Trade Activity Log file, follow these instructions.

1. Open the Message Log with Window >> Message Log. If the message log does not appear select Window >> Reset Windows. It will then appear.
2. Scroll to the top of the Message Log.
3. You will see a line like the following: Program path: C:\SierraChart\ | (date-time). You will need this for the next step.
4. Navigate through your operating system file manager window, to that folder obtained in the prior step which in this case is C:\SierraChart\.
5. Within that folder open the \TradeActivityLogs subfolder.
6. This folder contains the trade activity log data files. There is a separate file for each day and each trade account. The file name format for non-simulated trading is as follows: TradeActivityLog_YYYY-MM-DD_UTC.[TradeAccount].data. The file name format for simulated trading is as follows:TradeActivityLog_YYYY-MM-DD_UTC.[TradeAccount].simulated.data.
   
   The time range contained within each file is from 00:00:00.000 to 23:59:59.999 UTC (universal coordinated time) time.
7. You will need to provide the files which contain data for the particular dates and Trade Account that you have a question about or Sierra Chart has specifically requested.
8. Copy these files and provide them to Sierra Chart support either as a Support Board attachment or as an email attachment. In the case of the Support Board, the files will be made private by default. So only Sierra Chart support has access to them.

Restoring Backups of Trade Activity Logs

Follow the instructions below to restore a backup of a Trade Activity log file.

1. Backups are made of the affected Trade Activity log files in the /TradeActivityLogs subfolder in the Sierra Chart installation folder, for any operation that you perform which deletes trade activity data.
   
   Whether this is deleting specific Trade Activity entries, or performing a Clearing Trade Activity Data operation. These backup files are stored in the /Backups subfolder in the Sierra Chart installation folder on your computer.
   
   This is an example file name: 2021-10-12 014240.TradeActivityLog_2021-08-27_UTC.Sim1.simulated.data.
2. To restore one of these files, you will need to exit from Sierra Chart.
3. Move these files back into the /TradeActivityLogs subfolder and rename the file without the Date-Time and dot portion to the left of TradeActivityLog_.
4. If a particular file being moved already exists in the destination folder, then you will need to delete the one that already exists before moving the original one into the the destination folder.
5. Another technique is to move the file back into the /TradeActivityLogs folder, and remove the Date-Time portion of the filename and change the account identifier portion of the filename to some other nonexistent account identifier.
   
   You can then export the order fills for that account, and then import them back into Sierra Chart and they will be imported into the correct existing Trade Activity files.
6. When done with the file management, start Sierra Chart again.

Profit / Loss Calculations and Symbol Settings

Profit/Loss calculations and the display format for Price values in the Trade Activity Log, rely on the Symbol Settings in Global Settings >> Symbol Settings. These settings include the Value Format, Tick Size, and Currency Value Per Tick. These need to be set correctly for the symbol. If the Global Settings >> Symbol Settings change for a particular symbol, you need to reapply the settings in the Trade Activity Log. This can be done by going to the Trade Activity tab in the Trade Activity Log and selecting the Edit >> Refresh Log command.

The same symbol settings that you see in the Chart >> Chart Settings window have no affect on the Trade Activity Log in any way. Those are specific for the individual chart only.

Importing and Exporting Data

It is supported to export and import data on the Trade Activity tab of the Trade >> Trade Activity Log.

The visible contents of the Trade Activity tab can be exported/saved to a tab delimited text file.

The Order Fills from this text file can be later imported into the same or different installation of Sierra Chart. Only the Order Fills from this text file will be imported. Lines in the file where the ActivityType is "Order" or other types will not be imported. Also, duplicate Order Fills will be ignored. More details about this are explained below.

The Date-Times of the exported order fills will be in the UTC time zone. If you do not want to import this data, and you want the Date-Times in the global time zone setting you have Sierra Chart set to, then instead use Saving to a Text File.

The prices of the exported order fills will be in the exchange native format. This will usually mean, that these prices have a larger value than the adjusted format which is displayed.

If you do not want prices in this format, then instead use Saving to a Text File.

If you are running multiple automated trading system back tests for the same Symbol and Trade Account, and want to export this data and later import it, it is recommended for each back test, you use a different Trade Account to keep these tests separate from each other before starting each back test. Refer to Selecting Trade Account for instructions.

In the case of when using the File >> Export command, the price values are exported in an unadjusted format which means they are saved as they exist before applying the Symbol Price Multiplier.

Follow the instructions below:

1. To export the Trade Activity data, select Trade >> Trade Activity Log on the main window menu.
2. Select Trade Activity tab at the top of the Trade Activity Log window.
3. Follow the Viewing Historical Trade Activity instructions to display the order fills that you want to export.
4. At the top left of the Trade Activity Log in the list of Activity Types it is essential to select either Fills or All Activity if you want to export order fills. Otherwise, they will not be exported. The reason this is essential, is if you are importing this data into another instance of Sierra Chart, nothing is going to get imported because only order fills are imported.
5. On the Trade Activity Log window select File >> Export.
6. Enter a File Name and press the Save button. The data is exported to the specified file into the SavedTradeActivity folder in the folder that Sierra Chart is installed to. Any error message related to the export will be displayed in Window >> Message Log.
7. To Import the data which was previously exported with the Export command, select File >> Import on the Trade Activity Log menu.
8. Select the file and press Open.
   
   The Order Fills will be imported and duplicates will be ignored. It is important to understand how a duplicate is determined. A duplicate is solely determined based upon the Fill Execution Service ID field. If another order fill in the Trade Activity Log with the same identifier is encountered, then this imported order fill will be discarded and not imported.
   
   Any error message related to the import will be displayed in Window >> Message Log.
   
   If you are importing order fills from a source other than Sierra Chart, it is essential that the FillExecutionServiceID field is present for each order fill and is unique for each individual fill.

Trade Statistics Tab

Trades Tab

Period Trade Stats Tab

Account Statistics Tab

Trade Statistics for Charts (Chart Stats) Tab

The Trade Statistics for Charts tab of the Trade >> Trade Activity Log window provides a centralized view of the trading data, for all symbols you are currently trading and you have chart or Trade DOM window open for.

To display this tab, go to Trade >> Trade Activity Log and select Chart Stats at the top menu.

The Trade Statistics for Charts tab displays various trading statistics data for the current Trade Position and for the Closed Trades, both Daily and Cumulative, for charts which are maintaining their own internal Trades list.

Charts that are in Chart Trade Mode, charts that have a Trade Window open, charts with trading related studies, and Trade DOM chart windows will maintain their own internal Trades list from the order fills for the Symbol and Trade Account of the chart.

The data displayed on the Trade Statistics for Charts tab is calculated from the order fills for the particular Symbol and Trade Account the stats are for, which are available in the Trade >> Trade Activity Log.

In the case of non-simulated trading, for the Trade Statistics for Charts tab fields to be accurate, there needs to be a complete set of order fills for the Symbol and Trade Account being traded for the period of time you want to view the statistics for and the start Date-Time of the calculations needs to be set correctly. If there is any inaccuracy, then refer to the Solving Inaccurate Trade Statistics for Charts Field Values section.

For further information about controlling the starting Date-Time in the Trades list in the chart, refer to Understanding and Setting the Start Date-Time for a Trades List.

The Trade Statistics for Charts tab displays either non-simulated or simulated trading data, but not both.

When Trade >> Trade Simulation Mode On is checked, then the Trade Statistics for Charts tab will display simulated trading data only.

When Trade >> Trade Simulation Mode On is unchecked, then the Trade Statistics for Charts tab will display non-simulated trading data only.

In the case of simulated trading which is simulated within Sierra Chart, the Trade Statistics for Charts tab is the only way to see the current Trade Positions outside of the charts themselves.

The Trade Positions window contains non-simulated Trade Positions data only.

The order fills that are within the Trades list in a chart start at the Chart >> Chart Settings >> Trading >> Order Fills Start Date-Time setting or if this is not set, there are other rules which control the starting Date-Time of the order fills loaded into the Trades list in a chart. For complete details, refer to Order Fills Start Date-Time.

In the case of non-simulated trading, the list of order fills held in the Trade Activity Log is from order fills received in real-time and also downloaded from the trade server upon connection to the server.

Therefore, there is a good probability, that the information displayed in the Trade Statistics for Charts tab over time is not going to be accurate. There is a solution to this. Refer to Solving Inaccurate Trade Statistics for Charts Field Values.

On the Trade Statistics for Charts tab, there will only be one line for each Symbol, Trade Account, Order Fills Start Date-Time, Non-Simulated/Simulated, Replaying/Not Replaying, unique combination, whether this originates from a Chart or Trading DOM. The charts/Trading DOMs are searched sequentially and the ones listed are not necessarily the ones you are trading from.

For description of all of the fields, refer to Chart Stats Field Descriptions.

The data is based upon all of the Trades, both Long and Short which have been completed and are also still Open. Not just the current Daily trades.

Order Fill Matching and Flat to Flat Definition

Order fills are grouped together into Trades for reporting purposes. A Trade will consist of two order fills. The first order fill increases the Trade Position Quantity (entry fill) and the second fill decreases the Trade Position Quantity (exit fill). Or a Trade can be defined as a fill that establishes or increases a Position and an offsetting fill that reduces the size of the Position.

In the Trades list and Trade Statistics, there are fields which use the concept of Flat to Flat. The definition of Flat to Flat is defined as the sequence of two or more fills which take you from a flat Trade Position, to a non-flat Trade Position, and then back to a flat Trade Position again. Details of each Trade can be viewed on the Trades tab.

Order fills are always matched using a First in First Out matching method unless Chart >> Chart Settings >> Trading >> Use Last In First Out Fill Matching is enabled.

Order fills are ordered by Date-Time in a time ascending order in the Trade Activity Log. Therefore, fills are match together based upon their Date-Time. There is no association with the particular order a fill is from or matching of fills based upon the association between orders.

Additionally, when an order fill is matched with another order fill to create a single Trade, they need to have different Sides. For example, a Buy fill can only be matched with a Sell fill. The entry fill is considered the opening fill and the exit fill is considered a closing fill without any regard to their Open/Close field with the the order fill data.

For further details, refer to Open Quantity Field Calculation Method. This section explains fill matching from the perspective, of how the Trade Position Quantity is calculated when matching fills.

When order fills are grouped together for creating Trades, all profit and loss calculations are based upon the actual fill prices and there is no averaging used.

Looking at the original fills on the Trade Activity tab and the Trades on the Trades Tab will help you understand how the order fills are matched together.

Questions About the Trade Activity Log Data

Sometimes we are presented with questions about the information reported on one of the tabs of the Trade Activity Log . If it is reasonable to answer and does not require detailed analysis of the data, then we should be able to provide a basic answer.

If answering the question requires detailed analysis of the data in the log, and we do not believe there is any type of issue that needs to be resolved, then this is outside the scope of our support to analyze the data and answer the question.

In the case where we cannot help you, we recommend reviewing the documentation on this page and understanding the information provided in the Trade Activity Log and that you perform your own analysis.

It is essential to understand that the data that you see displayed on the Trade Statistics and Trades tabs comes from the order fills displayed on the Trade Activity tab.

Go to the Trade Activity tab and select Fills in the Orders | Fills | Positions | Account Balance | Info | All Activity list box at the top of the window. By looking at the order fills and understanding the Order Fill Matching and Flat to Flat Definition you can then see how all of the calculations are done and fills are matched.

However, it is important understand there can also be Missing Order Fills from Trade Activity Log which will lead to order fill matching issues an incorrect Trade Statistics and Trades.

Trade Statistics for Charts: Each line that you see displayed on the Trade >> Trade Activity Log >> Trade Statistics for Charts tab comes from a Trades list in each chart that is maintaining a Trades list and Trade Statistics.

Basic Analysis Procedure for Trading Question/Issue

If you have a question/issue about a particular trading event or about a particular order, then go through the following procedure to analyze this.

1. Use the Trade Activity Log to locate the order orders related to the particular event or order.
2. Every line in the Trade Activity Log has a Date-Time which is in the Time Zone Sierra Chart is set to.
3. In the Order Status column you can see the status at every line for the order. If the status is Open, then this means the order is working at the exchange and can be filled.
4. Refer to the Price and Price2 fields for the prices of the order.
5. The Trade Activity Log by design is very detailed and organized and provides all the information needed to analyze a particular trading event.
6. If an order does not fill when expected, then consider its Order Type and its prices, and the behavior of that order type. The external trading service may have been late with the reporting of a fill.
7. You have all of the information you need in the Trade Activity Log to answer your question in most cases. It is appreciated to be self-sufficient here and look at what happened. You know what you did with your trading and you possess all of the information in the Trade Activity Log. We do not have that information ourselves.

Profit/Loss Calculation Rounding Error

Profit/Loss calculations in Sierra Chart which are displayed as a Currency Value are done using floating-point numbers.

Inherently there is some imprecision with these types of calculations which can lead to small .01 display inaccuracies.

There is no solution to this. This is just how it is.

Understanding Daily Trade Statistics Reset Time

On the Trade Statistics tab of the Trade >> Trade Activity Log, the Daily Trades column contains trade statistics which reset each day. This reset occurs once there is an order fill which has a timestamp that crosses the reset time as compared to the prior order fill. How this reset time is determined as explained below.

In the Date Range to Display frame of the Trade Activity Log, set the From >> [time] field to what is considered the start of the trading day. This is the reset time. If this is set to a time other than 00:00:00, the reset time is considered to start in the prior day. For a further understanding of this, refer to Understanding Trading Day Dates Based on Session Times. However, still the resetting will occur at that time when in is encountered.

The information in the following paragraphs applies to current versions of Sierra Chart.

For charts which are maintaining their own Trades list and Trade Statistics which includes charts that are used for Trading or contain trading related studies, the start of the trading day (the reset time) is according to the Chart >> Chart Settings >> Trading >> Start Time for Trades List time setting.

If this Start Time has already been encountered in the current day, then the reset Date-Time is in the current day. If this reset time has not been encountered in the current day, then the reset Date-Time has already occurred in the prior day. For a further understanding of this, refer to Understanding Trading Day Dates Based on Session Times. However, still the resetting will occur at that time when it is encountered.

The start of the trading day is used for Trade Statistics like the Daily Profit/Loss in a chart. There are also various other Trade Statistics accessible through ACSIL and on a Spreadsheet when using the Spreadsheet System for Trading study, and also when using the Trading: studies. All of these will reset at the start of the trading day as explained above. In the case of a chart the reset will occur when this reset time is encountered.

Understanding and Setting the Start Date-Time for a Trades List

The Trade Activity Log maintains its own Trades List which organizes order fills into trades and generates the profit/loss for those trades, and maintains detailed trade statistics.

Charts which are used for trading or charts which require trading related data which includes Trade Statistics, also maintain their own Trades List which organizes order fills into trades and generates the profit/loss for those trades, and maintains detailed trade statistics.

In the case of the Trade Activity Log, the Trades List is used for the following tabs: Trade Statistics Tab, Trades Tab, Period Trade Stats Tab, Account Statistics Tab.

It is important to understand how to control the very first order fill loaded into the Trades List and to understand how this affects all of the subsequent matching of the order fills and therefore the resulting Position Quantity.

The very first order fill loaded in the Trades List is considered the start of a new Trade Position starting from a quantity of 0 irrespective of what the actual Trade Position quantity was just before that fill.

If you do not understand this, you are going to have results that will be erroneous and nonsensical in the resulting generated Trade Statistics and Trades and other tabs.

For understanding of how order fills are matched and the Position Quantity is determined, refer to Open Quantity Field Calculation Method and Order Fill Matching and Flat to Flat Definition. This is essential to understand!

In the case of the Trade Activity Log, the Date Range to Display >> From [Date] [Time] setting directly controls the first order fill Date-Time loaded into this Trades list.

For non-simulated trading, it is supported to filter out the initial order fills that are loaded in the Trades list which are part of an existing Position so that the first fill loaded in the Trades list will always be aligned to the start of a Position. This ensures accurate fill matching and Trade Statistics. To do this, enable Edit >> Filter Initial Fills Part of Existing Position on the Trade Activity Log menu. In the case of Simulated trading, that option is always considered enabled and the filtering occurs. For more information, refer to this video: Order Fill Matching and Trade Statistics.

For charts which are maintaining their own Trades list and Trade Statistics which includes charts that are used for Trading, the first order fill Date-Time loaded in the chart is determined by the Order Fills Start Date-Time setting.

When setting the Date-Time of the first order fill to load in a Trades list, you need to understand that the order fills may not be available starting from that particular Date and Time. Additionally, you can have other order fills missing from that start Date-Time until the current Date-Time. For further information, refer to Missing Order Fills from Trade Activity Log. It is essential to understand missing order fills because if they are missing, this will affect the generated Trade Statistics and Trades and therefore will result in erroneous information presented.

Also refer to Automatically Aligning First Loaded Order Fill to Beginning of Position.

Automatically Aligning First Loaded Order Fill to Beginning of Position

For accurate generation of Trades, Trade Statistics, Profit/Loss values like the Daily Profit/Loss, order fill entries and exits on charts, and the other tabs of the Trade Activity Log, from the order fills, it is necessary that the first fill loaded into the Trades list in a chart or in the Trade Activity Log is the start/beginning of a position.

This is explained in the Understanding and Setting the Start Date-Time for a Trades List section.

There is a way for this to be managed automatically.

In the case of the Trade >> Trade Activity Log, enable Edit >> Filter Initial Fills Part of Existing Position.

In the case of a chart, enable Chart >> Chart Settings >> Trading >> Filter Initial Fills Part of Existing Position.

In the case of when using Trade Simulation Mode or for simulated order fills, these options are always considered to be enabled.

When this is enabled, order fills starting at the specified Order Fills Start Date-Time will become filtered until a fill is found which is the start of a new Trade Position which may very well be the first fill loaded anyway.

The reason that this can be achieved with is because the Position Quantity that exists just after the fill, is recorded with the fill. Although this is not always the case for order fills downloaded from the remote server.

However, when using the Teton Futures Order Routing Service or the Simulated Futures Trading Service, that the Position Quantity is recorded with each fill on the remote trading server. This is why these services should be the preferred services to use Sierra Chart with because they are above and beyond the capability of other services in this area and many other areas.

Whereas with other external Trading services not only do they just provide order fill history for the current trading day, if any, there is no Position Quantity recorded with them. Whereas Sierra Chart provided Trading services provide order fills for at least 1 year and have the Position Quantity. A dramatic difference!

In addition to the above, it is essential that there are also no missing Order Fills for a period of time in order to generate a proper Trades list and Trade Statistics for that same time period. For more information, refer to Missing Order Fills from Trade Activity Log.

Trade Activity Not Displaying or Clearing (Improving Trade Activity Query Performance)

When performing some operation which involves the obtaining or clearing of Trade Activity Data, there is a query made on a background thread to perform this operation. Until this query completes, the displaying of the Trade Activity data will not occur or the completion of the clearing of the Trade Activity will not occur.

Queries are also made for Trade Activity order fills which are loaded into the Trades list of a chart which is used for various Trade Statistics calculations, display of order fills, and the Position Quantity for a particular chart. Until this query completes for a particular chart, this data will not display in a chart.

This query normally will be completed in less than 100 milliseconds but it could take longer. If there is a huge amount of Trade Activity which has to be processed, perhaps this could take an entire minute or longer. A long query time is a very unusual case though.

There can also be multiple outstanding trade activity queries which need to be processed. Only one can be processed at a time and they are placed in a queue. So if there are several outstanding queries that still have to be done, then doing something like enabling the display of order fills on the chart, will not result in the immediate display of the fills.

The queries ahead of the query needed for those fills needs to complete and then the query for those fills needs to complete. You can see the status of the completed queries in the Trade >> Trade Service Log. And there is also an indication in the log message of how many outstanding queries there are at the time of a completed query.

The number of outstanding queries can also be viewed on the Trade Activity Log through the Query Count indication:

To delete old or excessive Trade Activity, refer to Clearing Trade Activity Data.

Another and faster way to clear Trade Activity data efficiently and in bulk is to go to the TradeActivityLogs subfolder in the Sierra Chart installation folder. Delete the trade activity files there that you no longer need. For example, if you want to delete simulated trade activity, delete the files which end with UTC.Sim#.simulated.data. Only delete Trade Activity files when Sierra Chart is not running.

When Trade Activity data is cleared following the method described in the Clearing Trade Activity Data section, backup files are made. Therefore, delete the backup trade activity files in the /Backups subfolder in the Sierra Chart installation folder.

The following are examples of operations which will not immediately complete if there is a long time to complete a trade activity query. So the intended result will take some time to actually occur in this case.

1. Clearing Trade Activity.
2. Displaying of order fills on the chart.
3. Determining the current Trade Position Quantity and Price on the chart for simulated trading, after the chart is loaded. Or any time there is a change in Chart Settings, there is a reload of the internal Trades list which is used to calculate the current Trade Position Quantity.
4. Configuring controls on the Trade Activity Log and pressing the Apply button and waiting for the results to appear.

As of version 2031, trade activity data is now stored in files which contain the trade account identifier rather than multiple accounts within the same file for each day, to improve query performance. To convert any existing files you have, that do not use the trade account, select Global Settings >> Convert Trade Activity Format.

Press Yes to confirm. The above step only needs to be done once.

Solving Trade Activity Incorrect Price Formatting and P/L Values

The price values and the Profit/Loss values displayed in the Trade Activity Log, depend upon having Symbol Settings for the symbol. These are located in Global Settings >> Symbol Settings.

Otherwise the price formatting will be incorrect, the decimal position can be wrong. And the Profit/Loss values will be wrong as well.

It needs to be understood that order fills relating to one particular Trading service, cannot be properly displayed when the Global Settings >> Data/Trade Service Settings >> Current Selected Service, is currently set to a Trading service different than the Trading service the order fills are from.

Therefore, to look at order fills for one particular Trading service, requires that Global Settings >> Data/Trade Service Settings >> Current Selected Service is set to that Trading service. When this is changed, you need to select Edit >> Refresh Log on the Trade Activity Log menu.

Another solution to the problem is to install another installation of Sierra Chart, set to the particular Trading service that you want to use for viewing order fills from that Trading service. Refer to Using Multiple Data and Trading Services at the Same Time. You can copy the files in the TradeActivityLogs subfolder in the Sierra Chart installation folder for your current installation, to the same subfolder in that new installation.

Another item to be aware of, is if your Trade Activity Log contains order fills from two or more different Data/Trading services, and if the Date-Time range settings in the Trade Activity Log are including fills from two or more services, you cannot set the Symbol Filter to All Symbols. Instead, only a specific symbol. Otherwise, the data from two different incompatible symbols will be conflicting.

There is also the ability to export Trade Activity data from one instance of Sierra Chart and import it into another instance. Refer to Importing Exporting Data.