Support Board
Date/Time: Fri, 28 Aug 2026 23:46:34 +0000
Detached/Cancelled Child/Stop Orders
View Count: 23
| [2026-08-28 16:09:09] |
| User643426 - Posts: 144 |
|
Attached order quantity increase is abandoned after a failed modification, leaving the position under-protected ==================================================================== Sierra Chart version: 2922 Trade service: Rithmic Direct - DTC Symbol: MNQU6.CME Trade account: ACCOUNT-A Date: 2026-08-26 Internal order IDs: 32349 (parent market order), 32350 (attached stop) Note: the trade account identifier has been replaced with ACCOUNT-A throughout this report and both attached exports. It is a live account on the Rithmic Direct trade service under my username; happy to supply the real identifier privately if it is needed to correlate against your logs. SUMMARY ------- 1. A 10 contract market order filled in three partials (2 / 2 / 6). 2. The attached stop was auto-sent at quantity 2 after the first partial and never reached 10. 3. Sierra queued the increase, attempted it twice, - both attempts failed because the order was not acknowledged by the trade service. 4. After the acknowledgment arrived, Sierra reconciled its own recorded intent down from 10 to 2 rather than retrying the queued modification. 5. 3.2 seconds later, price reached the stop. Only 2 of the 10 contracts were closed. 6. The remaining 8 contracts were left with no protective order and no warning of any kind was presented. SEQUENCE (from the attached Trade Activity Log export) ------------------------------------------------------ 13:44:25.459056 Parent market order submitted, qty 10, with attached order 13:44:25.538390 Partial fill 2 of 10 13:44:25.538410 Auto-sent child from parent fill qty 2 13:44:25.538427 Partial fill 4 of 10 13:44:25.538440 Modifying of order is being delayed (Increasing child order quantity from 2 to 4) 13:44:25.538445 Filled 10 of 10 13:44:25.538460 Removed 1 prior delayed modification due to later modification (Increasing child order quantity from 2 to 10) 13:44:25.538852 Increasing child order quantity from 1 to 10 from parent fill. Requested Price: 29299.25. Requested Quantity: 10 13:44:25.538856 Order modification failed (InternalOrderID) | Still awaiting acknowledgment of new order. Unable to modify 13:44:25.538910 Delayed modification of order is being processed now 13:44:25.538913 Increasing child order quantity from 2 to 10 from parent fill 13:44:25.538918 Order modification failed (InternalOrderID) | Still awaiting acknowledgment of new order. Unable to modify 13:44:25.568350 Rithmic Direct - DTC (New) qty 2 13:44:25.568436 Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 29299.00, CurrentPrice1: 29299.00, LastModifyQuantity: 10, CurrentQuantity: 2 13:44:28.756915 Stop filled, quantity 2. PositionQuantity 8. The acknowledgment at .568350 arrived roughly 30 ms after the two modification attempts. By then the delayed-modification queue had already been drained by the two failures, so nothing remained to be applied. QUESTIONS --------- 1. When a queued attached-order quantity increase fails because the order has not yet been acknowledged, why is the modification not retried once the acknowledgment is received? 2. Why is there no alert or warning when a working attached stop order covers less quantity than the current position? SEPARATE OBSERVATION, POSSIBLY UNRELATED ---------------------------------------- The failed modification logged at 13:44:25.538852 records "Increasing child order quantity from 1 to 10" and "Requested Price: 29299.25". Neither value corresponds to this order. Order 32350 was priced at 29299.00, and its parent filled in a 2 / 2 / 6 sequence, so there was never a quantity of 1. Those values match a different account's order placed in the same instant. The second attempt at .538913 used the correct values for this order, so nothing incorrect was sent to the trade service. I am not certain whether this indicates a real cross-order issue or is simply how the message is composed for display. Noting it in case it is meaningful. FILES ATTACHED -------------- ACCOUNT-A_2026-08-26_ORDERS_id32349_32350.txt Trade Activity Log, Orders, filtered to these two order IDs ACCOUNT-A_2026-08-26_FILLS_id32349_32350.txt Trade Activity Log, Fills, filtered to these two order IDs ORDERS 8/26/26: ActivityType DateTime TransDateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username IsAutomated Orders 2026-08-26 13:44:25.459052 2026-08-26 13:44:25.459051 MNQU6.CME MNQU6.CME[M] #41 | User order entry | Last: 29308.75 | AOE=true | AOU=true. Attached Order 32350 Stop Sell 2929875.0000000 Pending Child-Client ACCOUNT-A Close 32349 40Tick.Stop.twconfig 0.00 Day N Orders 2026-08-26 13:44:25.459056 2026-08-26 13:44:25.459055 MNQU6.CME MNQU6.CME[M] #41 | User order entry | Last: 29308.75 | AOE=true | AOU=true 32349 Market 10 Buy Order Sent ACCOUNT-A Open 40Tick.Stop.twconfig 0.00 Day N Orders 2026-08-26 13:44:25.536163 2026-08-26 13:44:25.536163 MNQU6.CME Rithmic Direct - DTC (New) 32349 2873899431 Market 10 Buy Pending Open ACCOUNT-A Open 40Tick.Stop.twconfig 0.00 32349.30401 Day N Orders 2026-08-26 13:44:25.538385 2026-08-26 13:44:25.538384 MNQU6.CME Rithmic Direct - DTC (New) 32349 2873899431 Market 10 Buy Open ACCOUNT-A Open 40Tick.Stop.twconfig 0.00 2873899431 32349.30401 Day N Orders 2026-08-26 13:44:25.538390 2026-08-26 13:44:25.538389 MNQU6.CME Rithmic Direct - DTC (Partial fill) 32349 2873899431 Market 10 Buy Open 2930900.0000000 2 ACCOUNT-A Open 1458896 40Tick.Stop.twconfig 0.00 2873899431 32349.30401 Day N Orders 2026-08-26 13:44:25.538403 2026-08-26 13:44:25.538402 MNQU6.CME Modifying Attached Order from parent fill. Parent base price: 29309.00. New price: 29299.00. Requested Price: 29299.00. Requested Quantity: 0 32350 Stop Sell 2929875.0000000 Pending Modify ACCOUNT-A Close 32349 2 40Tick.Stop.twconfig 0.00 Day N Orders 2026-08-26 13:44:25.538406 2026-08-26 13:44:25.538406 MNQU6.CME Order modified internally. Modifying Attached Order from parent fill. Parent base price: 29309.00. New price: 29299.00. Requested Price: 29299.00. Requested Quantity: 0 32350 Stop Sell 2929900.0000000 Pending Child-Client ACCOUNT-A Close 32349 2 40Tick.Stop.twconfig 0.00 Day N Orders 2026-08-26 13:44:25.538410 2026-08-26 13:44:25.538409 MNQU6.CME Auto-sent child from parent fill 32350 Stop 2 Sell 2929900.0000000 Order Sent ACCOUNT-A Close 32349 2 40Tick.Stop.twconfig 0.00 Day N Orders 2026-08-26 13:44:25.538427 2026-08-26 13:44:25.538426 MNQU6.CME Rithmic Direct - DTC (Partial fill) 32349 2873899431 Market 10 Buy Open 2930912.5000000 4 ACCOUNT-A Open 2 1458897 40Tick.Stop.twconfig 0.00 2873899431 32349.30401 Day N Orders 2026-08-26 13:44:25.538440 2026-08-26 13:44:25.538436 MNQU6.CME Modifying of order is being delayed. (Increasing child order quantity from 2 to 4 from parent fill. Using specified quantity of 4. Using LastModifyPrice1. Requested Price: 29299.00. Requested Quantity: 4) 32350 Stop 4 Sell 2929900.0000000 Order Sent ACCOUNT-A Close 32349 40Tick.Stop.twconfig 0.00 32350.66622 Day N Orders 2026-08-26 13:44:25.538445 2026-08-26 13:44:25.538445 MNQU6.CME Rithmic Direct - DTC (Filled) 32349 2873899431 Market 10 Buy Filled 2930935.0000000 10 ACCOUNT-A Open 4 1458898 40Tick.Stop.twconfig 0.00 2873899431 32349.30401 Day N Orders 2026-08-26 13:44:25.538460 2026-08-26 13:44:25.538459 MNQU6.CME Removed 1 prior delayed modification due to later modification. Modifying of order is being delayed. (Increasing child order quantity from 2 to 10 from parent fill. Using specified quantity of 10. Using LastModifyPrice1. Requested Price: 29299.00. Requested Quantity: 10) 32350 Stop 10 Sell 2929900.0000000 Order Sent ACCOUNT-A Close 32349 40Tick.Stop.twconfig 0.00 32350.66622 Day N Orders 2026-08-26 13:44:25.538852 2026-08-26 13:44:25.538851 MNQU6.CME Increasing child order quantity from 1 to 10 from parent fill. Using specified quantity of 10. Using LastModifyPrice1. Requested Price: 29299.25. Requested Quantity: 10. Requested Price: 29299.25. Requested Quantity: 10 32350 Stop 2 Sell 2929900.0000000 Pending Modify ACCOUNT-A Close 32349 10 40Tick.Stop.twconfig 0.00 32350.66622 Day N Orders 2026-08-26 13:44:25.538856 2026-08-26 13:44:25.538856 MNQU6.CME Order modification failed (InternalOrderID) | Still awaiting acknowledgment of new order. Unable to modify 32350 Stop 2 Sell 2929900.0000000 Open ACCOUNT-A Close 32349 10 40Tick.Stop.twconfig 0.00 32350.66622 Day N Orders 2026-08-26 13:44:25.538910 2026-08-26 13:44:25.538909 MNQU6.CME Delayed modification of order is being processed now. 32350 Stop 10 Sell 2929900.0000000 Open ACCOUNT-A Close 32349 40Tick.Stop.twconfig 0.00 32350.66622 Day N Orders 2026-08-26 13:44:25.538913 2026-08-26 13:44:25.538913 MNQU6.CME Increasing child order quantity from 2 to 10 from parent fill. Using specified quantity of 10. Using LastModifyPrice1. Requested Price: 29299.00. Requested Quantity: 10. Requested Price: 29299.00. Requested Quantity: 10 32350 Stop 2 Sell 2929900.0000000 Pending Modify ACCOUNT-A Close 32349 10 40Tick.Stop.twconfig 0.00 32350.66622 Day N Orders 2026-08-26 13:44:25.538918 2026-08-26 13:44:25.538917 MNQU6.CME Order modification failed (InternalOrderID) | Still awaiting acknowledgment of new order. Unable to modify 32350 Stop 2 Sell 2929900.0000000 Open ACCOUNT-A Close 32349 10 40Tick.Stop.twconfig 0.00 32350.66622 Day N Orders 2026-08-26 13:44:25.568350 2026-08-26 13:44:25.568339 MNQU6.CME Rithmic Direct - DTC (New) 32350 2873899466 Stop 2 Sell 2929900.0000000 Pending Open ACCOUNT-A Close 32349 10 40Tick.Stop.twconfig 0.00 32350.66622 Day N Orders 2026-08-26 13:44:25.568413 2026-08-26 13:44:25.568404 MNQU6.CME Rithmic Direct - DTC (New) 32350 2873899466 Stop 2 Sell 2929900.0000000 Open ACCOUNT-A Close 32349 10 40Tick.Stop.twconfig 0.00 2873899466 32350.66622 Day N Orders 2026-08-26 13:44:25.568436 2026-08-26 13:44:25.568435 MNQU6.CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 29299.00, CurrentPrice1: 29299.00, LastModifyQuantity: 10, CurrentQuantity: 2 32350 2873899466 Stop 2 Sell 2929900.0000000 Open ACCOUNT-A Close 32349 40Tick.Stop.twconfig 0.00 2873899466 32350.66622 Day N Orders 2026-08-26 13:44:28.756909 2026-08-26 13:44:28.756908 MNQU6.CME Rithmic Direct - DTC (New) 32350 2873899466 Stop 2 Sell 2929900.0000000 2929900.0000000 Open ACCOUNT-A Close 32349 10 40Tick.Stop.twconfig 0.00 2873899466 32350.66622 Day N Orders 2026-08-26 13:44:28.756911 2026-08-26 13:44:28.756910 MNQU6.CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 29299.00, CurrentPrice1: 29299.00, LastModifyQuantity: 2, CurrentQuantity: 2 32350 2873899466 Stop 2 Sell 2929900.0000000 2929900.0000000 Open ACCOUNT-A Close 32349 40Tick.Stop.twconfig 0.00 2873899466 32350.66622 Day N Orders 2026-08-26 13:44:28.756915 2026-08-26 13:44:28.756915 MNQU6.CME Rithmic Direct - DTC (Filled) 32350 2873899466 Stop 2 Sell 2929900.0000000 2929900.0000000 Filled 2929900.0000000 2 ACCOUNT-A Close 32349 10 1459011 40Tick.Stop.twconfig 0.00 2873899466 32350.66622 Day N Fills 8/26/26: ActivityType DateTime TransDateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username IsAutomated Fills 2026-08-26 13:44:25.538393 2026-08-26 13:44:25.000000 MNQU6.CME Rithmic Direct - DTC (Partial fill) 32349 2873899431 Market 2 Buy Open 2930900.0000000 2 ACCOUNT-A Open 2 1458896 40Tick.Stop.twconfig 0.00 2873899431 32349.30401 Day N Fills 2026-08-26 13:44:25.538430 2026-08-26 13:44:25.000000 MNQU6.CME Rithmic Direct - DTC (Partial fill) 32349 2873899431 Market 2 Buy Open 2930925.0000000 4 ACCOUNT-A Open 4 1458897 40Tick.Stop.twconfig 0.00 2873899431 32349.30401 Day N Fills 2026-08-26 13:44:25.538449 2026-08-26 13:44:25.000000 MNQU6.CME Rithmic Direct - DTC (Filled) 32349 2873899431 Market 6 Buy Filled 2930950.0000000 10 ACCOUNT-A Open 10 1458898 40Tick.Stop.twconfig 0.00 2873899431 32349.30401 Day N Fills 2026-08-26 13:44:28.756919 2026-08-26 13:44:28.000000 MNQU6.CME Rithmic Direct - DTC (Filled) 32350 2873899466 Stop 2 Sell 2929900.0000000 2929900.0000000 Filled 2929900.0000000 2 ACCOUNT-A Close 32349 8 1459011 2931025.0000000 2929900.0000000 40Tick.Stop.twconfig 0.00 2873899466 32350.66622 Day N |
 ACCOUNT-A_2026-08-26_ORDERS_id32349_32350.txt - Attached On 2026-08-28 16:05:57 UTC - Size: 7.19 KB - 3 views ACCOUNT-A_2026-08-26_FILLS_id32349_32350.txt - Attached On 2026-08-28 16:06:22 UTC - Size: 1.39 KB - 2 views |
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