Support Board
Date/Time: Sat, 10 May 2025 21:39:20 +0000
Super slow Order "Filled" updates from TDAmeritrade to SC?
View Count: 5454
| [2015-12-01 08:23:00] |
| User941434 - Posts: 39 |
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I am using SC Data feed with TDA as my trade service. I am exclusively trading NYSE and Nasdaq listed stocks. The automated spreadsheet I am using works perfectly fine in trade simulation mode. However when I use it to send orders to TDA my trade service activity log shows that it has been taking five minutes to six hours for the trade to get reported to SC server as filled? The log shows it takes only one second for TDA to report the sale as received and open, and in checking my TDA account the trades are executed and filled within one or two seconds, but my automated spreadsheet is being held up due to working orders that in actuality have been filled? A manual Trade>>Refresh Trade Data from Service doesn’t suit my needs as my trading model required full automation. I have also tried using Trade >> Open Trade Window for Chart >> Menu/M >> Use Order Fill Calculated Position as a workaround to no avail. The first Buy trade that occurred to open a position with my spreadsheet for trading was executed at TDAmeritrade but it did not show up in the Trade >> Trade Activity Log- Trade Activity tab (and therefore trade position in Cell J8 remained zero) for six hours until I manually refreshed using Trade>>Refresh Trade Data from Service. Any thoughts on how to improve the TDA Order update time, or get the Use Order Fill Calculated Position working so I can rely upon order fill data from within SC and not upon Trade Position data from the external Trading service? |
| [2015-12-01 09:02:04] |
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This should not happen. There are two possibilities. There is either a problem on the TD Ameritrade side. However, in our experience, a problem like this is not common. Also when we were reviewing the Sierra Chart code for HTTP TLS connections, which is fairly new, we found a small problem were the initial requests could have been dropped during the TLS negotiation. Possibly this was one of the streamer requests. So update to the current version of Sierra Chart which is 1332 and see if that resolves the issue. We suspect that it might. If not, we recommend using Interactive Brokers. Even though there are issues with Interactive Brokers, overall the quality of service for trading is going to be significantly above that of TD Ameritrade. From our perspective, we do not regard the TD Ameritrade trading API as the best for automated trading. Use Order Fill Calculated Position has a dependency upon order fills . So those fills need to be received as they occur in real-time. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-01 09:06:58
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| [2015-12-01 16:19:24] |
| User941434 - Posts: 39 |
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I updated to version 1322 but this did not solve the problem. I tested with a purchase and it remained open until I manually didTrade>>Refresh Trade Data from Service.I tested on another trade and when I quickly manually refreshed the trade data I was able to get a "filled" entry on the Orders and Position - Orders tab within 2 seconds. however neither of these two trades are showing as filled in the Trade Activity Log, or in the Trade window in my chart?? I prefer to stay with TD Ameritrade and work out this bug if possible rather than the hassle of switching to IB and learning their new system etc. Any other ideas or suggestions that may overcome this TDA order update issue? |
| [2015-12-01 18:27:52] |
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We need to determine if the streaming account updates are working as that is the most likely source of the problem. Go to Window >> Show/Hide Message Log and let us know if you see lines like this in the Message Log: TD Ameritrade | Streamer response: STREAMER_SERVER_ID. Additional text: 02-4 | 2015-12-01 13:21:27 Submit a Buy Limit order below the current market price and modify that order. Be sure to modify it to a price which will not fill. The order line will go into a "Pending Modify" state. And then the state within 2 to 3 seconds will go back to "Open". Does the order state go back to "Open"? This confirms the streaming activity updates are being received. If not, that is the source of the problem and we need to determine why. We tested this ourselves now and it worked properly. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-01 18:29:50
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| [2015-12-01 20:48:00] |
| User941434 - Posts: 39 |
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I performed the buy order test and it remained in "Pending Modify" state for 5 minutes, then I hit "Refresh Trade Data" radio button on the trade Activity Log and the modified order when immediately to "Open" status. The only lines in the Message log that have the word Streamer are BOLDED below from the log: Date Time Of Last Edit: 2015-12-02 13:54:54
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| [2015-12-01 20:55:58] |
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We understand the reason for the problem now. We have to think about a solution. Basically the reason that this is happening is there is no streamer request being made because you are using the Sierra Chart Exchange Data Feed and there are no market data requests being made to the TD Ameritrade system. We think we can solve this. We will work on it today. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-01 20:56:59
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| [2015-12-02 00:01:54] |
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This problem is now solved. We will have a new release out before morning.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-02 15:41:54] |
| User941434 - Posts: 39 |
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You guys are awesome! Will the updates be in version 1333? It doesnt look like it is posted for download yet.
Date Time Of Last Edit: 2015-12-02 15:44:08
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| [2015-12-02 17:46:53] |
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Yes it will be in version 1333 which will be out today.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-03 02:00:48] |
| User941434 - Posts: 39 |
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I downloaded version 1334 and attempted the Buy limit order test you proposed earlier in this post: Submit a Buy Limit order below the current market price and modify that order. Be sure to modify it to a price which will not fill. The order line will go into a "Pending Modify" state. And then the state within 2 to 3 seconds will go back to "Open". Unfortunately it didn't work and my results were the same: When I changed the price on the buy limit order it immediately switched to "Pending Modify" stayed in that state for 5 minutes, then as soon as I hit "Refresh Trade Data" radio button on the trade Activity Log and the modified order went immediately to "Open" status. There were no lines added to the message log after I entered original test limit trade, the modification, and ultimately hit the "Refresh Trade Data" radio button. Another possible solution may have already been competed by your engineering team based on an earlier post I sent on 11/11/2015: I am having a having with trading on TD Ameritrade using TDA data feed with a NYSE common stock with Symbol BRK.B
Trade Order Error - Order error: TDA order update. Please enter a valid stock symbol.. Internal Order ID: 4274.Service Order ID: (none). Symbol: BRK/B | 2015-11-11 10:45:56 * I tried changing my SC chart symbol from BRK/B to BRK.B but the chart ( and the spreadsheet for trading) is blank and not updating each second on the chart and the automated spreadsheet for trading as it did with the use of symbol BRK/B? What is the solution so that I can auto trade this stock? SC Engineering 's answer was: [2015-11-11 18:56:01]#2
Sierra Chart Engineering - Posts: 28889 Select Chart >> Chart Settings. Set the Trade and Current Quote Symbol to BRK.B. But we realize, this would cause the current Quote data to be all zeros. But this will be solved in an upcoming release with a new option to use the symbol only as a trading symbol. We will not take too long to get this feature improvement out. But just please allow us about two weeks. It is not going to take us longer than that. We have had it on our near-term list now for about a month. If this revision has been completed it would work just as well for me. Please advise. Thanks again for all your help with this issue! Date Time Of Last Edit: 2015-12-03 02:27:58
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| [2015-12-03 03:54:49] |
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But this will be solved in an upcoming release with a new option to use the symbol only as a trading symbol. This is not done yet and will not resolve the problem. We want you to restart Sierra Chart and connect to TD Ameritrade and do not open any charts. After about 30 seconds, provide a copy of the Message Log by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-03 06:00:24] |
| User941434 - Posts: 39 |
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Okay. See Message log below.
Date Time Of Last Edit: 2015-12-04 04:07:11
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| [2015-12-03 06:19:08] |
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Do you have multiple accounts assigned to your TD Ameritrade username? At this point, that seems like the only reasonable explanation and for some reason account activity updates are not received for all of them but they should. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-08 01:36:07
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| [2015-12-03 06:41:40] |
| User941434 - Posts: 39 |
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Yes I have seven accounts. All of the accounts show up on the SC Positions Tab of the Orders and Position Window and are accurately reported with the current number of shares I own in each account. The problem seems to lie in my having to hit the refresh trade data button to get the chart trade window and cell J5 in my spreadsheet for trading to update as "filled" rather than this occurring automatically after a trade is received and filled by TDA. I actually unlinked four of the accounts and ran the buy limit test and order modification test again, but it still required my manually clicking the "refresh trade data" button to change the test limit order from pending modify to open. When I tried to cancel the order in the chart trade window the trade service log added the bolded entry below: Trade Activity Log file read result: 174 records inserted. 0 records filtered. | 2015-12-03 02:24:38 Trade Activity Log file date-time limits: Sim records date-time limit is 2015-11-18 00:00:00. Non-sim records date-time limit is 2015-09-01 00:00:00. Non-sim fill record date-time limit is 2015-02-27 00:00:00. | 2015-12-03 02:24:38 TD Ameritrade | Requesting order status for Service Order ID: 12039642503 | 2015-12-03 02:26:53 TD Ameritrade | Requesting order status for Service Order ID: 12039642503 | 2015-12-03 02:27:10 TD Ameritrade | Requesting order status for Service Order ID: 12039642513 | 2015-12-03 02:27:10 TD Ameritrade | Order error: The order could not found. Please check its status. | 2015-12-03 02:28:40 * I had to go onto TDAmeritrade to cancel the test limit order. The message log had no new entries that were created from entering the original limit order, the modified order, or the failed cancelation order. I did go into each account separately to test to a buy limit order change request ant it worked with the primary account I have with TDA but not with any of the other six "linked" TDA accounts. Date Time Of Last Edit: 2015-12-03 07:45:16
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| [2015-12-03 19:53:16] |
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We need some time to research this, but we are fairly certain the TD Ameritrade documentation about the streamer account activity updates is not accurate. They say that if we start streamer activity updates with no account specified that will start updates for all accounts. We may have to start the account activity updates for all accounts. We just need some time to look into this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-08 01:36:48
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| [2015-12-08 01:38:53] |
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We have confirmed that the account activity streamer from TD Ameritrade does not work as documented and is not providing updates on additional accounts associated with the logged in Username. We are going to implement a simple patch for this. It is not very efficient but we will implement it. It will be out in the next release. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-08 03:46:57] |
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We released version 1336 potentially solving this problem differently. Give it a try and let us know if you still experience the issue. Let us know one way or another. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-08 07:03:34] |
| User941434 - Posts: 39 |
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I downloaded version 1336 and tried again but it did not work. When I submitted a buy limit order and then modified that order in the chart it went to pending modify. It did not go back to open, after 5 minutes I manually hit "Refresh trade Data" and it immediately went to "Open" status. Here is the last entry in my trade service log: TD Ameritrade | Requesting order status for Service Order ID: 12050119207 | 2015-12-08 01:47:22 TD Ameritrade | Requesting order status for Service Order ID: 12050119342 | 2015-12-08 01:47:23 When I tried the same test with the primary account that the others are linked to the test went fine. Here is the trade service log for when it worked with the primary account. TD Ameritrade | Requesting order status for Service Order ID: 12050119465 | 2015-12-08 01:51:25 TD Ameritrade | Requesting order status for Service Order ID: 12050119465 | 2015-12-08 01:51:35 TD Ameritrade | Requesting order status for Service Order ID: 12050119473 | 2015-12-08 01:51:35 |
| [2015-12-08 07:16:01] |
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This is clearly a limitation on the TD Ameritrade side but we can go ahead and workaround it using our original plan.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-11 03:35:00] |
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Letting you know in 1337 we have implemented a workaround for this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-12-11 05:50:40] |
| User941434 - Posts: 39 |
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I tried prerelease 1337 and it didn't resolve the issue. I will wait and download full version 1337 and let you know if that works.... Thanks again for all your efforts on this! Date Time Of Last Edit: 2015-12-11 05:53:58
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| [2016-01-19 15:23:22] |
| User941434 - Posts: 39 |
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I have downloaded version 1350 and the workaround doesn't appear to have solved the problem. The primary TDAmeritrade account refreshes for trade modifications, fills, cancelsperfectly and automatically, however my other TDA ameritrade accounts that are linked to the primary account still require my manually clicking "Refresh Trade Data" radio button on the "Orders and Trade Positions" window in the Trade menu. Windoethe TDA Ameritrade. In addition to being unable to modify my orders on the trade window for the linked accounts, I also cannot cancel them on the trade window, and have to manually go into the TDAmeritrade website to do so. Below is the last two entries in my trade service log entry showing the error code: TD Ameritrade | Order error: The order could not found. Please check its status. | 2016-01-19 10:04:36 * TD Ameritrade | Order error: The order could not found. Please check its status. | 2016-01-19 10:05:05 * Here are the last two entries on the message window: HTTP connection to ds01.ddfplus.com:80 (8) | Closed. No error. | 2016-01-19 00:18:39 HTTP connection to ds01.ddfplus.com:80 (8) | Shutdown and closed. | 2016-01-19 00:18:39 |
| [2016-01-19 18:49:16] |
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We have not made any further changes and the status of orders is requested every five seconds when there are multiple accounts detected when logged into TD Ameritrade. The below text in bold is from TD Ameritrade: TD Ameritrade | Order error: The order could not found. Please check its status. | 2016-01-19 10:04:36 * There is nothing further we can do. We recommend using Interactive Brokers instead: Interactive Brokers Trading Service You need to be aware that this API of TD Ameritrade is substandard, from what we can tell is no longer under any active development, is generally unsupported by them because they do not respond to email questions timely if at all, and apparently they do not even monitor their own API forum anymore. Also from our position, we would never get involved with an API like this anymore. It is nonstandard, disorderly and very substandard. We have looked at this broker: https://brokerage.tradier.com/ However, they themselves do not offer an acceptable API for us. We have told them to adopt the DTC Protocol, but have heard nothing back. Even though we are critical of Interactive Brokers, still that is a far better system than what TD Ameritrade offers regarding trading. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-01-19 18:54:11
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| [2016-01-19 18:56:12] |
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Posting removed because became irrelevant.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-01-20 04:06:00
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| [2016-01-19 22:24:39] |
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Regarding the problem with canceling orders, we did now discover what that issue is from. This is from the TD Ameritrade documentation: If the orderid is not in the associated account, then the accountid must be specified
The account ID was not being specified so we will specify that. This will be out in the next release in a couple of days. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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