Support Board
Date/Time: Sun, 22 Jun 2025 09:21:10 +0000
sc.GetOrderFillArraySize() returning 0 in replay
View Count: 532
| [2022-03-28 12:59:34] |
| User462086 - Posts: 196 |
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This happened a couple of times today after fills had already been detected in the order fill array. There was a replay event before each occurred: Paused 1.00X: ESM22_FUT_CME[M] 1.00 Range #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2022-03-28 04:34:45.948 >> then sc.GetOrderFillArraySize() == 0 on the next execution Replay 1.00X: ESM22_FUT_CME[M] 1.00 Range #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2022-03-28 04:47:51.058 >> then sc.GetOrderFillArraySize() == 0 on the next execution Just curious if this is something that's unique to the replay environment, or if it could also occur in live non-simulated trading? Using version 2362. Date Time Of Last Edit: 2022-03-28 13:00:47
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| [2022-03-28 13:43:27] |
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Were there any order fills actually existing with a Date-Time at or before the current time in the chart during the replay and with a matching Trade Account and Symbol?
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 |
| [2022-03-28 13:48:50] |
| User462086 - Posts: 196 |
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Yes, both instances occurred while a position was open.
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| [2022-03-28 16:58:04] |
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We will do some testing and see what we can find.
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 |
| [2022-03-28 17:28:11] |
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We were not able to reproduce this: Chart: Replay 5.00X: NQM22-CME[M] 1 Min #1 | Study: Test Function 7 | GetOrderFillArraySize: 0 | 2022-03-28 13:25:57.654
Chart: Replay 5.00X: NQM22-CME[M] 1 Min #1 | Study: Test Function 7 | GetOrderFillArraySize: 0 | 2022-03-28 13:25:57.968 + FilledOrder.LastFillDateTimeUTC: 2022-03-24 16:37:40.504 | 2022-03-28 13:25:58.204 Chart: Replay 5.00X: NQM22-CME[M] 1 Min #1 | Study: Test Function 7 | GetOrderFillArraySize: 1 | 2022-03-28 13:25:58.280 Chart: Replay 5.00X: NQM22-CME[M] 1 Min #1 | Study: Test Function 7 | GetOrderFillArraySize: 1 | 2022-03-28 13:25:58.589 However, we have recently seen a related issue. That has been intermittent. So there is evidence of an intermittent issue, regarding a chart not receiving a fill and we do not know why. Although the scenario we were experiencing did not involve a replay and could have been there was a proper technical explanation for what we experience but we were unable to reproduce it when we were debugging it. In your case, when you notice this, maybe the problem relates to the chart not having completed receiving the order fills for the fill query. This could be an explanation. Look at the number of outstanding queries at the time. Refer to: Trade Activity Log: Trade Activity Not Displaying or Clearing (Improving Trade Activity Query Performance) (Refer to the screenshot where it shows the query count) 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: 2022-03-28 17:29:17
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| [2022-03-29 12:09:07] |
| User462086 - Posts: 196 |
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My experience was also intermittent. In both cases, a multiple contract position had been open for about 10 minutes. Contracts were scaled out at targets, new contracts were added back, & all the while the value of sc.GetOrderFillArraySize() and the filled orders' details were fine. Then sc.GetOrderFillArraySize() would return 0 once, and then everything would be okay again with the next code execution. Anyhow, I've coded around it for now. Thanks for the feedback.
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