Support Board
Date/Time: Sat, 10 May 2025 21:49:09 +0000
Post From: Trade position not recognized
| [2018-03-19 01:21:32] |
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We did some extensive testing using CQG FIX and verifying the position quantities are properly processed from the FIX server in Sierra Chart and order fills are properly handled resulting in a correct position quantity. There were no problems. It is quite clear what has gone wrong here. This is the relevant data: ActivityType DateTime Symbol OrderActionSource OrderStatus InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 PositionQuantity FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID Note FillExecutionServiceID HighDuringPosition LowDuringPosition
Order 2018-03-13 15:20:00.034 F.US.CLEJ18 F.US.CLEJ18 30 Sec #2 | User order entry. Flatten&Cancel | Last: 60.45. Current Position quantity: 1 Order Sent 10621 Market 1 Sell 1 621205 Close CL - QkAtk.twconfig Order 2018-03-13 15:20:00.109 F.US.CLEJ18 CQG order update (Canceled) Canceled 10619 2085835785 Limit 1 Sell 60.47 1 621205 Close Order 2018-03-13 15:20:00.156 F.US.CLEJ18 CQG order update (Pending New) Pending Open 10621 2085801411 Market 1 Sell 1 621205 Close CL - QkAtk.twconfig Order 2018-03-13 15:20:00.171 F.US.CLEJ18 CQG order update (Canceled) Canceled 10620 2085801285 Stop 1 Sell 60.24 1 621205 Close Order 2018-03-13 15:20:00.172 F.US.CLEJ18 CQG order update (New) Open 10621 2085801411 Market 1 Sell 1 621205 Close CL - QkAtk.twconfig Order 2018-03-13 15:20:00.173 F.US.CLEJ18 Updated Service Position Quantity to 0 Unspecified 621205 Order 2018-03-13 15:20:00.174 F.US.CLEJ18 CQG order update (Fill). Exchange ID: 6901971981 Filled 10621 2085801411 Market 1 Sell 1 60.44 1 621205 Close CL - QkAtk.twconfig Order 2018-03-13 15:20:00.175 F.US.CLEJ18 Updated Internal Position Quantity to 0. Previous: 1 Unspecified 621205 Fill 2018-03-13 15:20:00.176 F.US.CLEJ18 CQG order update (Fill). Exchange ID: 6901971981 Filled 10621 2085801411 Market 1 Sell 60.44 1 621205 Close CL - QkAtk.twconfig 6901971981 60.45 60.36 Order 2018-03-13 15:20:00.861 Flagging orders waiting for service update. Account: No account specified Unspecified None Order 2018-03-13 15:20:00.862 Requested Open orders from trading service Unspecified None Order 2018-03-13 15:20:01.017 F.US.CLEJ18 Updated Service Position Quantity to 1 Unspecified 621205 Order 2018-03-13 15:20:01.018 F.US.CLEJ18 Updated Service Position Quantity to 0 Unspecified 621205 Order 2018-03-13 15:20:01.019 F.US.CLEJ18 Updated Service Position Quantity to 1 Unspecified 621205 The times above are UTC which was necessary to compare to the FIX log. You flattened the position at 2018-03-13 15:20:00.034. Immediately after that because there was a reconnection or an express connection on your part to the CQG server, the current positions were requested from CQG. CQG indicated the position was 1 when in reality it was actually 0. You then flattened that nonexistent position subsequently, creating a short position. So the CQG server indicated an incorrect position quantity. It has always been very clear to us, that the way CQG does positions, makes a problem like this more likely. CQG needs to take responsibility for this. At this point this is considered finalized on our side and there is nothing further we can do. 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 |