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Post From: Global p/l management order error

[2018-04-11 03:21:56] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We can now explain what has happened. Your automated trading system submitted Attached Orders with the parent order. These are server-side attached orders. The global Profit/Loss Management, sent a cancel request for the orders and a market order to flatten the position. However, the existing Attached Stop orders filled at the same moment and could not be canceled. This is why you ended up being long 2. ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note Order 2018-04-03 10:16:12.455 NQ.20180600.CME_Eq Global Flatten all Positions 58164 2C78899E-2AE4-4D8B-B55A-8F3AD638DA4A Limit 1 Buy 639300.0000000 Pending Cancel S1Mar6jtrade888 Close 58163 -2 Order 2018-04-03 10:16:12.456 NQ.20180600.CME_Eq Global Flatten all Positions 58165 D2BB0B93-932F-40C2-B72F-42A3A416796B Triggered Step Trail Stop 1 Buy 640100.0000000 Pending Cancel S1Mar6jtrade888 Close 58163 -2 Order 2018-04-03 10:16:12.457 NQ.20180600.CME_Eq Global Flatten all Positions 58167 74042E52-EEDB-4674-B3CE-9ED7967298B0 Limit 1 Buy 638800.0000000 Pending Cancel S1Mar6jtrade888 Close 58166 -2 Order 2018-04-03 10:16:12.458 NQ.20180600.CME_Eq Global Flatten all Positions 58168 8C1F745C-626F-4531-A19B-CDCE5A7BAB14 Triggered Step Trail Stop 1 Buy 640100.0000000 Pending Cancel S1Mar6jtrade888 Close 58166 -2 Order 2018-04-03 10:16:12.459 NQ.20180600.CME_Eq Global Flatten all Positions 58169 Market 2 Buy Order Sent S1Mar6jtrade888 Close -2 Order 2018-04-03 10:16:12.514 NQ.20180600.CME_Eq CTS order update (Pending New). Info: Stop Trigger: SubmissionRiskSuccess 58165 D2BB0B93-932F-40C2-B72F-42A3A416796B Triggered Step Trail Stop 1 Buy 640100.0000000 Open S1Mar6jtrade888 Close -2 Order 2018-04-03 10:16:12.515 NQ.20180600.CME_Eq CTS order update (Pending New). Info: Stop Trigger: SubmissionRiskSuccess 58168 8C1F745C-626F-4531-A19B-CDCE5A7BAB14 Triggered Step Trail Stop 1 Buy 640100.0000000 Open S1Mar6jtrade888 Close -2 Order 2018-04-03 10:16:12.536 NQ.20180600.CME_Eq CTS order update (Trade) 58165 D2BB0B93-932F-40C2-B72F-42A3A416796B Triggered Step Trail Stop 1 Buy 640100.0000000 Filled 640100.0000000 1 S1Mar6jtrade888 Close -2 Order 2018-04-03 10:16:12.537 NQ.20180600.CME_Eq Updated Internal Position Quantity to -1. Previous: -2 Unspecified S1Mar6jtrade888 Fill 2018-04-03 10:16:12.538 NQ.20180600.CME_Eq CTS order update (Trade) 58165 D2BB0B93-932F-40C2-B72F-42A3A416796B Triggered Step Trail Stop 1 Buy 640100.0000000 Filled 640100.0000000 1 S1Mar6jtrade888 Close -1 D2BB0B93-932F-40C2-B72F-42A3A416796B_0_T 640125.0000000 639525.0000000 Order 2018-04-03 10:16:12.539 NQ.20180600.CME_Eq Updated Service Position Quantity to -1 Unspecified S1Mar6jtrade888 Order 2018-04-03 10:16:12.540 NQ.20180600.CME_Eq CTS order update (Trade) 58168 8C1F745C-626F-4531-A19B-CDCE5A7BAB14 Triggered Step Trail Stop 1 Buy 640100.0000000 Filled 640100.0000000 1 S1Mar6jtrade888 Close -1 Order 2018-04-03 10:16:12.541 NQ.20180600.CME_Eq Updated Internal Position Quantity to 0. Previous: -1 Unspecified S1Mar6jtrade888 Fill 2018-04-03 10:16:12.542 NQ.20180600.CME_Eq CTS order update (Trade) 58168 8C1F745C-626F-4531-A19B-CDCE5A7BAB14 Triggered Step Trail Stop 1 Buy 640100.0000000 Filled 640100.0000000 1 S1Mar6jtrade888 Close 8C1F745C-626F-4531-A19B-CDCE5A7BAB14_0_T 640100.0000000 640100.0000000 Order 2018-04-03 10:16:12.543 NQ.20180600.CME_Eq Updated Service Position Quantity to 0 Unspecified S1Mar6jtrade888 Order 2018-04-03 10:16:12.544 NQ.20180600.CME_Eq CTS order update (Canceled) 58164 2C78899E-2AE4-4D8B-B55A-8F3AD638DA4A Limit 1 Buy 639300.0000000 Canceled S1Mar6jtrade888 Close Order 2018-04-03 10:16:12.591 NQ.20180600.CME_Eq Order cancellation failed \| Order Cancel Reject. Text: Undetermined Order 58165 D2BB0B93-932F-40C2-B72F-42A3A416796B Triggered Step Trail Stop 1 Buy 640100.0000000 Error 640100.0000000 1 S1Mar6jtrade888 Close Order 2018-04-03 10:16:12.592 NQ.20180600.CME_Eq Order cancellation failed \| Order Cancel Reject. Text: Undetermined Order 58168 8C1F745C-626F-4531-A19B-CDCE5A7BAB14 Triggered Step Trail Stop 1 Buy 640100.0000000 Error 640100.0000000 1 S1Mar6jtrade888 Close Order 2018-04-03 10:16:12.601 NQ.20180600.CME_Eq CTS order update (Canceled) 58167 74042E52-EEDB-4674-B3CE-9ED7967298B0 Limit 1 Buy 638800.0000000 Canceled S1Mar6jtrade888 Close Order 2018-04-03 10:16:12.620 NQ.20180600.CME_Eq CTS order update (New) 58169 9491C570-F72F-40E4-8E66-EBBC299167B7 Market 2 Buy Open S1Mar6jtrade888 Close Order 2018-04-03 10:16:12.621 NQ.20180600.CME_Eq CTS order update (Trade) 58169 9491C570-F72F-40E4-8E66-EBBC299167B7 Market 2 Buy Filled 640225.0000000 2 S1Mar6jtrade888 Close Order 2018-04-03 10:16:12.622 NQ.20180600.CME_Eq Updated Internal Position Quantity to 2. Previous: 0 Unspecified S1Mar6jtrade888 Fill 2018-04-03 10:16:12.623 NQ.20180600.CME_Eq CTS order update (Trade) 58169 9491C570-F72F-40E4-8E66-EBBC299167B7 Market 2 Buy Filled 640225.0000000 2 S1Mar6jtrade888 Open 2 9491C570-F72F-40E4-8E66-EBBC299167B7_0_T Order 2018-04-03 10:16:12.624 NQ.20180600.CME_Eq Updated Service Position Quantity to 2 Unspecified S1Mar6jtrade888 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: 2018-04-11 03:22:28