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Direct MessagesDate/Time: Sat, 04 May 2024 02:57:45 +0000
Post From: Not Receiving Final Fill on Partially Filled Order using LMax FIX
| [2018-09-10 21:01:11] |
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We now know what happened. During an order modification 2 fills occurred and that restored the Sierra Chart set client order ID back to the previous one and changed the order status back to open. While this order modification was still outstanding there was another order modification from your side changing the client order ID again to a new client order ID. This second modification is where the problem began. The first order modification then completed but both the LMAX order ID and the client order ID did not match up to what Sierra Chart held at that moment for the order. At this point there was a loss of order id synchronization. We have implemented a solution to this already and that is in version 1803. We will be implementing another solution to prevent the order status from going back to open when there is a pending modify or pending cancel, and the order update is a fill and the new status is still considered an open status. There is no way we could anticipate a problem like this. It just has to be learned from experience and also the way that LMAX handles order IDs where they change on order modifications can lead to this kind of condition. Order ID handling should not be like this. There should be a constant fixed order ID throughout the life of the order. 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: 2018-09-10 21:01:58
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