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Date/Time: Tue, 07 May 2024 19:05:44 +0000

Post From: Unable to close position with DTC

[2018-09-11 12:15:42] Link To Thread - Link To Post [Go To First Post]
Endo - Posts: 5
I am using the Sierra Chart DTC server to develop a DTC client and am unsure whether this problem should be here or the DTC board, but I think it is specific to Sierra Chart. When sending, for example, a DTC buy market order message to open a position of size 1, and then a sell market order of the same size, the resulting position is -1 when it should be flat. Since there is no DTC message to close a position this makes it impossible to ever end up flat with market orders. I have also replicated this behaviour using a new instance of SC in DTC mode, sending orders to the main instance from that one. I have tried every combination of TRADE_OPEN, TRADE_CLOSE, and TRADE_UNSET with no result because even though the docs say it is not used for futures, the SC server includes it in messages. The ORDER_UPDATE messages sent from the SC server are almost identical when I open and close a position from my DTC client to when I do the same thing from the SC trading DOM, but the end result is different and I cannot think of any reason why. More details: CQG data service, but trading in SC Simulation mode, symbol: F.US.USAZ18 Date Time Of Last Edit: 2018-09-11 12:22:45