Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 27 Apr 2024 22:51:38 +0000
Post From: LMAX trades
| [2018-10-04 03:56:19] |
| |
|
In regards to the issue of Sierra Chart not processing the LMAX execution reports for orders entered outside of Sierra Chart, we have identified the problem where the trade account was not being assigned to the externally received order and that is what was leading to the problem. This is now resolved. All of the missing order fills are in the process of being downloaded. But we notice that this is creating a significant processing load at times and we cannot allow that at this time. We will need to finish with this over the weekend. And we are not sure how far back we can go on the live system for order fills. Possibly only seven days. When the missing fills are added in, to get the them, what you need to do is follow the instructions here to display the order fills for the last 45 days: Trade Activity Log: Viewing Historical Trade Activity And then clear them by selecting them and selecting Edit >> Delete Trade Activity Entry. After this reconnect to the data feed. It will be best to wait till we finish getting them all over the weekend. ---- For some background as to why this issue occurred. It related to changes to the account number handling to provide faster lookup of orders. And for externally received orders it was not getting set in the case of LMAX. The issue is only very recent in the live trading environment and LMAX demo environment it goes back to August 24. Normally an issue like this is of minimal consequence but because positions are calculated off order fills, it does affect position reporting in Sierra Chart since LMAX does not provide any position reporting over FIX. 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: 2018-10-04 04:10:41
|