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Date/Time: Mon, 06 May 2024 12:19:10 +0000



Post From: System cancelled child order due to no order update

[2013-12-18 09:24:27]
Sierra Chart Engineering - Posts: 104368
Of the Trade Activity Log will tell you exactly what has happened to those Attached Orders:
http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php

The Trade Activity Log is an excellent reference. When you use it yourself, and being you understood what you were doing with the orders and understand your order configuration, you are able to get a very good idea as to what has happened with orders without having to rely upon us.

It is not a problem with Sierra Chart in regard to the described issue. All of the code which manages Attached Orders is known to be 100% reliable at this time.

"canceling due to no order update" means the following:

When Sierra Chart connects to a Trading service server, it requests all of the Open orders for each of the Trade Accounts on the logged in username. If Sierra Chart has an order in its order list with the status of Pending Open, Open, Pending Modify, or Pending Cancel , and this order is not in the list of Open orders sent by the Trading service, then it will be internally canceled. What this means, is that it is simply set to a Canceled state within Sierra Chart. Sierra Chart does not cancel the order with the Trading service because the Trading service does not know about the order.

Sierra Chart will also check the Open order list with Interactive Brokers every 10 or 15 minutes to find out the state of the Open orders.

Our best guess as to what happened, was before the parent order filled,TWS no longer indicated it as an open order and then Sierra Chart internally cancel the Attached Orders because they were considered orphaned. This is a safety feature. But the problem is, why is Interactive Brokers not reporting the order as Open. This has been an ongoing issue for more than 10 years now where TWS simply does not properly communicate the status of orders. In our experience, when we compare TWS to something like a TT FIX adapter, there is absolutely no comparison. The level of reliability is superior compared to TWS.
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: 2013-12-18 09:29:40