Date/Time: Thu, 01 Jun 2023 03:11:09 +0000
Post From: Now Released: Upcoming CME Direct Routing
Sierra Chart Engineering - Posts: 104368
We do see an issue, with synchronizing with the clearing from account balances that we need to work out.
This is a description of the problem:
Current account balance is 1000 USD.
A position is put on at 13:00 central time. This is held across the CME maintenance time from 4 PM to 5 PM central time.
After the close, the current profit of this position is 100 USD according to the received official settlement. So the account marked to market has a balance of 1100 USD.
Two hours later after the market reopens, at 7 PM central time the position is closed and has a profit of 200 USD. So at that point the balance is 1200 USD.
We then get the money file from the firm at 9 PM central and they give a balance of 1100 USD and therefore we remove 100 USD from the account to set the balance to be the same. However, this is wrong. The balance should remain at 1200.
I do have a solution to this. I just need to remember the account value marked to market when we have the settlement prices, for each trading account, between 4 PM to 5 PM and then compare against that field of remembered data, to the firm money file.
Sierra Chart Support - Engineering Level
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Date Time Of Last Edit: 2021-09-17 16:45:09