Support Board

What do you mean by "did not seem to generate an actual fill"? From what I can tell looking at earlier log entries (for example the above T4 stop trigger (8:18:14.000, 8:18:14.001, 8:18:14.003), it is normal for T4 order updates, on a stoploss, to first show as "Pending Open", then "Open", then finally "Filled". Order ID 797 is doing the same (goes from "Pending Open" to "Filled" at 9:09:18.002 and 9:09:18.003).

The problem that I see is my "flatten and cancel" first happens. Sierra Chart sees that at 9:09:18.000 and 9:09:18.001 and logs "Cancelling all orders" (this works on ID 797) then "Auto-Trade: ....Flatten&Cancel" (this starts a new internal order ID 798). And then immediately afterwards, T4 stops me out at 9:09:18:003, while Sierra Chart continues working on the flatten and close (order ID 798) by submitting three T4 updates (market Buy 3). I'm sure T4 will concur after I show them the ServiceOrderID's for internal order ID 798 (I still need to check my official "fills" as you said).

And then immediately afterwards, T4 stops me out at 9:09:18:003,