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Date/Time: Sun, 19 May 2024 03:36:04 +0000



Post From: OCO changes its quantities instantly after executing entry order.

[2014-04-30 17:35:56]
Sierra Chart Engineering - Posts: 104368

My OCO also partially fills my market order stop losses, while simultaneously canceling the whole OCO. Also, today the platform completely crashed upon partially executing an entry into the market. The OCO had attached orders to it to bring the position to auto break even as well. This did not work, even though price moved beyond my trigger offset of 5 ticks. So, the original stop loss order/ market order was hit and only partially filled me, canceled the OCO and left me naked in the market.
This is confusing to us and we do not fully understand it. We do not need all of these details because we will not take the time to understand them unless there is a very good reason. And the way that we would analyze a particular order related issue is through the Trade Activity Log .

We have discovered the source of the abnormal shutdown problem when using Attached Orders and and we will be releasing a new release in about 15 minutes. It is going to be version 1130.

Another problem that we found which relates to this abnormal shutdown, is that the quantities of the Attached Orders will not be set to the same quantity as the parent when there are partial fills of the parent order in quick succession. Maybe this is causing the other problem you are describing which we are not fully understanding.

As long as you are not using server-side OCO, Attached Orders will function properly. You make mention of issues persisting for months, those prior issues were with the CTS handling of OCO orders which you are no longer using because you are not using server-side OCO.


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: 2014-04-30 18:47:05