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Direct MessagesDate/Time: Fri, 19 Apr 2024 00:01:28 +0000
Post From: CancelAllWorkingOrdersOnExit not working
| [2014-06-12 17:35:52] |
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We have now successfully tested this. While we do have access to many simulated trading systems, often they are not working right or available or they do not provide good data. Anyway, we got a successful test. We did not see any problems. After market orders are filled, the only working order is the Stop Attached Order. This is the Trade Activity Log: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID
Order 2014-06-12 13:24:57.000 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.5 5320 Stop Sell 1941.00 Pending Child sierra Close 5319 Order 2014-06-12 13:24:57.001 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.5 5319 Market 1 Buy Order Sent sierra Open Order 2014-06-12 13:24:58.000 ES-201406-CME TT order update (New). Exchange ID: 3UC9S 5319 0GJQP4008 Market 1 Buy Open sierra Open Order 2014-06-12 13:24:58.001 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UC9S 5319 0GJQP4008 Market 1 Buy Filled 1942.50 1 sierra Open Fill 2014-06-12 13:24:58.002 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UC9S 5319 0GJQP4008 Market 1 Buy Filled 1942.50 1 sierra Open 1 1jaa2sly61jl3 Order 2014-06-12 13:24:58.003 ES-201406-CME Auto-sent child from parent fill 5320 Stop 1 Sell 1941.00 Order Sent sierra Close 5319 1 Order 2014-06-12 13:24:58.004 ES-201406-CME TT order update (New). Exchange ID: 3UC9T 5320 0GJQP4009 Stop Limit 1 Sell 1941.00 1938.00 Open sierra Close 5319 1 Order 2014-06-12 13:28:56.000 ES-201406-CME Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders 5320 0GJQP4009 Stop Limit 1 Sell 1941.00 1938.00 Pending Cancel sierra Close 5319 1 Order 2014-06-12 13:28:56.001 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25. Flatten order 5321 Market 1 Sell Order Sent sierra Close 1 Order 2014-06-12 13:28:56.002 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25 5323 Stop Buy 1943.50 Pending Child sierra Close 5322 1 Order 2014-06-12 13:28:56.003 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942.25 5322 Market 1 Sell Order Sent sierra Open 1 Order 2014-06-12 13:28:57.000 ES-201406-CME TT order update (Cancel). Exchange ID: 3UC9T 5320 0GJQP4009 Stop Limit 1 Sell 1941.00 1938.00 Canceled sierra Close 5319 1 Order 2014-06-12 13:28:57.001 ES-201406-CME TT order update (New). Exchange ID: 3UCAS 5321 0GJQP4010 Market 1 Sell Open sierra Close 1 Order 2014-06-12 13:28:57.002 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAS 5321 0GJQP4010 Market 1 Sell Filled 1942.00 1 sierra Close 1 Fill 2014-06-12 13:28:57.003 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAS 5321 0GJQP4010 Market 1 Sell Filled 1942.00 1 sierra Close enaqj4g0sgk7 Order 2014-06-12 13:28:57.004 ES-201406-CME TT order update (New). Exchange ID: 3UCAR 5322 0GJQP4011 Market 1 Sell Open sierra Open Order 2014-06-12 13:28:57.005 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAR 5322 0GJQP4011 Market 1 Sell Filled 1942.00 1 sierra Open Fill 2014-06-12 13:28:57.006 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAR 5322 0GJQP4011 Market 1 Sell Filled 1942.00 1 sierra Open -1 lv2n9wpn7q2b Order 2014-06-12 13:28:57.007 ES-201406-CME Auto-sent child from parent fill 5323 Stop 1 Buy 1943.50 Order Sent sierra Close 5322 -1 Order 2014-06-12 13:28:57.008 ES-201406-CME TT order update (New). Exchange ID: 3UCAT 5323 0GJQP4012 Stop Limit 1 Buy 1943.50 1946.50 Open sierra Close 5322 -1 Order 2014-06-12 13:31:16.000 ES-201406-CME Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders 5323 0GJQP4012 Stop Limit 1 Buy 1943.50 1946.50 Pending Cancel sierra Close 5322 -1 Order 2014-06-12 13:31:16.001 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25. Flatten order 5324 Market 1 Buy Order Sent sierra Close -1 Order 2014-06-12 13:31:16.002 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25 5326 Stop Sell 1940.75 Pending Child sierra Close 5325 -1 Order 2014-06-12 13:31:16.003 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Buy Entry | Last: 1942.25 5325 Market 1 Buy Order Sent sierra Open -1 Order 2014-06-12 13:31:16.004 ES-201406-CME TT order update (Cancel). Exchange ID: 3UCAT 5323 0GJQP4012 Stop Limit 1 Buy 1943.50 1946.50 Canceled sierra Close 5322 -1 Order 2014-06-12 13:31:17.000 ES-201406-CME TT order update (New). Exchange ID: 3UCAW 5324 0GJQP4013 Market 1 Buy Open sierra Close -1 Order 2014-06-12 13:31:17.001 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAW 5324 0GJQP4013 Market 1 Buy Filled 1942.25 1 sierra Close -1 Fill 2014-06-12 13:31:17.002 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAW 5324 0GJQP4013 Market 1 Buy Filled 1942.25 1 sierra Close 18unh0u1bdbja7 Order 2014-06-12 13:31:17.003 ES-201406-CME TT order update (New). Exchange ID: 3UCAX 5325 0GJQP4014 Market 1 Buy Open sierra Open Order 2014-06-12 13:31:17.004 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAX 5325 0GJQP4014 Market 1 Buy Filled 1942.25 1 sierra Open Fill 2014-06-12 13:31:17.005 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCAX 5325 0GJQP4014 Market 1 Buy Filled 1942.25 1 sierra Open 1 zwkg871w9vib0 Order 2014-06-12 13:31:17.006 ES-201406-CME Auto-sent child from parent fill 5326 Stop 1 Sell 1940.75 Order Sent sierra Close 5325 1 Order 2014-06-12 13:31:17.007 ES-201406-CME TT order update (New). Exchange ID: 3UCAY 5326 0GJQP4015 Stop Limit 1 Sell 1940.75 1937.75 Open sierra Close 5325 1 Order 2014-06-12 13:33:02.000 ES-201406-CME Auto-Trading: ES-201406-CME 5 Sec #1 | L&S 140604 | Canceling all orders 5326 0GJQP4015 Stop Limit 1 Sell 1940.75 1937.75 Pending Cancel sierra Close 5325 1 Order 2014-06-12 13:33:02.001 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942. Flatten order 5327 Market 1 Sell Order Sent sierra Close 1 Order 2014-06-12 13:33:02.002 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942 5329 Stop Buy 1943.50 Pending Child sierra Close 5328 1 Order 2014-06-12 13:33:02.003 ES-201406-CME Auto-trade: ES-201406-CME 5 Sec #1 | L&S 140604 | Sell Entry | Last: 1942 5328 Market 1 Sell Order Sent sierra Open 1 Order 2014-06-12 13:33:02.004 ES-201406-CME TT order update (Cancel). Exchange ID: 3UCAY 5326 0GJQP4015 Stop Limit 1 Sell 1940.75 1937.75 Canceled sierra Close 5325 1 Order 2014-06-12 13:33:03.000 ES-201406-CME TT order update (New). Exchange ID: 3UCBS 5327 0GJQP4016 Market 1 Sell Open sierra Close 1 Order 2014-06-12 13:33:03.001 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCBS 5327 0GJQP4016 Market 1 Sell Filled 1942.00 1 sierra Close 1 Fill 2014-06-12 13:33:03.002 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCBS 5327 0GJQP4016 Market 1 Sell Filled 1942.00 1 sierra Close xf1ke313pcb5z Order 2014-06-12 13:33:03.003 ES-201406-CME TT order update (New). Exchange ID: 3UCBR 5328 0GJQP4017 Market 1 Sell Open sierra Open Order 2014-06-12 13:33:03.004 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCBR 5328 0GJQP4017 Market 1 Sell Filled 1942.00 1 sierra Open Fill 2014-06-12 13:33:03.005 ES-201406-CME TT order update (Fill). Info: Fill. Exchange ID: 3UCBR 5328 0GJQP4017 Market 1 Sell Filled 1942.00 1 sierra Open -1 2e4uesk4ryul Order 2014-06-12 13:33:03.006 ES-201406-CME Auto-sent child from parent fill 5329 Stop 1 Buy 1943.50 Order Sent sierra Close 5328 -1 Order 2014-06-12 13:33:03.007 ES-201406-CME TT order update (New). Exchange ID: 3UCBT 5329 0GJQP4018 Stop Limit 1 Buy 1943.50 1946.50 Open sierra Close 5328 -1 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: 2014-06-12 17:37:26
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