Support Board
Date/Time: Mon, 02 Jun 2025 14:05:50 +0000
Post From: Rithmic Feed Pending Cancels
| [2025-05-20 14:39:04] |
| Gradient - Posts: 135 |
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Hi, Over the past few sessions I've noticed that when my system attempts to cancel orders, the orders are cancelled in Rithmic but not Sierra. My system sends OCOs and has a set time to cancel orders if they have not been filled. After that time has elapsed, the orders are listed as cancelled in Rithmic, but are still listed as pending cancel in Sierra and thus preventing my system from trading until the OMS in Sierra is updated of which leads to adverse trade location. I've received rejection messages from Rithmic stating that the orders that are attempting to be cancelled no longer exist. I've attached a screenshot displaying this. I've also received other messages that display inconsistency in the Sierra OMS. I've attached screenshots showing the presence of a position in Sierra when in fact there wasn't a position as well as inconsistencies in the PnL. The last two screenshots show the quantity and PnL issue and what the actual PnL was in Rithmic. I've also attempted to manually cancel the system generated orders before the system does as a means of alleviating the pending cancel issue. However, when doing so, a pending cancel order still appears after the elapsed time. Can someone provide advice on how to alleviate this? Thanks Date Time Of Last Edit: 2025-05-20 14:45:28
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 Pending Cancel Error 2.png / V - Attached On 2025-05-20 14:33:30 UTC - Size: 8.2 KB - 15 views Quantity and PnL Error.png / V - Attached On 2025-05-20 14:33:42 UTC - Size: 45.4 KB - 14 views Quantity and PnL Error 2.png / V - Attached On 2025-05-20 14:36:13 UTC - Size: 19.37 KB - 13 views |