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Direct MessagesDate/Time: Sun, 12 May 2024 14:55:49 +0000
Post From: SC via Interactive Brokers not correctly setting OCO orders - important!
| [2015-05-03 21:27:17] |
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In response to post #31 and #32, it was Interactive Brokers which set the quantity of the Attached Orders to 1 due to the partial fill. Sierra Chart did not do this. You can see that happen at rows 10 and 11 in the spreadsheet attached to post 31. example: why is Row 16 showing 2 contracts in the Quantity col (H) when immediately afterward the 2nd executed fill it drops to 1, but the actual open quantity has increased.I can only assume its because its reading the Never in 1,000,000 years would we ever do something like this: but shouldn't the quantity be based on what the actual live quantity is (Col Q) and NOT what was the previous existing quantity to update because of these partial fills that can lead to this situation? There is no consistent and definitive association between an order quantity and the Position quantity. And besides, at the time Sierra Chart modified the order the quantity was 1 both for the position and for the Attached Orders.Maybe when Col Q is =0 then use col H, but when Col Q is <> 0, then this quantity in Col Q is used.... I960, we are not going to debate this with you. We understand the nature of the problem and it cannot be solved unless IB allows the modification of the price of an order without specifying its quantity. And when using trailing stop orders, there is also a risk this problem will occur. The quantity of an order can change on the IB side and while that new quantity is being sent across the wire, Sierra Chart is not aware of it, and when SC makes an order modification, it is going to use the quantity that it is last aware of. 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: 2015-05-03 21:30:23
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