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Date/Time: Thu, 25 Apr 2024 11:35:23 +0000



Post From: Interface between SC and T4 is seriously broken

[2013-06-17 22:54:29]
vsh2m - Posts: 7
There is a bug in your calculation of average position price. As the upper screenshot shows (see SC-T4-partial-fills.jpg), there is a lot of "Partial Fill" records, which are created by FCM's back office and which have zero quantity. I belive, you use them "as is" to calculate SC positions thus performing division by zero. That results in the weird Average Entry Price as the lower screenshot shows.

Recall that I have already reported this problem (CTS T4 position shows weird price after Sierra restarted), but you decided to forget it. I understand that you are busy with completion of T4 FIX setup, but please fix this simple bug in the current T4 interface.

Besides, after upgrading to SC 987 and 988, things became even worse, as now the member variable s_SCPositionData.AveragePrice can be populated with garbage like negative prices, for example. Still the SC window "Orders and Positions" shows correct prices for both orders and positions.

I have another T4 account with another FCM, which has not had such issues so far, maybe because that FCM does not create "Partial Fill" records with zero quantities (see SC-T4-nice-and-clean.jpg).

There is one more problem with SC and T4 setup, which appeared after upgrading to SC 987 and 988. Basically, SC does not show positions on the charts any more, although it shows fills and stop orders as the screenshot displays (SC-T4-no-position-on-chart.jpg). This problem is pertinent to both FCMs.

I hope this info will help you fix these bugs. Thank you.
Date Time Of Last Edit: 2013-06-17 23:02:34
imageSC-T4-partial-fills.jpg / V - Attached On 2013-06-17 22:53:33 UTC - Size: 162.22 KB - 551 views
imageSC-T4-nice-and-clean.jpg / V - Attached On 2013-06-17 22:53:41 UTC - Size: 84.62 KB - 544 views
imageSC-T4-no-position-on-chart.jpg / V - Attached On 2013-06-17 22:53:52 UTC - Size: 112.74 KB - 516 views