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Direct MessagesDate/Time: Sat, 04 May 2024 11:12:15 +0000
Post From: LMAX Trading through Central FIX Connection with No Monthly Fees
| [2016-03-30 05:11:05] |
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The problem which occurred yesterday when we disconnected the Sierra Chart master account from the FIX session was that there were several apparent open orders which then the LMAX system showed as Canceled upon the reconnect. These orders were not actually open and were already canceled but had an Open status which was incorrect because they were being modified outside of Sierra Chart. This was because the FIX client order ID was not being updated in the server order list when there was an external order modification. This happens because the FIX OrderID changes and the FIX ClientOrderID changes on an order modify and when we looked up the order based upon the FIX OriginalClientOrderID there was not an update of the FIX ClientOrderID in the order list on the server. This is now resolved. We understand this kind of scenario but it was not considered and there was no consequence to this. The software update has now been applied with this issue resolved. To confirm this actually works, you can enter an order outside of Sierra Chart on your LMAX account and you should see it working within Sierra Chart when Sierra Chart is connected to your LMAX account. Then modify the order outside of Sierra Chart and you should see it move within Sierra Chart. This confirms everything is working properly with this. 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: 2016-03-30 07:22:53
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