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Date/Time: Sun, 01 Jun 2025 01:13:38 +0000



Rithmic Feed Pending Cancels

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[2025-05-20 14:39:04]
Gradient - Posts: 133
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
imagePending Cancel Error 2.png / V - Attached On 2025-05-20 14:33:30 UTC - Size: 8.2 KB - 15 views
imageQuantity and PnL Error.png / V - Attached On 2025-05-20 14:33:42 UTC - Size: 45.4 KB - 14 views
imageQuantity and PnL Error 2.png / V - Attached On 2025-05-20 14:36:13 UTC - Size: 19.37 KB - 12 views
[2025-05-20 16:35:26]
John - SC Support - Posts: 40127
The issue you are describing is a common one with Rithmic. The problem is that Rithmic is not responding properly to let your Sierra Chart know that the position was actually closed.

There is nothing we can do about this. We have let Rithmic know about this multiple times, but they have not resolved it. Keep in mind that Rithmic owns the interface between Sierra Chart and Rithmic, so this is squarely on them to resolve.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-05-20 21:28:03]
Sierra_Chart Engineering - Posts: 19766
You can alleviate this by stopping using Rithmic. There is no other possibility.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing

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