Support Board
Date/Time: Tue, 31 Mar 2026 23:10:47 +0000
ACSIL: 2nd Symbol Order Submission
View Count: 342
| [2026-02-08 18:58:07] |
| Gradient - Posts: 199 |
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Hi, I'm submitting orders for multiple symbols from a single chart. The chart for the 2nd symbol is open in the Chartbook. Per the documentation, I am connected to the datafeed during the replay as the 2nd symbol's orders do no use the replay data. However, I've noticed that orders for the 2nd symbol are not being filled despite the price oscillating around the order. I've also noticed that the 2nd symbol's orders are not appearing in the TAL under the Trades tab but PnL is available for both symbols in the Chart Stats tab. I've noticed that the Entry Time in the Trade Orders Window for the 2nd symbol is the current datetime vs the replay datetime which I assume is to be expected given that the 2nd symbol does not use replay data. I'm using sc.AddMessageToLog but the Message Log is not updating. I do not have Disable Visible Message Logging enabled. However, I added sc.SetAlert with the same string as a test and alerts are being added to the Alert Manager. I'm running tests over the weekend thus there is no live market data. Is the behavior I'm experiencing a result of needing to be connected to the live feed but doing so when the market is closed? How can I receive trades and stats for both symbols in the TAL and ensure fills in the 2nd symbol when the price is crossed? I slowed the replay down multiple times but this behavior still persists. Thanks. |
 Sierra Chart 2nd Symbol Not in TAL 1.png / V - Attached On 2026-02-08 18:49:02 UTC - Size: 19.17 KB - 29 views Sierra Chart 2nd Symbol Not in TAL 2.png / V - Attached On 2026-02-08 18:49:29 UTC - Size: 60.42 KB - 28 views Sierra 2nd Symbol Not Filled 2.png / V - Attached On 2026-02-08 18:49:42 UTC - Size: 13.03 KB - 27 views |
| [2026-02-09 17:51:46] |
| John - SC Support - Posts: 45398 |
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We are not understanding what is occurring. Is this live trading or simulated (we assume Simulated, but we need to verify). Are you using the built-in simulation mode or the Trading Evaluator? Are you running a replay on one chart but not another, and then entering orders on the chart not running a replay? If you are entering orders on a chart not running a replay and the market is closed, then if you are entering a Limit order, then it will not fill as the market is not moving. A "Market" order will show up as filled in this scenario with Simulation Mode On enabled, but that is all. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-09 18:23:27] |
| Gradient - Posts: 199 |
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This is Simulated. I'm not using Trading Evaluator. I'm connected to Teton. I'm running a replay on all charts in chartbook. |
| [2026-02-09 19:04:29] |
| John - SC Support - Posts: 45398 |
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Ok, so you are running a replay of all charts. In which case orders should be processing correctly for the built-in Simulation Mode. We still do not understand what you mean by a "2nd symbol". And what exactly is occurring? How are you entering an order? What is the order type? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-09 20:22:47] |
| Gradient - Posts: 199 |
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I'm submitting orders for multiple symbols from a single chart (i.e. Chart 1). (i.e. study that submits orders is only running on one chart but submitting orders for multiple symbols) There are multiple charts open in the Chartbook. The 2nd Symbol is the Symbol of another chart (i.e Chart 2) in the Chartbook which is different from the symbol of the chart where the study is running. Chart 1, via the study, submits orders for Symbol 1 (i.e. the symbol of Chart 1) and Symbol 2(i.e. the symbol of Chart 2). I've tested multiple order types, specifically, Market, Limit, Limit Touch Chase, and Market if Touched. ISSUES: 1) The fill price for the 2nd symbol is incorrect. When using limit orders and submitting orders via BuyOrder or SellOrder for the Symbol of the 2nd Chart, the fills are away from the arrival price (see attached). The example in the screenshot was just taken. The market is open but the fill price for the Symbol of the 2nd Chart is significantly away from the actual price during the replay. It's more in line with current prices not past prices. The replay does not include the current date. 2) Chart 1 and Chart 2 are using the same trading account. Yet when checking the TAL for that account only orders for Chart 1 appear in the Statistics and Trades tab. However, PnL appears for both symbols in the Chart Stats tab. 3) In some cases, when using limit orders, the market during the replay oscillates around the order for Chart 2 but no fill occurs. This specific event occurred when the market was closed and I was attempting to run a replay of all charts in the Chartbook. I've been connected to the datafeed during each of these tests as per the documentation that's required in order to submit orders for symbols other than the symbol referenced by the chart in which the study is running. |
| Sierra 2nd Symbol Order Sent Away From Arrival Price.png / V - Attached On 2026-02-09 20:13:08 UTC - Size: 19.08 KB - 25 views |
| [2026-02-09 20:42:04] |
| Gradient - Posts: 199 |
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I checked the Trade Window for the Last Example where the fill price was significantly away from the arrival price. I created a new chartbook and opened a 3min chart of today's current auction. Per the Trade Window during the replay, the order for the symbol(i.e NQH26_FUT_CME) of the second chart was submitted at 15:01:12.402. This was a market order. The replay did not include today's date, thus the replay price was nowhere near the fill price. Looking at the attached 3min chart of the current day's auction, we can see that the fill price during the replay for the second symbol was the actual market price at 15:01 today, despite today not being in the date range of the replay. Bar number 421 on the 3min chart began at 15:00 and ended at 15:03. The replay chart date was 1/6/26 and the market was trading 100pts higher but the fill was at today's price during the replay. Date Time Of Last Edit: 2026-02-09 20:46:37
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| Sierra 2nd Symbol Orders Arrive At Current Market Price Duri.png / V - Attached On 2026-02-09 20:38:09 UTC - Size: 49.18 KB - 27 views Sierra 2nd Symbol Orders Arrive At Current Market Price Duri.png / V - Attached On 2026-02-09 20:38:15 UTC - Size: 5.05 KB - 26 views |
| [2026-02-10 06:56:56] |
| Sierra_Chart Engineering - Posts: 23387 |
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The example in the screenshot was just taken. The market is open but the fill price for the Symbol of the 2nd Chart is significantly away from the actual price during the replay. It's more in line with current prices not past prices. Yes this does make sense because when submitting an order, for a symbol other than the symbol of the chart, it will never use replay data. It is always going to use the current data received from the data feed.2) Chart 1 and Chart 2 are using the same trading account. Yet when checking the TAL for that account only orders for Chart 1 appear in the Statistics and Trades tab. However, PnL appears for both symbols in the Chart Stats tab. Check the documentation for each of these windows/tabs. What they display is going to be based upon the documented settings for each of them. They are completely different with what they display.
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 Date Time Of Last Edit: 2026-02-10 06:57:25
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| [2026-02-11 01:15:01] |
| Gradient - Posts: 199 |
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Thanks. Makes sense. |
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