Support Board
Date/Time: Sat, 21 Mar 2026 18:27:12 +0000
[User Discussion] - Position & position from fills - possibility of temporary mismatch?
View Count: 32
| [2026-03-21 09:51:58] |
| curious16 - Posts: 40 |
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There are two ways to determine the current open position. (1) Read s_SCPositionData.PositionQuantity. (2) Read s_SCOrderFillData.TradePositionQuantity, I call this the fills-implied position. It is clear that the fills-implied position cannot be correct unless all required fills are available. However, assuming we have all fills available, which of the two position values will update faster to a new order fill? It would be helpful to hear from other users whether you saw any temporary mismatch between position and fills-implied position, and how you dealt with this. It seems to me that, maybe, the fills-implied position reacts faster to new order fills, but of course this will depend on the trading service. I am particularly interested in hearing from other users' experience with Teton and with Interactive Brokers regarding any temporary mismatches between position and fills-implied position. |
| [2026-03-21 16:00:50] |
| Sierra_Chart Engineering - Posts: 23285 |
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which of the two position values will update faster to a new order fill?
These update at the exact same time from an order fill. It does not matter about the trading service. Trading services will separately report the position, and that normally is going to come after the fill, but the position quantity in Sierra Chart does immediately update from the order fill. When the position update comes from the trading service that updates what is called the Service Position Quantity on the Position data:Trading Information Windows: Positions Window Fields Although inherently Interactive Brokers has all kinds of position related reporting issues and can only be considered, unreliable. Mismatch problems are common. The best source of information is from us only: I am particularly interested in hearing from other users' experience with Teton and with Interactive Brokers regarding any temporary mismatches between position and fills-implied position.
Users will only give you inaccurate, misleading or distorted information based on lack of understanding (which is understandable).
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: 2026-03-21 16:09:54
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| [2026-03-21 17:11:38] |
| curious16 - Posts: 40 |
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Thanks for clarifying this. As you indicate, I was posting this question based on the notion that position update messages typically are sent out later than the fill confirmations. In the link you provided it indicates that "If the Quantity field becomes different than Trade Service Position Quantity, then the Quantity field is synchronized to the Trade Service Position Quantity after approximately 10 seconds".
I assume you do that to adjust for incorrect position if, e.g., a fill that was needed to determine the correct fills-implied position was not available. However, what happens if the position update reports keep providing wrong position data? This scenario apparently is possible with the Interactive Brokers service. Does that mean you keep adjusting the fill-implied quantities to the wrong service positions? If that happens, what approach should a user take to mitigate/minimize the problem? Don't tell me to just not use Interactive Brokers. I know about the weaknesses of their software. I hate their cluttered, clumsy TWS Workstation, but due to their wide market and instrument coverage (e.g. equity) they are sometimes the only choice. |
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