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Date/Time: Thu, 02 May 2024 08:28:15 +0000



[Locked] - SC/TTNet not talking with AMP auto-trim/liquidate

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[2015-01-12 14:14:50]
bekitz3 - Posts: 83
Sierra/TTNet setup is not communicating with the system AMP uses for auto-trim/liquidate. They use XTrader on the TT side to do this and Sierra does not see these orders.

Obviously this is a serious issue. I notified AMP about this in NOV-2014 but it looks like the problem still persists. You guys need to be involved in the loop on this one.

In the last 5 minutes of the trading session, this system has trimmed a position unbeknownst to me....then I go to flatten before session end and wind up with an unintended position. I believe their system technically takes action with 4 min to go in the session. I found this out in NOV-2014, so took special care to manage my trades prior to this 4 min mark....but a margin change slipped past me causing this issue again this weekend.

Please work with them on this to resolve this ASAP!!

Thx.
[2015-01-12 16:05:51]
Sierra Chart Engineering - Posts: 104368
Sometime after the moment in time the Trade Position is changing externally, select File >> Disconnect and File >> Connect to Data Feed.

Do you then see the correct Trade Position in Sierra Chart? If not, then the order fills are not being received by the FIX server.

In any case, we do not see how we can provide any help with this. The order fills should be automatically sent to the FIX server so that they will be sent to the connected Client. This is not happening. So the question for them is why is it that the FIX server is not receiving the fill.
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: 2015-01-12 16:06:35
[2015-01-12 17:00:46]
bekitz3 - Posts: 83
Sometime after the moment in time the Trade Position is changing externally, select File >> Disconnect and File >> Connect to Data Feed.
So there's a couple of things to mention regarding this:

1) I was unaware that the Trade Position was changed externally so I wouldn't have had a reason to try the dis-connect/re-connect option.

2) After I was aware of this from my account statement, I then flattened the position in the next session which in reality created a new open position within Sierra Chart (which didn't really exist). Upon seeing this, I did try the dis-connect/re-connect option with no change and also tried a restart of Sierra Chart with no change also. I had to contact the trade desk to confirm I was really flat and upon this confirmation they then did something on their end....then had me restart....then the position was gone and Sierra reflected the proper 'Flat' status.


If not, then the order fills are not being received by the FIX server.
How is this different from orders that originate from Sierra (which works fine) vs. orders externally?? Seems if they both route to the same place (FIX server) that wouldn't be the issue? Unless there are some sort of FIX settings that prevent communication with Sierra unless Sierra initiates the communication (ie: order placement/cancel, etc). I don't know much about this....just throwin' in out there.


So the question for them is why is it that the FIX server is not receiving the fill.
I've notified them of this twice now (Nov-2014 & now) and have provided them a link to this thread in hopes of some sort of collaboration to address this. Perhaps their risk management software (which is based on TT - Xtrader) is not routing thru the same server or routing thru the server in a way that bypasses any comms with Sierra?
[2015-01-12 17:46:26]
Sierra Chart Engineering - Posts: 104368
1. You normally should not have to do this. We are just trying to understand better what the source of the problem could be.

2. What this indicates is that Sierra Chart was not receiving the correct start of day Position and all of the order fills from the FIX server and that is not something we have control over.


As far as what the underlying problem is, we do not know but the end result is Sierra Chart is not getting the order fill data from the FIX server that it should be.

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: 2015-01-12 17:46:51
[2015-04-15 02:31:59]
Futures Operator - Posts: 239
Was this issue corrected, or does the newer overnight reporting with Amp/TTnet still not work reliably in SC, and order fill based position reporting is needed?
[2015-04-15 05:16:38]
Sierra Chart Engineering - Posts: 104368
Amp/TTnet provides accurate overnight position reporting.

We are closing this thread because it is a long complex thread.
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
[2015-04-16 05:06:16]
Sierra Chart Engineering - Posts: 104368
More information about the original post is here:
Sometimes life has long complex problems (AMP/TTNet)
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

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