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Rithmic& TST - Cancelling bracket order due to no order update from server

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[2015-05-14 13:19:20] #1 [Go To First Post]
@sstfrederik - Posts: 403
Hi, In recent past I have seen a couple of times that after I get filled on TST (with Rithmic data) my bracket orders gets cancelled for no logical reason. The TAL shows "Cancelling due to no order update from server". This very inconvenient testing an auto strategy. The connection with Rithmic is reset quite often as well. It is not the internet connection while I am on a very reliable VPS platform and my live accounts run fine. Does anybody have the same experience? Any hints to solving this? I am considering adding a check to my auto system and add a bracket trade whenever I am filled in the market and the original ones are cancelled. Running SC version 1243. Thanks. fhv

[2015-05-14 18:09:08] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
That message actually indicates the order has been internally marked as canceled. It is not Sierra Chart canceling the order. Possibly because of the Time in Force for those orders, they have been canceled by Rithmic. Refer to: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#OtherOrderActionSourceDescriptions 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

[2015-05-14 18:31:29] #3 [Go To First Post]
@sstfrederik - Posts: 403
It happened this session as well. Orders are TimeInForce: Day. It should not happen, but it also happens when trade is entered manually from the trade window. Below the TAL for this particular trade. Maybe it helps .... ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Fill 2015-05-14 11:27:27.000 ESM5-CME Rithmic Trading order update (Filled) 15805 33621207 Limit 1 Sell 2109.00 Open 2109.00 1 Apr28CC Open -1 123740124 Order 2015-05-14 11:27:27.001 ESM5-CME Auto-sent child from parent fill 15806 Limit 1 Buy 2107.00 Order Sent Apr28CC Close 15805 -1 Order 2015-05-14 11:27:27.002 ESM5-CME Auto-sent child from parent fill 15807 Stop 1 Buy 2111.00 Order Sent Apr28CC Close 15805 -1 Order 2015-05-14 11:27:27.003 ESM5-CME Rithmic Trading order update (Order update) 15805 33621207 Limit 1 Sell 2109.00 Filled 2109.00 1 Apr28CC Open -1 Order 2015-05-14 11:27:45.000 Disconnected from server Unspecified None Order 2015-05-14 11:27:50.000 Connected to server Unspecified None Order 2015-05-14 11:27:56.000 Requesting all orders from trading service Unspecified None Order 2015-05-14 11:27:56.001 ESM5-CME Canceling due to no order update from server 15806 Limit 1 Buy 2107.00 Pending Cancel Apr28CC Close 15805 -1 Order 2015-05-14 11:27:56.002 ESM5-CME Canceling due to no order update from server 15806 Limit 1 Buy 2107.00 Canceled Apr28CC Close 15805 -1 Order 2015-05-14 11:27:56.003 ESM5-CME Canceling due to no order update from server 15807 Stop 1 Buy 2111.00 Pending Cancel Apr28CC Close 15805 -1 Order 2015-05-14 11:27:56.004 ESM5-CME Canceling due to no order update from server 15807 Stop 1 Buy 2111.00 Canceled Apr28CC Close 15805 -1

[2015-05-14 18:38:31] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
After the Attached Orders were sent to Rithmic: Order 2015-05-14 11:27:27.001 ESM5-CME Auto-sent child from parent fill 15806 Limit 1 Buy 2107.00 Order Sent Apr28CC Close 15805 -1 Order 2015-05-14 11:27:27.002 ESM5-CME Auto-sent child from parent fill 15807 Stop 1 Buy 2111.00 Order Sent Apr28CC Close 15805 -1 They were never acknowledged by the Rithmic server. We think we know why. Update Sierra Chart to the latest release. Here are instructions: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate 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

[2015-05-14 18:43:07] #5 [Go To First Post]
@sstfrederik - Posts: 403
Have updated to 1254. Will let you know if it happens again. Thanks so far.

[2015-05-16 23:10:40] #6 [Go To First Post]
@sstfrederik - Posts: 403
I still see a lot of reconnects which concerns me. In addition to the problem above I observed another thing that happens after a reconnect. My autotrade strategy has an order with brackets in pending status and will normally modify price when needed. When a reconnect happens the orderID becomes zero and the script will no longer adjust the order that is still pending since it looses its reference. Is it helpful to send logfiles for analysis so you get an idea if the number of reconnects is normal? I will run a live Rithmic account in parallel in the coming week and see if this behavior is equal to the TST Rithmic which basically is a demo account. Thanks.

[2015-05-16 23:44:12] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There was a particular problem with the Rithmic bridge program in the version you were previously running which has been solved. If you are on the current version of Sierra Chart at this time, which is 1254, any re-connections to the Rithmic system will have an outside cause. And also the connection to the Rithmic system is not controlled by Sierra Chart and is not even handled by Sierra Chart. It is handled by the Rithmic software. Not sure how we could help with reconnect issues which are external. And whether they are normal or not, is not for us to decide since we have no control over the connection. It is not possible to ever have an order ID number which is zero unless you are referring to the Service Order ID while a new order is in the process of being submitted. We do not know what order ID you are referring to and how you are getting that. 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: 2015-05-16 23:44:53

[2015-05-17 00:10:51] #8 [Go To First Post]
@sstfrederik - Posts: 403
ok. thanks. with regard to OrderID. I use the following as per code example in documentation: int& OrderID = sc.PersistVars->Integers[10]; OrderID = NewOrder.InternalOrderID; gets called after a new order was successfully entered. OrderID is displayed as an AlertLine and is currently 0. So I am not sure either where the 0 comes from but documentation says: " [Type: integer] s_SCNewOrder::InternalOrderID When submitting a new order, this is a member that you do not set. When you call one of the Order Action functions (sc.BuyEntry(), sc.BuyExit(), sc.SellEntry(), sc.SellExit), then this will be set to the Sierra Chart InternalOrderID of the order if the order has been accepted. If the variable has not been set, it remains at 0 and this means the order submission was ignored. The reason an order can be ignored is explained in detail in the documentation for each of the Order Action functions. This InternalOrderID can be later used to cancel the order or modify the order. " the 0 seems normal than? My take is that its to do with TST combine being more like sim/demo trading and orderhandling is not that well executed. Date Time Of Last Edit: 2015-05-17 14:13:20

[2015-05-17 20:20:56] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You have to thoroughly debug your code and make a determination as to why the order ID is 0. We have no idea. If the order was successfully submitted, NewOrder.InternalOrderID will have a nonzero value. As long as you are getting a nonzero value, you need to determine what you are doing with it after that which is causing it to go to zero. We recommend outputting to the Message Log the value of the persistent variable that holds the order ID any time it is being set. It will also go to zero if the Chartbook is closed and reopened. 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: 2015-05-17 21:56:46

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