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Date/Time: Fri, 07 Aug 2020 04:04:27 +0000



OCO order with CQG (AMPFutures)

[2015-07-09 20:59:41]
User300883 - Posts: 7 | Ending Date: 2015-06-23 [Expired]
Hello,
I have an account (ampfutures) and need to know. When combined Sierrachart package 3 + datafeed CQG trading orders are held on the server CQG and not just on my PC? A OCO orders are held where, on the server CQG?
By: (http://www.sierrachart.com/index.php?page=doc/CQGTrading.php)
I do not understand what is CQG FIX Trading, I'm at AMP to select only CQG, not some CQG FIX Connection.

A "Server Managed Bracket Orders: No" means precisely what? For example, trailing orders?

I need after order entered sent the attached orders to server CQG with OCO. So that the orders were not only on my pc.

thank you
[2015-07-09 22:20:41]
Sierra Chart Engineering - Posts: 88410 | Ending Date: 2021-04-05
In the case of CQG, the OCO orders are handled on the server. But in the case of when the OCO orders are Attached Orders they are not sent to the server until the parent order fills. This is explained in detail here:
http://www.sierrachart.com/index.php?page=doc/doc_AttachedOrders.html#OCOManagementServersideOnly

Server Managed Bracket Orders are where the parent order and the Target and Stop order are sent as one complete set at the beginning. This is not supported with CQG FIX due to some problems we have seen with this when using CQG.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2015-07-09 22:21:19
[2015-07-10 10:18:23]
User300883 - Posts: 7 | Ending Date: 2015-06-23 [Expired]
And one more question, if "CQG web api" are orders and OCO orders held where? For package 3 is selected only CQG, CQG fix connection is only for package 5.
Date Time Of Last Edit: 2015-07-10 10:23:24
[2015-07-10 16:05:21]
tomas262 - Posts: 49 | Ending Date: 2020-04-05 [Expired]
I am using CQG FIX with Pack 3 and no problems whatsoever
[2015-07-10 17:38:43]
Sierra Chart Engineering - Posts: 88410 | Ending Date: 2021-04-05
In the case of when using the CQG Web API Service, server-side OCO and Bracket orders are not supported at all. How Attached Orders work in this case is explained here:
https://www.sierrachart.com/index.php?page=doc/doc_AttachedOrders.html#OCOManagement

CQG FIX Trading is supported with all Sierra Chart service packages.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2015-07-10 17:40:16
[2015-07-10 19:56:14]
User300883 - Posts: 7 | Ending Date: 2015-06-23 [Expired]
But individual commands (LMT, stp) are held on the server? (without attached, OCO, ...)
[2015-07-10 20:37:09]
Sierra Chart Engineering - Posts: 88410 | Ending Date: 2021-04-05
Yes they are.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2015-07-12 18:06:35]
User35525 - Posts: 149 | Ending Date: 2020-11-30
Related question, but with bracket OCO's at CTS: earlier SC engineering said a limit chase will work for the parent part of a bracket OCO. When chasing the market with a bracket OCO, are multiple orders placed at the broker until a bracket finally becomes active, then other orders pulled from the broker? That is how plain limit chase works with Ninjatrader...dunno if Ninja has bracket OCO's though. Or, instead of placing multiple orders at the broker, does the broker just reject the bracket attempts until finally one of the bracket OCO's is okay and accepted (so no need to cleanup any limit orders that were placed?)

Thanks. I'm new to bracket OCO's and am just wondering how a limit chase with a bracket works, as opposed to a regular limit chase.
Date Time Of Last Edit: 2015-07-12 18:07:19
[2015-07-12 19:54:12]
Sierra Chart Engineering - Posts: 88410 | Ending Date: 2021-04-05
Not fully understanding this question. A bracket order consists of three orders and these are what are sent to CTS when using server side bracket orders. And as the Limit Chase order moves, all three orders will move.

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2015-07-12 19:57:20
[2015-07-13 15:45:33]
User35525 - Posts: 149 | Ending Date: 2020-11-30
Thanks, to clarify my question was about what happens before a position is entered. Is this understanding correct?

Bracket OCO at CTS:
-a- parent order Limit Chase BUY order, with 10 tick max.
-b- child MIT order for take profit.
-c- child STP order for stop loss.

1) I'd use a market order for the parent if I could, but CTS apparently doesn't allow that for the parent portion. But I can instead use chase to chase the market until it finally gets me in? (up to 10 ticks max if I set that)

2) SC moves the entire bracket (all 3 orders) until the working orders gets me a real position, or until my 10-tick maximum chase amount is reached; if that max chase amount is reached and I don't have a real position yet, then SC will properly clean-up and delete the failed bracket OCO? I can try re-chasing the market again later.

3) And most important, can I specify an exact price to be listed as the attached MIT and STP orders? I don't want them adjusted relative to the final entry price.

4) I can do all this from ACSIL?

Thank you.
[2015-07-13 17:13:51]
Sierra Chart Engineering - Posts: 88410 | Ending Date: 2021-04-05
1. Yes.

2. Yes to the first question. And definitely no to the second question.

3. You can do this in ACSIL but not from the Targets tab of the Trade Window.

You also will need to uncheck Global Settings >> General Trade Settings >> Adjust Attached Orders to Maintain Same Offset on Parent Fill..

4. Yes.


This question really is off the subject of the original post. It should be in another thread. Anyone who has posted in this thread is getting an email response to your questions and responses.
Sierra Chart Support - Engineering Level

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