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Date/Time: Fri, 29 Mar 2024 12:56:28 +0000



Canceling parent order due to no order update

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[2013-06-18 16:00:46]
User18601 - Posts: 31
I have just seen that the child orders, that were in the "Pending Status", suddenly disappeared for two parent orders. That behaviour scared me as I have just started to work with Auto Trading and I am not checking the charts very often. This means that if one of the two parent orders was executed I would not have Stoploss order associated (no limit associated order either but that not is so important) to the trade and that could lead to serious losses.

I have investigated the problem, through the Trade Activity Log, and it seems that the parent orders were canceled "due to no order update". When the parent orders were restated (some milliseconds later), the child orders were not restated together with the parent orders so the trade, if executed, has no stop loss associated.

Have you seen this problem before? I understand that if the Parent order is restated the pending child orders should be restated as well.

I work with TT.


[2013-06-18 16:09:13]
Sierra Chart Engineering - Posts: 104368
Submit a limit order that has Attached Orders. After this select Trade >>Refresh Trade Data from Service. Do you notice the Attached Orders cancel? They should not. After this test you can cancel the order.

Please provide the lines in the Trade Activity Log that shows where the parent order and Attached Orders were canceled due to no order update and where they were restated. Here are the instructions:

http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport

No, we have not seen this problem before, but we have made some changes where orders which are not reported by the FIX adapter, that Sierra Chart has as working in its order list, are more quickly internally canceled.

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: 2013-06-18 16:10:34
[2013-06-18 16:24:52]
User18601 - Posts: 31
OK, I did the test you requested and the attched orders were not canceled. When I had the problem I did not requested any refreshing trade data. It was done by its own.

I attach the sequence of order cancellations and restating.

ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  
Order  2013-06-18 17:19:41.000  GC-201308-CME  Canceling due to no order update  27883  020XVS865  Stop Limit  1  Buy  1389.6  1394.6  Pending Cancel      XXXXXXXXXX  Open        
Order  2013-06-18 17:19:41.001  GC-201308-CME  Canceling due to no order update  27883  020XVS865  Stop Limit  1  Buy  1389.6  1394.6  Canceled      XXXXXXXXXX  Open        
Order  2013-06-18 17:19:41.002  GC-201308-CME  Canceling child orders of internal order ID 27883  27884    Limit    Sell  1394.0    Pending Cancel      XXXXXXXXXX  Close  27883      
Order  2013-06-18 17:19:41.003  GC-201308-CME  Canceling child orders of internal order ID 27883  27884    Limit    Sell  1394.0    Canceled      XXXXXXXXXX  Close  27883      
Order  2013-06-18 17:19:41.004  GC-201308-CME  Canceling child orders of internal order ID 27883  27885    Stop    Sell  1385.4    Pending Cancel      XXXXXXXXXX  Close  27883      
Order  2013-06-18 17:19:41.005  GC-201308-CME  Canceling child orders of internal order ID 27883  27885    Stop    Sell  1385.4    Canceled      XXXXXXXXXX  Close  27883      
Order  2013-06-18 17:19:41.006  GC-201308-CME  Canceling due to no order update  27886  020XVS866  Stop Limit  1  Sell  1353.5  1348.5  Pending Cancel      XXXXXXXXXX  Open        
Order  2013-06-18 17:19:41.007  GC-201308-CME  Canceling due to no order update  27886  020XVS866  Stop Limit  1  Sell  1353.5  1348.5  Canceled      XXXXXXXXXX  Open        
Order  2013-06-18 17:19:41.008  GC-201308-CME  Canceling child orders of internal order ID 27886  27887    Limit    Buy  1349.2    Pending Cancel      XXXXXXXXXX  Close  27886      
Order  2013-06-18 17:19:41.009  GC-201308-CME  Canceling child orders of internal order ID 27886  27887    Limit    Buy  1349.2    Canceled      XXXXXXXXXX  Close  27886      
Order  2013-06-18 17:19:41.010  GC-201308-CME  Canceling child orders of internal order ID 27886  27888    Stop    Buy  1357.6    Pending Cancel      XXXXXXXXXX  Close  27886      
Order  2013-06-18 17:19:41.011  GC-201308-CME  Canceling child orders of internal order ID 27886  27888    Stop    Buy  1357.6    Canceled      XXXXXXXXXX  Close  27886      
Order  2013-06-18 17:19:41.012  GC-201308-CME  TT order update (Restated). Info: Order Book Download. Exchange ID: 1HS6H  27883  020XVS865  Stop Limit  1  Buy  1389.6  1394.6  Open      XXXXXXXXXX  Open        
Order  2013-06-18 17:19:41.013  GC-201308-CME  TT order update (Restated). Info: Order Book Download. Exchange ID: 1HS6I  27886  020XVS866  Stop Limit  1  Sell  1353.5  1348.5  Open      XXXXXXXXXX  Open        

[2013-06-18 16:32:27]
Sierra Chart Engineering - Posts: 104368
This appears to be due to a bug which we are going to be correcting now.
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
[2013-06-18 16:37:31]
User18601 - Posts: 31
OK, perfect! Because this could be very dangerous. I really prefer to lose the Parent order forever than to have it without the attached orders.

By the way, the "Cancel Non-Child Orders" feature works really fine now.


Regards
[2013-06-18 20:31:41]
Sierra Chart Engineering - Posts: 104368
This problem has been resolved and we have uploaded a new revision. We are going to put out a notice to TT users later today. We understand the seriousness of the problem.
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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