Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sun, 28 Apr 2024 12:09:42 +0000
LMAX Trading through Central FIX Connection with No Monthly Fees
View Count: 24913
| [2016-03-10 05:10:10] |
| |
|
There still is a problem where the Attached Orders are not being modified to the original offsets to the parent order on a parent order fill. This is somewhat of a minor issue but we will have this solved today. It is only an issue when using server side bracket orders. This is now fixed and works really well. To our knowledge there is no trading service we have worked with, which offers server-side bracket orders that are as well implemented as what we now have with LMAX. 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 |
| [2016-03-10 08:16:01] |
| gomifromparis - Posts: 244 |
|
Latest build seems to screw up the live FIX connection, I'm unable to take trades with it.
|
| [2016-03-10 09:30:02] |
| |
|
We are checking on this. For now go back to the prior version you were using. For instructions, select Help >> Install Previous Version.
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: 2016-03-10 09:30:13
|
| [2016-03-10 09:33:02] |
| |
|
Are you getting a message like this in the Message Log, when submitting an order : LMAX FIX Trading: Received a Reject <3> message. Reference Sequence Num = 3. RefTagID = 1. Reference Message Type = D. SessionRejectReason = 6. Text = Required: Base10-encoded 64-bit integer | 2016-03-10 04:30:47 *
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: 2016-03-10 09:33:39
|
| [2016-03-10 09:40:42] |
| gomifromparis - Posts: 244 |
|
yes LMAX FIX Trading: Received a Reject <3> message. Reference Sequence Num = 3. RefTagID = 1. Reference Message Type = D. SessionRejectReason = 6. Text = Required: Base10-encoded 64-bit integer | 2016-03-10 10:39:48 * Works in 74 build |
| [2016-03-10 09:42:02] |
| |
|
We will not be able to provide a solution for this until the end of the day. For now go back to the prior version. This was an unexpected problem. When there is a single trade account used over a FIX connection, the username serves as the account number but when we specify that in the Account field, LMAX is rejecting the messages. We did not know that was going to happen. 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: 2016-03-10 09:42:28
|
| [2016-03-10 09:59:03] |
| |
|
Also, once we are ready to go live using the central FIX connection that is what we recommend using. All of the software and hardware technology is proven and reliable. Basically a specialized server version of Sierra Chart runs on the server serving multiple users over the built-in DTC Server. All of this has already been extensively proven and reliable. You can also continue to use OCO and bracket order functionality on the client-side if you want. The couple of issues we have seen so far which have all been fixed, related to server-side bracket orders. 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: 2016-03-10 10:04:44
|
| [2016-03-10 10:03:14] |
| |
|
This was due to receiving an application level reject from the LMAX server: I accidentally entered a limit-order with price 0.00. As far as i know lmax would reject such an order, because its out of the price band. It didnt show up as rejected in Sierra tho, but after pressing "Flatten", it now shows as status "Pending cancel". Maybe it is a lmax demo-environment problem.
We have implemented a solution to this which will be released later today. 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: 2016-03-10 10:06:56
|
| [2016-03-10 12:58:38] |
| AndyL - Posts: 119 |
|
Hello, when i restart Sierra, the filled/closed/canceled orders from previous sessions do not show up in the Orders-and-Position windows Orders-tab. Is it supposed to do that? |
| [2016-03-10 14:31:25] |
| AndyL - Posts: 119 |
|
I am getting sometimes slow execution or confirmation with stop and limit orders. Like price trades through the limit-price on the DOM, but the orders stay there for a few seconds. Just a guess: maybe live market-data and demo are not in sync? Market-orders and marketable limit-orders on the other hand appear to be pretty much instant. |
| [2016-03-10 17:20:40] |
| |
|
Yes this is expected: when i restart Sierra, the filled/closed/canceled orders from previous sessions do not show up in the Orders-and-Position windows Orders-tab. Is it supposed to do that? You need to look at the Trade Activity Log to see all of the historical trade activity: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#ViewingHistoricalTA I am getting sometimes slow execution or confirmation with stop and limit orders. Like price trades through the limit-price on the DOM, but the orders stay there for a few seconds. Just a guess: maybe live market-data and demo are not in sync?
The only explanation is that the order is being filled by LMAX according to their rules. It could be due to a synchronization issue like we explained previously. We do not know. Order routing is less than a millisecond and in the microsecond range. We have not yet added a timer to time it but we will do 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: 2016-03-10 17:22:27
|
| [2016-03-11 15:36:52] |
| AndyL - Posts: 119 |
|
Hello, for index products (for example GDAXI), you have to use a qunatity of 10 in Sierra to get one contract. If you send an order for 1 in Sierra, it will result in an invalid quantity error, there are no fractional index contracts. Also for metals (XAU, XAG, XPT, XPD) and . I think in these cases it might make more sense to make it so that 1 Sierra qty = 1 lmax qty. But it is fine either way. Also the datafeed at the moment does not appear to support XNGUSD (Natural gas), HSI (Hongkong 50), NDXm (Nasdaq mini), WS30m (Dow mini), SPN35 (Spain index) and USD/ILS. Date Time Of Last Edit: 2016-03-11 16:28:29
|
| [2016-03-11 16:31:57] |
| AndyL - Posts: 119 |
|
Getting these messages in trade service log now: Resetting last order modification Price and Quantity due to an apparent failed order modification. | Symbol: EURUSD | TradeAccount: 743060139 | InternalOrderID: 49 | 2016-03-11 17:27:29 * It does that when i drag a limit or stop to another price on the DOM. Although everything appears to work. These messages started when i copied another Sierra installation to a new folder, updated it, and switched it to lmax service. I didnt get these message with a fresh installation. |
| [2016-03-11 17:18:09] |
| |
|
for index products (for example GDAXI), you have to use a qunatity of 10 in Sierra to get one contract. If you send an order for 1 in Sierra, it will result in an invalid quantity error, there are no fractional index contracts. Also for metals (XAU, XAG, XPT, XPD) and . I think in these cases it might make more sense to make it so that 1 Sierra qty = 1 lmax qty. But it is fine either way. Also the datafeed at the moment does not appear to support XNGUSD (Natural gas), HSI (Hongkong 50), NDXm (Nasdaq mini), WS30m (Dow mini), SPN35 (Spain index) and USD/ILS. We are aware of this problem and we are going to be working on it today: Resetting last order modification Price and Quantity due to an apparent failed order modification. | Symbol: EURUSD | TradeAccount: 743060139 | InternalOrderID: 49 | 2016-03-11 17:27:29 * It started happening after some recent changes to send out more frequent order updates. 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 |
| [2016-03-11 18:27:00] |
| AndyL - Posts: 119 |
|
Are Stop-Limit-orders working correctly? In the trade-DOM, Set-tab, i have set Stop-Limit-order offset to 10 ticks for both primary and attached orders. When i enter a stop-limit order, Price1 and Price2 in the Orders-tab of Orders-and-position-Window are the same. http://i.imgur.com/KkR3xfe.jpg |
| [2016-03-11 18:43:12] |
| |
|
Thank you for pointing this out. It was a small programming error. We are fixing this now but it will be about two hours before we get a new release out. The update is done on the server.
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 |
| [2016-03-11 21:01:48] |
| |
|
The Stop-Limit order issue is now resolved. This is now resolved: Resetting last order modification Price and Quantity due to an apparent failed order modification. | Symbol: EURUSD | TradeAccount: 743060139 | InternalOrderID: 49 | 2016-03-11 17:27:29 * At this point we are not aware of any other outstanding issues and we are going to be adding the symbol settings for those symbols mentioned if they are not already existing. 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 |
| [2016-03-11 21:21:16] |
| |
|
We are still seeing a problem with the Stop-Limit Order prices. We are looking into that 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 |
| [2016-03-11 21:55:16] |
| |
|
Stop-Limit orders are confirmed to work properly now. The only limitation is that if you are using ACSIL to modify the limit price of the Stop-Limit order to be a different offset than originally, that will be ignored and the offset will be what currently exists. The reason for this is LMAX does not support stop order modification, so the order has to be first canceled and then resubmitted. Currently the way this is implemented in Sierra Chart, it is currently not supported to allow a change of the limit price offset. If this is necessary we can add that capability but we think probably no one really needs this. 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 |
| [2016-03-14 14:14:36] |
| AndyL - Posts: 119 |
|
This appears to work good. Have you thought about a timeframe for release?
|
| [2016-03-14 16:25:34] |
| |
|
In about two weeks.
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 |
| [2016-03-15 16:19:47] |
| |
|
We should be releasing support for live trading next week. Tomorrow we are going to be doing a conformance test with LMAX. We have access to all of the demo subaccounts we have assigned to the users who have volunteered to do testing. During the conformance test, you may see orders entered on your account. That is from the testing. So this is not something you should be concerned with. 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 |
| [2016-03-15 19:33:45] |
| AndyL - Posts: 119 |
|
One question regarding market data: the volume in charts appears to be tick-volume. But the volume in the quote-board appears to be something else. Is this actual traded volume?
|
| [2016-03-15 20:03:28] |
| |
|
But the volume in the quote-board appears to be something else.
There is not any difference with the volume. They should be the same. 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 |
| [2016-03-15 20:21:09] |
| gomifromparis - Posts: 244 |
|
You don't have traded volume info on LMAX. When the best bid/ask change, it plots a tick, priced in the middle of the bid/ask spread, with volume=1. Dunno what the volume on the quoteboard is though, maybe the underlying ? |
| [2016-03-15 21:40:12] |
| |
|
We think we know what the problem is with the daily volume. We need to make certain that is reset every day. We will do 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: