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Date/Time: Mon, 29 Apr 2024 06:20:58 +0000



LMAX Trading through Central FIX Connection with No Monthly Fees

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[2016-03-15 21:40:12]
Sierra Chart Engineering - Posts: 104368
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
[2016-03-16 19:43:35]
AndyL - Posts: 119
Does "send attached orders by position" work as intended? I opened a position without attached orders, then used "send attached orders by position". After one side of the bracked was filled, the other side was not cancelled.
[2016-03-16 20:15:13]
Sierra Chart Engineering - Posts: 104368
We will test this and see what the problem is.
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
[2016-03-16 20:56:11]
Sierra Chart Engineering - Posts: 104368
There was not a link established between the orders for OCO orders.

This is now solved.

Test again.
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: 2016-03-16 20:56:50
[2016-03-17 00:07:24]
AndyL - Posts: 119
It seems to work now.
[2016-03-17 07:57:27]
Sierra Chart Engineering - Posts: 104368
We completed the conformance test with LMAX yesterday.

This is what they said:
I confirm everything looked good on our end during the test.

This is of little significance because the main testing is performed by us and you the users.
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
[2016-03-18 02:20:16]
AndyL - Posts: 119
About the market-data: there seems to be a problem with daily bars / historical charts. Often the open of the current daily bar, and sometimes the high/low is not correct. "Delete and download data" seems to fix the open price, but not incorrect high/low values. The problem seems to self-correct when the current daily bar becomes yesterdays bar. Intraday data seems fine.
[2016-03-18 04:01:43]
Sierra Chart Engineering - Posts: 104368
We will solve this but it will not be released probably until next week.
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
[2016-03-19 04:42:55]
Sierra Chart Engineering - Posts: 104368
We will be releasing support for live trading with LMAX next week.

We have updated the instructions to use your Live LMAX account with Sierra Chart:
http://www.sierrachart.com/index.php?page=doc/LMAX.php#SetupInstructions


We are going to maintain both separate Demo and Live connections. So we have to put out a new release with a separate "Service" in Sierra Chart for LMAX live trading. This will be done no later than Tuesday.
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: 2016-03-19 04:53:38
[2016-03-19 15:56:30]
User722905 - Posts: 7
Oanda provides a FIX connection, will you be providing a connection to Oanda?
[2016-03-19 17:38:11]
Sierra Chart Engineering - Posts: 104368
Not at this time because the problem is with the type of FIX connection that Oanda provides, it does not support multiple user accounts.

We specifically asked about that about six months ago because that is an alternative method we can use to integrate to Oanda..

We would think it would be relatively easy for Oanda to support that though.

Also, this connection model with LMAX has turned out to work very well and it has so many advantages like server-side OCO and bracket orders, long-term fill history, and no connection difficulties which requires zero set up from the user. Only authorization through the broker. And allows us to easily support the connection.

This is really the kind of connection we want to use in most cases going forward.
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: 2016-03-19 17:41:56
[2016-03-19 18:36:16]
User722905 - Posts: 7
When do you anticipate releasing the FXCM version?
[2016-03-19 18:46:55]
Sierra Chart Engineering - Posts: 104368
For demo trading we are doing this now:
New Connection Model for FXCM Forex Trading with no Account Minimum. Users Wanted for Testing.

For live trading, this is dependent upon when the FXCM compliance department approves all of this which requires a little paperwork from us. We would expect that takes about 30 days.
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
[2016-03-20 21:54:46]
Sierra Chart Engineering - Posts: 104368
We did some configuration changes with LMAX trading.

Those of you who are testing the LMAX demo trading service, you need to update to prerelease 1383 by following these 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
[2016-03-20 22:50:13]
AndyL - Posts: 119
There seems to be something wrong with version 1383. In some charts i get "Downlaod failed" when starting Sierra, and the DOM shows incorrect data. Also barely any marketdata updates. And when i try to place an order, trading simulation mode is automatically enabled..
[2016-03-20 23:14:47]
Sierra Chart Engineering - Posts: 104368
We are checking on 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
[2016-03-20 23:29:36]
Sierra Chart Engineering - Posts: 104368
We think you probably have the wrong Service selected.

Select Global Settings >> Data/Trade Service Settings.

Set the Service to "LMAX Demo Trading-DTC".

We think because of the reconfiguration we did, that service is not going to be selected after the update.
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
[2016-03-20 23:30:27]
Sierra Chart Engineering - Posts: 104368
However, we see a problem with the market data port being used. We are checking on that now.

Give us a moment.
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
[2016-03-20 23:41:37]
Sierra Chart Engineering - Posts: 104368
We are releasing version 1384 to solve the market data port number problem. Just give us about 10 minutes.
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
[2016-03-20 23:47:46]
Sierra Chart Engineering - Posts: 104368
1384 is now out. Let us know if everything works OK.
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
[2016-03-21 00:02:09]
AndyL - Posts: 119
You were right, somehow "SC Data - all services" was selected. I dont know why, i dont think i did it. But all seems to work again.

One more question: when i when i buy 10 with a market order, and attach a bracket oder, and then sell 10@market (pressing the "SELL MKT" button) with "Use attached orders" unchecked, the position will be closed, but the bracket attached to the position will remain active. Is this intended?
[2016-03-21 00:06:34]
AndyL - Posts: 119
Although i have received a "Download failed" message again:

HD Request # 6 | Downloading Historical Daily chart data for USDJPY. Starting date: 2016-03-17. Service: lmax | 2016-03-21 01:03:46
HD Request # 6 | Using server: lmax.sierracharts.com port 10149 | 2016-03-21 01:03:46
Socket (0) | Resolved address ds5.sierracharts.com to IP 204.15.192.106. | 2016-03-21 01:03:46
Chart #5 has tagged chart #4 for full recalculation. Chartbook: USDJPY.cht | 2016-03-21 01:03:46
Chart #6 has tagged chart #4 for full recalculation. Chartbook: USDJPY.cht | 2016-03-21 01:03:46
Chart #7 has tagged chart #4 for full recalculation. Chartbook: USDJPY.cht | 2016-03-21 01:03:46
USDJPY 10 Min #4 | Performing a full recalculation because it has been tagged. Chartbook: USDJPY.cht | 2016-03-21 01:03:46
Socket (10) | Connected. | 2016-03-21 01:03:46
HD Request # 6 | Sending historical data logon request message. | 2016-03-21 01:03:46
HD Request # 6 | Requesting historical Daily data starting at 2016-03-17. | 2016-03-21 01:03:46
Socket (10) | Shutdown and closed. | 2016-03-21 01:03:46
The network socket for historical data has been closed. | 2016-03-21 01:03:46
HD Request # 6 | Error downloading historical Daily data for USDJPY. Historical data file not available for symbol. | 2016-03-21 01:03:46
HD Request # 6 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for USDJPY | 2016-03-21 01:03:46
HD Request # 6 | Daily download COMPLETE for USDJPY. Completion time: 1s. Unique request ID: 4 | 2016-03-21 01:03:46
Removed historical data download ID 4 | 2016-03-21 01:03:46
[2016-03-21 00:28:34]
Sierra Chart Engineering - Posts: 104368

One more question: when i when i buy 10 with a market order, and attach a bracket oder, and then sell 10@market (pressing the "SELL MKT" button) with "Use attached orders" unchecked, the position will be closed, but the bracket attached to the position will remain active. Is this intended?
Yes this is expected. You need to use Scale Out:
https://www.sierrachart.com/index.php?page=doc/doc_AttachedOrders.html#ScalingOut

Regarding this:

HD Request # 6 | Error downloading historical Daily data for USDJPY. Historical data file not available for symbol. | 2016-03-21 01:03:46
Go to that chart and select Edit >> Download Data-Historical Chart.

It should work. We tested this 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
[2016-03-21 14:05:29]
AndyL - Posts: 119
Is live trading supported as of now ?
[2016-03-21 17:12:24]
Sierra Chart Engineering - Posts: 104368
Yes. Follow the instructions here:
LMAX Trading Service: Setup Instructions
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: 2016-03-21 17:13:50
[2016-03-22 00:04:22]
Sierra Chart Engineering - Posts: 104368
Letting you know we have switched to a backup market data connection with LMAX because our main connection got locked out because we changed the password for the new live trading connection and we did not realize the same username is being used for the market data connection.

We are awaiting LMAX to reactivate the standard market data connection. The difference is the backup connection does not have depth. And it may also have a lower frequency of market data 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

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