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Direct MessagesDate/Time: Sat, 27 Apr 2024 22:17:54 +0000
LMAX Trading through Central FIX Connection with No Monthly Fees
View Count: 24911
| [2016-03-28 19:13:56] |
| gomifromparis - Posts: 244 |
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Hi Where are we standing for now ? Is is still the old setting that is active ? Another option could be to have 2 fix accounts on your side with different stop settings and the user would choose which account he wishes in the DTC connector options ? |
| [2016-03-28 19:27:13] |
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So we are clear, are you looking for this?: New Sell Stops will trigger when the Best Ask meets the Stop Level and Buy Stops will trigger when the Best Bid meets the Stop Level.
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 |
| [2016-03-28 19:36:49] |
| gomifromparis - Posts: 244 |
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yes exactly
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| [2016-03-28 20:37:24] |
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This should be done by morning.
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 |
| [2016-03-29 08:30:42] |
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This has now been put into effect at this moment in time: New Sell Stops will trigger when the Best Ask meets the Stop Level and Buy Stops will trigger when the Best Bid meets the Stop Level.
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 |
| [2016-03-29 08:53:20] |
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Correction: We are told we have to restart the FIX session for this to go into effect. We have now done that. After the restart we saw externally entered open orders from one of you that got canceled. Account number ending with 9986. These appear to be on the mini DAX. We have asked LMAX if their system cancels orders on a restart of the FIX session. It is not supposed to do that. Please check your account immediately. Unless these orders were not working in which case we were seeing the wrong status on them and that would be concerning as well. 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: 2016-03-29 08:55:37
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| [2016-03-29 09:23:12] |
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LMAX explained the situation with the canceled orders and indicated the status of those is correct. They were already previously canceled and they were not canceled on the disconnect. The problem relates to order IDs when someone is modifying the orders from another program. So there is no problem here but we have to look at how the orders are matched up when there are external order cancel replace operations. 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 |
| [2016-03-29 09:24:36] |
| gomifromparis - Posts: 244 |
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I didn't know if you guys had set up the stop setting this morning so I used my own FIX connector.
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| [2016-03-29 09:42:20] |
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Yes that is clear now. At least everything is all right and we understand exactly what the problem is. It has to do with the client order ID mapping. Every FIX implementation we work with is different and we did not consider with LMAX how the client order IDs are managed when orders are modified outside of the master FIX session. We now have this fixed and we are going to do some testing tomorrow on the demo system and then release the change in a day or two. 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: 2016-03-29 10:37:18
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| [2016-03-30 05:11:05] |
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The problem which occurred yesterday when we disconnected the Sierra Chart master account from the FIX session was that there were several apparent open orders which then the LMAX system showed as Canceled upon the reconnect. These orders were not actually open and were already canceled but had an Open status which was incorrect because they were being modified outside of Sierra Chart. This was because the FIX client order ID was not being updated in the server order list when there was an external order modification. This happens because the FIX OrderID changes and the FIX ClientOrderID changes on an order modify and when we looked up the order based upon the FIX OriginalClientOrderID there was not an update of the FIX ClientOrderID in the order list on the server. This is now resolved. We understand this kind of scenario but it was not considered and there was no consequence to this. The software update has now been applied with this issue resolved. To confirm this actually works, you can enter an order outside of Sierra Chart on your LMAX account and you should see it working within Sierra Chart when Sierra Chart is connected to your LMAX account. Then modify the order outside of Sierra Chart and you should see it move within Sierra Chart. This confirms everything is working properly with 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 Date Time Of Last Edit: 2016-03-30 07:22:53
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| [2016-03-30 06:55:56] |
| gomifromparis - Posts: 244 |
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Just to make things perfectly clear , no trade was ever made out of Sierra, they were made on Sierra, but with FIX connector. Today I launched 2 Sierras, one on DTC and one on FIX, and the trades opened on the FIX appear on the DTC. |
| [2016-03-30 07:18:39] |
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Just to make things perfectly clear , no trade was ever made out of Sierra, they were made on Sierra, but with FIX connector.
Yes, we know that. In general, the issue is when an order is entered outside of the master FIX session.When you modify an order on the direct FIX you are using the Sierra Chart, do you see the order move on the Sierra Chart with the DTC connection? You should. This is confirmation the Order ID mapping is working correctly. 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: 2016-03-30 07:19:50
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| [2016-03-30 07:23:59] |
| gomifromparis - Posts: 244 |
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yes order move on the DTC
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| [2016-03-30 07:27:21] |
| gomifromparis - Posts: 244 |
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and the stops work as expected.
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| [2016-04-20 00:28:29] |
| AndyL - Posts: 119 |
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There are 2 new symbols: https://mtf.lmax.com/pdf/contract-terms/spot-metals/LMAX-Exchange-Gold-Spot-Mini-Contract-Terms-and-Specs.pdf https://mtf.lmax.com/pdf/contract-terms/spot-metals/LMAX-Exchange-Silver-Spot-Mini-Contract-Terms-and-Specs.pdf |
| [2016-04-20 01:50:37] |
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We will set these up.
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 |
| [2016-04-20 20:19:31] |
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These have been added. Restart Sierra Chart to see them listed in File >> Find Symbol. Or update the Symbol Settings: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettingsSteps The server will start to maintain the data, after 5 p.m. US Eastern time. 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 |
| [2016-04-29 03:05:02] |
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Curious, we have not seen any trading on the Sierra Chart LMAX connection since April 22. Is anyone having any difficulty that we do not know about? The connection is up and running and we see one connected user right 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 |
| [2016-04-29 08:04:08] |
| gomifromparis - Posts: 244 |
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I've been focusing on developing studies, should be back monday !
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| [2016-04-29 08:05:28] |
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No worries. Just making sure that there is not a problem that we are not aware of.
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 |
| [2016-08-26 09:32:04] |
| pstanvos - Posts: 3 |
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Hey guys, a tip to improve your Sierra-LMAX experience. https://www.cashbackforex.com/en-US/details/id/452/LMAX-rebates.aspx Auto-discount (different than a rebates scheme, more simple) of 16% on commissions charged by LMAX. Account minimum $1000 Hopefully this can be an incentive to attract more SierraChart users. It would be well deserved. Wonderful platform ! Date Time Of Last Edit: 2016-08-26 09:32:52
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| [2019-01-29 10:34:44] |
| gomifromparis - Posts: 244 |
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Hi, It seems this LMAX Trading through Central FIX Connection with No Monthly Fees | Post: 85841 is not effective any more, I get stopped on prices the market did not touch, so it seems we're back on previous behaviour Cf New Sell Stops will trigger when the Best Ask meets the Stop Level and Buy Stops will trigger when the Best Bid meets the Stop Level.
Could you guys have a look? Thanks |
| [2019-01-29 14:39:35] |
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We need to ask LMAX about this. We are doing 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 |
| [2019-01-29 18:13:35] |
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Below is the answer from LMAX when we told them that this is how we say the stop triggering works on the FIX connection: New Sell Stops will trigger when the Best Ask meets the Stop Level and Buy Stops will trigger when the Best Bid meets the Stop Level. I am informed by our Market Operations team that the method given by you to your clients, is indeed the correct one.
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: 2019-01-29 18:14:11
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| [2019-01-29 18:48:28] |
| AlexPereira - Posts: 197 |
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Sorry if saying something wrong or ignorant, just trying to help, but isn't stops trigger on best ask or best bid configurable in LMAX own account's settings ( not on SC, but on LMAX's account webpage) ? Again, SC Engineering, just trying to help. ( I connect through DTC , I suspect I am being ignorant and this doesn't apply to FIX ) Date Time Of Last Edit: 2019-01-29 18:50:39
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| [2019-01-29 18:59:38] |
| gomifromparis - Posts: 244 |
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Yes but if I remember this setting is used only when you connect with your own account to LMAX. The Sierra FIX bridge sets (used to set ?) the value once for all the clients DTC clients. |
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