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Direct MessagesDate/Time: Sat, 20 Apr 2024 11:47:36 +0000
Error with Chart Trader order entry
View Count: 1662
| [2013-07-06 13:19:54] |
| superdoug3 - Posts: 40 |
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Instrument: - NQ on 400T chart Date/Time July 3, 2013 @7:13 PST Technical Environment • Win 7 64 bit home premium SP1 • Sierra Chart V967 – from a 3rd party supplier (Transact) • I7 computer with 6 GM RAM • Chart Trader for entry • SIM trade What happened • At 7:13:33.005 I tried to enter a Buy Stop at 2919.50 using Chart Trader, the order is filled instantly 60 points higher • I have attached orders for at target of 7 ticks and a stop loss of 12 ticks. These orders did not seem to get attached • My target should be 7 ticks higher, but At 7:13:33.015 Sierra Chart filled my target at 2919 Problem • Why was my order filled 60 points outside of my entry in less than a second • I only see 1 attached order • NQ price can’t move 60 points in less than 1 second Support Request 1. Normally if I enter a Stop Order above price with Chart Trader, I have no issues. 2. Because price moved to fast for me, Sierra Chart made my entry wrong and I lost 65 points instantly. 3. I know that this type of error may be hard to recreate, but you can see that if I was LIVE, I would be very upset. Attachments 1. screen shot of NQ 400T chart 2. screen shot of Trade Activity Log for the problem trade 3. I can not see uploaded files, I will submit and hopefully they are there |
 2013-07-03_SC_error2.png / V - Attached On 2013-07-06 13:17:52 UTC - Size: 60.58 KB - 478 views 2013-07-03_SC_error3.png / V - Attached On 2013-07-06 13:18:19 UTC - Size: 49.46 KB - 475 views Attachment Deleted. |
| [2013-07-07 03:34:30] |
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1. There is definitely no bug in Sierra Chart. This all has to do with the price data from the external data feed either at the time the orders were submitted or subsequently. 2. Because the parent filled immediately at an apparently incorrect price, the Attached Orders were sent with significantly different prices and then the Stop Attached Order filled and canceled the Target. This is why you did not see any. However, the Trade Activity Log has logged all of the details. 3. This cannot possibly happen in the Live exchange market. You are never going to get a price worse than the current market price. 4. If you widen the Order Action Source column on the Trade Activity Log, you can see what the Ask price is at the time of the fill. Probably that is incorrect. 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: 2013-07-07 03:45:57
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| [2013-07-08 15:06:06] |
| superdoug3 - Posts: 40 |
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1. Yes, I did widen the Order Action Source, you are correct. 2. I am relieved that this can not happen LIVE 3. Again, Can you confirm that this has nothing to do with my execution of a Buy Stop and price moving through my Stop Order so fast??? 4. Bad data feed?? Can not occur live?? - I am logged into Transact in Live Mode and have Sierra Chart in SIM mode. Should I be concerned about my LIVE data feed?? Enough to subscribe to dedicated data feed?? (DTNIQ) Date Time Of Last Edit: 2013-07-08 15:13:28
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| [2013-07-08 18:18:44] |
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1. This is good. It confirms what we suspected. 3. It has to do with incorrect bid/ask pricing. 4. Would have to be a data feed problem. You can still get an invalid price during live trading, but it's not going to affect order fills. Cannot remember seeing the TransAct data feed give invalid bid/ask prices. So not really sure why that would 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 |
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