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Direct MessagesDate/Time: Thu, 02 May 2024 18:50:32 +0000
LMAX orders canceled overnight
View Count: 861
| [2017-07-11 22:05:44] |
| AlexPereira - Posts: 197 |
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Hi, I am using LMAX connection, and my attached orders of a position disappear overnight ( normal stop and limit OCO orders ). I have searched for an option to disable this "canceling", but cannot find it. How do I make orders not disappear overnight with LMAX ( they don't disappear on my other broker ) Thanks. |
| [2017-07-11 23:32:42] |
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You need to set the Time in Force for the Attached Orders to Good Till Canceled. Refer to: Attached Orders: Time In Force 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 |
| [2017-07-12 11:41:24] |
| AlexPereira - Posts: 197 |
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Yes, of course, I always use that setting of "Good Till Canceled" ! Could this be something relative to LMAX ? How can I give more info ? I can try to make a small position just before overnight and make a video of it. |
| [2017-07-12 14:45:43] |
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We will look into this. We just need the Internal Order ID number of one of these orders that has been canceled. Use the Trade Activity Log to locate the order and give us the Internal Order ID number. Here are instructions: Trade Activity Log: Viewing Historical Trade Activity 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: 2017-07-12 14:46:49
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| [2017-07-12 17:08:23] |
| AlexPereira - Posts: 197 |
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Thanks, I can't for sure give an order ID, don't know for sure if its the right one. I will put a small order with "attached orders" today before 17:00 NY time, and report the order ID numbers here. |
| [2017-07-12 19:04:06] |
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OK. Let us know.
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 |
| [2017-07-12 19:28:55] |
| AlexPereira - Posts: 197 |
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So, I have a minimal order that I am going to leave overnight, just for testing. The Internal Order ID is 3740 for the limit order, and 3741 for the stop order. The instrument is USDJPY. |
| [2017-07-12 21:19:29] |
| AlexPereira - Posts: 197 |
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Happened again: Part of the log activity log: Order 2017-07-12 21:16:13.932 Connected to server Unspecified None Order 2017-07-12 21:16:18.933 Requested Open orders from trading service Unspecified None Order 2017-07-12 21:16:18.987 LMAX Live Trading - DTC | No Trade Positions reported by DTC Server. Clearing existing Trade Positions. Unspecified None Order 2017-07-12 21:16:18.988 USDJPY Canceling due to no order update from server 3741 109092 Triggered Step Trail Stop 1 Sell 111.6920000 Pending Cancel 212524746 Close 3739 Order 2017-07-12 21:16:18.989 USDJPY Canceling due to no order update from server 3741 109092 Triggered Step Trail Stop 1 Sell 111.6920000 Canceled 212524746 Close 3739 Order 2017-07-12 21:16:18.990 USDJPY Canceling due to no order update from server 3740 109091 Limit 1 Sell 114.5960000 Pending Cancel 212524746 Close 3739 Order 2017-07-12 21:16:18.991 USDJPY Canceling due to no order update from server 3740 109091 Limit 1 Sell 114.5960000 Canceled 212524746 Close 3739 |
| [2017-07-13 05:36:28] |
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Are you sure you set the Attached Orders as Good till Canceled on the Targets tab of the Trade Window? You may have set this on the wrong Trade Window. Refer to: https://www.sierrachart.com/index.php?page=doc/TradeWindow.html#SettingsNotApplying What we see below is that LMAX did cancel the order. The only reason we can think of is because it was a Day order. ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition
Order 2017-07-12 20:59:58.656 USDJPY LMAX order update (Canceled) 109092 AAGJIwAAAAMwRlg4 Stop 1 Sell 111.692 Canceled ** Close 109090 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 |
| [2017-07-13 06:39:08] |
| AlexPereira - Posts: 197 |
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I think that might be it, in one of the charts I sometimes trade ( I have 3 charts for the same instrument, a tick chart, a renko chart and a numbers bar chart ) had on "Main : Good till canceled" but had on "Targets : Day". I will try again tonight, I also activated linking and synch trade window through the different charts. ( As I am running on Linux, I usually only have on chart with the trade window open, and don't open and close alot so that a crash doesn't happen ) Thanks very much for the help and sorry if its a false problem ! |
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