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submitted Saturday
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| [2017-07-31 21:26:21] |
| User143414 - Posts: 18 |
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Hello, I submitted this (below) to Bitmex and SierraChart on Saturday. I submitted to SierraChart not through this support system but to support@sierrachart.com, so perhaps you didn't get it. I realize this was Saturday, but the Bitmex brokerage was up and running. However, as you can see from the message that the integration with SierraChart was completely broken in the live market. they told me they were fixing the problem. I will wait until after August 1st and then start testing again in the live market with tiny amounts, to watch the fills, and settlements, etc. What do you think is going on here? Is Bitmex flaky? (I was a software engineer for many years...) Also, I think last week I notified them and you, three or four times, that the Bid/Ask was broken in SierraChart data feed. I think it was Friday that it was broken most of the US trading day. Orders placed at bid and ask were completely wrong when the streaming was broken. The price chart worked as normal, but the bid and ask were wrong. Well, I really like SierraChart, and I really ilke the Bitmex price action, and sure hope that this combination becomes stable without bugs, soon. Please keep me posted of any issues...I want to go live soon with beyond test amounts, but need to know everything is solid... Thanks ---------------------------------------------------------------------------------------------------------- I'm testing with just very small amounts Live The DTC client in SierraChart, in this session, was not communicating well with the Bitmex DTC server....under these conditions it would absolutely be impossible to use SierraChart with Bitmex. I would submit a Limit Order in SierraChart and it would remain in a Pending Open status. Then I would try to Cancel it in SierraChart, and perhaps it would remain in a Pending Cancel. BUT some of them executed at the Bitmex exchange WITHOUT showing on the SierraChart as an open position. I could manage the orders from the Bitmex Web interface, but on SierraChart it was TOTAL confusion. I exited SierraChart, but the DTC connection still did not report an open position...et cetera. This is a real mess... Haven't you guys tested this interface? =================================================================================================================== Trade Activity Log: File read result: 1125 records inserted. 152 fill records inserted. 0 records filtered. | 2017-07-28 23:20:23 Trade Activity Log: File date-time limits: Sim records date-time limit is 2017-07-14 00:00:00. Non-sim records date-time limit is 2017-04-27 00:00:00. Non-sim fill record date-time limit is 2016-07-29 00:00:00. | 2017-07-28 23:20:23 BitMEX | Requesting trade accounts from server. | 2017-07-28 23:20:33 BitMEX | Received 1 accounts from service. | 2017-07-28 23:20:33 BitMEX | Requesting historical order fills for all trade accounts. Number of days: 2 | 2017-07-28 23:20:33 BitMEX | Received 2 order fills. Inserting the ones that do not exist. | 2017-07-28 23:20:33 BitMEX | Requesting Trade Positions data. | 2017-07-28 23:20:38 BitMEX | No Trade Positions reported by DTC Server. Clearing existing Trade Positions. | 2017-07-28 23:20:38 BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429577. Service Order ID: 86608. Symbol: XBTUSD-BMEX | 2017-07-28 23:26:17 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429578. Service Order ID: 86609. Symbol: XBTUSD-BMEX | 2017-07-28 23:26:27 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429579 | 2017-07-28 23:29:36 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429579. Service Order ID: 86610. Symbol: XBTUSD-BMEX | 2017-07-28 23:29:57 * Order Error - 'Trade >> Trading Locked' is enabled. Internal Order ID: 429580. Service Order ID: (none). Symbol: XBTUSD-BMEX | 2017-07-28 23:31:46 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429581 | 2017-07-28 23:34:06 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429581. Service Order ID: 86611. Symbol: XBTUSD-BMEX | 2017-07-28 23:34:37 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429582 | 2017-07-28 23:36:46 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429582 | 2017-07-28 23:37:56 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429583. Service Order ID: 86613. Symbol: XBTUSD-BMEX | 2017-07-28 23:37:57 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429582 | 2017-07-28 23:39:06 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429585. Service Order ID: 86615. Symbol: XBTUSD-BMEX | 2017-07-28 23:39:17 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429584. Service Order ID: 86614. Symbol: XBTUSD-BMEX | 2017-07-28 23:39:17 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429582 | 2017-07-28 23:40:06 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429582. Service Order ID: 86612. Symbol: XBTUSD-BMEX | 2017-07-28 23:40:37 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429587. Service Order ID: 86617. Symbol: XBTUSD-BMEX | 2017-07-28 23:47:47 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429586 | 2017-07-28 23:47:56 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429586. Service Order ID: 86616. Symbol: XBTUSD-BMEX | 2017-07-28 23:48:27 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429588. Service Order ID: 86618. Symbol: XBTUSD-BMEX | 2017-07-28 23:52:18 * BitMEX | Requesting trade accounts from server. | 2017-07-28 23:54:31 BitMEX | Received 1 accounts from service. | 2017-07-28 23:54:31 BitMEX | Requesting historical order fills for all trade accounts. Number of days: 2 | 2017-07-28 23:54:31 BitMEX | Received 2 order fills. Inserting the ones that do not exist. | 2017-07-28 23:54:32 BitMEX | Requesting Trade Positions data. | 2017-07-28 23:54:36 BitMEX | No Trade Positions reported by DTC Server. Clearing existing Trade Positions. | 2017-07-28 23:54:36 Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429589 | 2017-07-29 00:00:16 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429589. Service Order ID: 86620. Symbol: XBTUSD-BMEX | 2017-07-29 00:00:48 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429590 | 2017-07-29 00:06:46 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429591 | 2017-07-29 00:06:46 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429590. Service Order ID: 86621. Symbol: XBTUSD-BMEX | 2017-07-29 00:07:18 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429592. Service Order ID: 86623. Symbol: XBTUSD-BMEX | 2017-07-29 00:07:48 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429591 | 2017-07-29 00:08:06 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429591. Service Order ID: 86622. Symbol: XBTUSD-BMEX | 2017-07-29 00:08:38 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429594 | 2017-07-29 00:09:36 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429593. Service Order ID: 86624. Symbol: XBTUSD-BMEX | 2017-07-29 00:09:38 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429595. Service Order ID: 86626. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:08 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429594. Service Order ID: 86625. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:08 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429596. Service Order ID: 86627. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:18 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429597. Service Order ID: 86628. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:18 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429598. Service Order ID: 86629. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:28 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429599. Service Order ID: 86630. Symbol: XBTUSD-BMEX | 2017-07-29 00:11:18 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429600. Service Order ID: 86631. Symbol: XBTUSD-BMEX | 2017-07-29 00:12:18 * Unable to Flatten or Reverse because a Position does not exist. Working orders will be canceled | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | 2017-07-29 00:12:29 * Unable to Flatten or Reverse because a Position does not exist. Working orders will be canceled | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | 2017-07-29 00:12:34 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429601 | 2017-07-29 00:13:16 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429602 | 2017-07-29 00:13:16 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429602. Service Order ID: 86633. Symbol: XBTUSD-BMEX | 2017-07-29 00:13:48 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429601. Service Order ID: 86632. Symbol: XBTUSD-BMEX | 2017-07-29 00:13:48 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429603. Service Order ID: 86634. Symbol: XBTUSD-BMEX | 2017-07-29 00:14:48 * Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429604 | 2017-07-29 00:16:26 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429605. Service Order ID: 86636. Symbol: XBTUSD-BMEX | 2017-07-29 00:16:48 * BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429604. Service Order ID: 86635. Symbol: XBTUSD-BMEX | 2017-07-29 00:16:58 * =================================================================================================================== transactTime symbol execType side lastQty lastPx execCost commission execComm ordType orderQty leavesQty price text orderID 7/29/2017, 12:15:44 AM XBTUSD Trade Sell 1 2676.9 37357 -0.00025 -9 StopLimit 1 0 2676.9 Triggered: Order stop price reached Submitted via API. 2cc66596-2022-c6d0-6ea0-0c56bf3fb180 7/29/2017, 12:10:53 AM XBTUSD Trade Sell 1 2691.3 37157 0.00075 28 StopLimit 1 0 2690.3 Triggered: Order stop price reached Submitted via API. 99a5477c-c899-5ff0-fbeb-114dac8a91b3 7/29/2017, 12:10:06 AM XBTUSD Trade Sell 1 2683.6 37263 0.00075 28 StopLimit 1 0 2683.5 Triggered: Order stop price reached Submitted via API. 5bd3c38f-e706-cdcf-3d8c-2ddcf582ad13 7/29/2017, 12:09:47 AM XBTUSD Trade Buy 1 2686.2 -37227 -0.00025 -9 StopLimit 1 0 2686.2 Triggered: Order stop price reached Submitted via API. 158ee261-5946-21a6-d678-c0ea325a76a6 7/29/2017, 12:09:29 AM XBTUSD Trade Buy 1 2688.2 -37200 -0.00025 -9 StopLimit 1 0 2688.2 Triggered: Order stop price reached Submitted via API. 63f9feb6-f60b-3227-5f45-bc9af9aa384d 7/29/2017, 12:09:04 AM XBTUSD Trade Buy 1 2691.7 -37151 -0.00025 -9 StopLimit 1 0 2691.7 Triggered: Order stop price reached Submitted via API. 8db7fa3c-a6f1-aba7-491a-88172f6f5d85 7/29/2017, 12:08:30 AM XBTUSD Trade Sell 1 2688.2 37200 -0.00025 -9 StopLimit 1 0 2688.2 Triggered: Order stop price reached Submitted via API. c97e0aec-b0cf-5e87-d229-b4eaabb630d0 7/29/2017, 12:08:28 AM XBTUSD Trade Buy 1 2683.6 -37263 0.00075 28 StopLimit 1 0 2683.6 Triggered: Order stop price reached Submitted via API. 7413458a-4de5-a10f-67bb-09472af9823b 7/29/2017, 12:05:15 AM XBTUSD Trade Buy 1 2665.9 -37511 0.00075 28 StopLimit 1 0 2666.4 Triggered: Order stop price reached Submitted via API. 19f88dcb-f289-69d7-c48b-e3dc236b9ec2 7/29/2017, 12:04:58 AM XBTUSD Trade Sell 1 2668.6 37473 -0.00025 -9 StopLimit 1 0 2668.6 Triggered: Order stop price reached Submitted via API. c785322e-3763-af97-ee2f-d6c0a02956cd 7/28/2017, 11:59:34 PM XBTUSD Trade Sell 1 2699.1 37049 -0.00025 -9 StopLimit 1 0 2699.1 Triggered: Order stop price reached Submitted via API. 43a6669f-3084-aa1f-aa9c-a5f66e95890b 7/28/2017, 11:36:51 PM XBTUSD Trade Buy 1 2738.1 -36522 -0.00025 -9 StopLimit 1 0 2738.1 Triggered: Order stop price reached Submitted via API. 0d3c58d8-f355-0252-6e5e-dc3cfbad7fe4 7/28/2017, 11:35:33 PM XBTUSD Trade Buy 1 2738.1 -36522 -0.00025 -9 StopLimit 1 0 2738.1 Triggered: Order stop price reached Submitted via API. 2d0e78f4-08d0-44e4-6436-cb6963900715 7/28/2017, 11:35:31 PM XBTUSD Trade Sell 1 2737.9 36524 -0.00025 -9 StopLimit 1 0 2737.9 Triggered: Order stop price reached Submitted via API. 8669a356-37d7-bb67-2b68-92ec8c8a6562 7/27/2017, 8:53:59 PM XBTUSD Trade Sell 1 2703 36996 0.00075 28 Market 1 0 2703 Submitted via API. 3978f678-044a-a482-455a-8019e42732bf 7/27/2017, 8:53:46 PM XBTUSD Trade Buy 1 2700.7 -37027 0.00075 28 Limit 1 0 2701.4 Submitted via API. a5a31712-4e6d-4ba7-52a9-f7d7a573ade2 22519:165964 |
| [2017-07-31 23:35:40] |
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What do you think is going on here? Is Bitmex flaky? (I was a software engineer for many years...) The proper solution really has to be implemented by us. There is an intermediary software that is developed by another developer which provides an interface between the standard BitMEX API and the DTC Protocol which Sierra Chart supports. It is that software is where the problem is. Bridging the two, while not complicated, does require consideration of a lot of different kinds of scenarios which it clearly has not as of yet. And on top of that it clearly it does have some bugs. This was not the method of integration that which we were originally going to do and we did not ourselves authorize this type of interface. We would never ourselves use this kind of method. The developer of this interface program, is working on resolving the problems and we expect a new release any day now. We hope this will substantially resolve the issues. 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: 2017-07-31 23:37:09
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| [2017-08-01 00:55:10] |
| User143414 - Posts: 18 |
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Ok, well, I had no warning. Fortunately I was just testing with the smallest unit. But, what if I were not and in the market substantially? I really think both parties (Bitmex and you) need to alert your uses to not use the interface in the live market until this is fixed. Where is the liability here? Coming from NinjaTrader I am quite impressed with you guys. Then, the Bitmex price action is exactly the type of market I like. So, I really hope this will work well. Please keep me in the loop.....I want to start live as soon as it is stable. |
| [2017-08-01 01:57:34] |
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Haven't you guys tested this interface? We still had a concern there would still be occasional problems. But not nearly to the massive extent we are seeing them now. Personally I take strong exception to the concept of test driven development, and testing as a means of quality control. Test driven development has a very limited purpose and is only useful for certain types of development. And testing as a means of quality control is a substandard method of quality control. Quality control is a competent developer doing things right because they know what they are doing. Testing is still absolutely necessary and an essential part of software development, but it has a limited purpose. And it is not right to put full reliance upon that. That is the basic issue. Some BitMEX issues were reported to us about a couple of months ago, and we did report them to BitMEX. There was one small issue on our side and it was minor, and it was immediately resolved. The other issues needed to be resolved by BitMEX. But, what if I were not and in the market substantially? I really think both parties (Bitmex and you) need to alert your uses to not use the interface in the live market until this is fixed. Where is the liability here? Being that the problems are on the BitMEX side, really this is their responsibility. Like we said, we did do testing and we were aware of some problems a couple months ago but based on feedback, it did seem as though they resolved the issues. But occasionally problems come up again. And BitMEX is certainly made aware of them right away. In regards to the market depth data problem, that is something that appears to be new. The only thing we can do at this point, is publicly put out a notice, that this service is rated as "unreliable" and that notice will have to remain until there is clear proof otherwise. Even with the changes they are working on, still it does not have our complete confidence unless we do our own direct integration. We are not sure when we can even get to 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: 2017-08-01 02:12:51
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| [2017-08-01 02:02:15] |
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Prior post has been updated.
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 |
| [2017-08-01 02:07:02] |
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The unreliability notice in regards to the integration is now posted here: BitMEX Trading Service 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 |
| [2017-08-01 03:14:29] |
| User143414 - Posts: 18 |
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Ok, well it is possible to monitor the status of current positions / orders on their web trader, but the way I trade that is only for emergencies. YES, it is better if you can provide the integration instead of them. I sounds like they outsourced it to someone who didn't know what they were doing, and bridge software, yes, is unreliable. Well....not sure what to do... How is your communication with them? Are they committed to providing a solid interface? Are they now allocating the correct resources? On the notice...people can test better on Bitmex, not Test Bitmex, because the data is so sparse on the latter. It is possible to SIM trade on the live feed, at least it is real streaming data. And, IF they choose to live trade the BITMEX web trader should always be running on another screen. I was writing software on the old IBM 360's (1970's)in assembler language...we had logic diagrams called "Warnier Orr" that greatly helped us test complex software. However, it was not what you are dealing with...TCP/UDP, live data streams and all that. The diagrams specified exact logic, they were used to verify the correct implementation of the specs, they were used for code reviews, and they were used for the testing also. In all cases, at least two people walked through the reviews. Now I code in C# and perhaps a little C with SC. I am going to ask Bitmex to provide a blog thread for SC issues. Please do also. Thanks |
| [2017-08-01 03:26:16] |
| User143414 - Posts: 18 |
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would bitmex be willing to pay to have a coder on your site who you could hire and supervise, to rewrite the interface to your specs?
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| [2017-08-02 05:28:12] |
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How is your communication with them? Are they committed to providing a solid interface? Are they now allocating the correct resources? We do have good communication with them. The solid interface for the time being is going to be dependent upon what this other developer is doing. They are working on this. And we will see what happens in the next few 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 |
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