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Direct MessagesDate/Time: Thu, 25 Apr 2024 10:53:57 +0000
Missing fills / refreshing trade data from service with Rithmic
View Count: 1638
| [2013-09-12 15:14:44] |
| umair1 - Posts: 86 |
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Hi, I have had problems the last few days with Sierra Chart reporting the correct position quantity from the trade service. I place all my orders through Sierra Chart as GTC orders. Sometimes Sierra Chart is not running when the orders are filled and when I come back it still reports me as long the position. For example, yesterday I came into the day long 8 contracts of the M6BU3-CME. I placed an order to sell all 8 at 1.5799- this order was filled while my computer was off and Sierra Chart was not active. When I came back I could see that the exit order was no longer present- however Sierra Chart still reported me long 8 contracts. I tried refreshing the trade data from service but it still showed me long. I verified that I was flat with my broker (Crossland). Today Sierra Chart reported the correct position (flat). Another example, today I came into the day short 1 contract of the MJYZ3-CME. I placed an order to short another contract and an order to buy 2 contracts (at a lower price). Both orders were filled while my computer was off and I am flat but Sierra Chart is reporting me short two contracts. I verified that I am flat with my broker. Another bug I noticed is that Sierra Chart shows me long 4 contracts of the CLZ3-CLZ4-NYMEX spread. I held this position many months ago but have not traded it recently. My broker confirms I am not long the CLZ3-CLZ4-NYMEX spread. This position does not seem to correct at the start of a new trading day- it seems to persist forever. If I launch R|Trader then it shows the correct positions for my account. Can this be fixed in Sierra Chart? Date Time Of Last Edit: 2013-09-12 15:19:31
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| [2013-09-12 19:51:18] |
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There is no bug here. It sounds as though you are looking at the Trade Stats for Charts tab. For information about how that works, refer to: http://www.sierrachart.com/index.php?l=doc/doc_TradeStatusWindows.html#ChartTradeStatsTab Unless you are connected all the time and are able to get all of the order fills, it is not always going to report the correct positions. It could also be that you are using the Order Fill Calculated Position. So you should disable that: http://www.sierrachart.com/index.php?l=doc/doc_TradeStatusWindows.html#OrderFillCalculatedPosition 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: 2013-09-12 19:52:52
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| [2013-09-12 20:02:50] |
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We assume you already know this, but the place to look at your accurate Trade Positions is on the Trade >>Trade Orders and Positions >> Positions tab. You should only be relying upon that. The Trade Stats for Charts tab is a very useful tool if it is understood how it works. If you are not able to stay connected all the time, and you do not manually insert order fills, then there is no point in referring to it. 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 |
| [2013-09-12 20:04:54] |
| umair1 - Posts: 86 |
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I'm looking at the POSITIONS tab. To get there I go to Trade -> Orders and Positions -> Click on POSITIONS For the CLZ3-CLZ4-NYMEX spread I mentioned before, it shows me long 4, it shows the trade service long 4, and the trade service average price at 0.000. The current price of the spread is around 12. For the other contracts I mentioned before, I noticed that if I place a new order- then it updated the position to the correct value. So to summarize: 1. For MJYZ3, I began the day short 1 contract, I sold another contract, so I was short a total of 2 contracts. 2. I then placed a buy order for 2 contracts to close the position out. 3. The buy order filled when my computer was off, sierra chart wasn't running. 4. Later when I turned my computer back on, Sierra Chart continued to show me short two contracts but also did not show the buy order that I had originally put in. It shows me short two contracts in the chart trade mode and it also shows me short two contracts in the positions tab. 5. I verified with the broker that I am flat. I tried going to Trade -> Refresh Trade Data from Service but it still shows me short two contracts. 6. Later today I decided to sell another contract of MJYZ3 at some price far above the current ask and Sierra Chart updated my position and does not show me short two contracts of MJYZ3 anymore. |
| [2013-09-12 21:54:10] |
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We see what the problem is. This will be resolved later today with a new release. There was a problem with synchronizing the Trade Position Service Quantity when there are no Trade Positions in the account, to the internal Position Quantity. For the position you see for CLZ3-CLZ4-NYMEX, you need to let your broker know about this. This position is clearly coming from the server if you see a quantity for it in the Trade Service Position Quantity field on the Positions tab. 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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