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Trade position not recognized

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[2018-03-14 22:06:12] #1 [Go To First Post]
User392057 - Posts: 6
My trade activity log shows that I was filled for a trade, but when I tried to exit I received the message "unable to flatten or cancel because there is no position" (3 separate times). I record my screen during the day and noticed the service log said the same thing. However, I was unknowingly in a position throughout the entire day, even though the log showed no open trades. This is the first time ever my activity log and trading statements did not match. How can I prevent this from happening in the future if I receive multiple notifications that there is currently no position when there actually is one. (Please let me know if I need to upload my entire activity log, or just the time I am referring to) Thanks.

[2018-03-15 16:29:44] #2 [Go To First Post]
User392057 - Posts: 6
After talking with my broker, they gave me the following answer: "I can only see orders that made it to the exchange and some platforms will reject an order before sending to the exchange." So my question is if I repeatedly hit "flatten" and am getting notifications in the trade service log that there are no open trades, how is it possible that I could continue to be short a contract (unknowingly). For the first time ever, the PnL on my trade activity and my broker statement are completely different. (For reference, I was filled at 10:24:51. I quickly tried to flatten that position, and at 10:24:53, 10:24:59 and 10:25:41 I received 3 separate notifications all stating the same thing: "Unable to Flatten or Reverse because a Position does not exist." But a position did exist and I want to know why I was never flattened and why my platform showed no open trades)

[2018-03-15 18:10:21] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Refer to this section here: https://www.sierrachart.com/index.php?page=doc/TradeStatusWindows.html#IncorrectlyReportedTradePosition Here is the documentation to determine the Position Quantity as reported by the server, historically: Trade Activity Log: Determining Historical Trade Position Quantity from Trade Activity Log In the case of when using CQG, we recommend reconnecting to the data feed to get a fresh Position data update if you are not trusting the reported Trade Position Quantity: File Menu: Procedure to Reconnect to the Data and Trade Servers 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: 2018-03-15 18:11:15

[2018-03-16 12:26:16] #4 [Go To First Post]
User392057 - Posts: 6
My broker emailed me following up with this particular case. "please from SC go to help and support board. Please upload your logs thru there so SC support can review and if needed I will follow up with them." Do you need the entire log for the day? or just the timeframe I am referring too? ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note Order 2018-03-13 10:24:51.839 F.US.CLEJ18 F.US.CLEJ18 500 Trades #1 \| User order entry. Flatten&Cancel \| Last: 60.45. Current Position quantity: 1 10622 Market 1 Sell Order Sent 621205 Close 1 CL - QkAtk.twconfig Order 2018-03-13 10:24:51.917 F.US.CLEJ18 CQG order update (Pending New) 10622 2085840668 Market 1 Sell Pending Open 621205 Close 1 CL - QkAtk.twconfig Order 2018-03-13 10:24:51.918 F.US.CLEJ18 CQG order update (New) 10622 2085840668 Market 1 Sell Open 621205 Close 1 CL - QkAtk.twconfig Order 2018-03-13 10:24:51.919 F.US.CLEJ18 Updated Service Position Quantity to 0 Unspecified 621205 Order 2018-03-13 10:24:51.920 F.US.CLEJ18 CQG order update (Fill). Exchange ID: 6902052109 10622 2085840668 Market 1 Sell Filled 60.44 1 621205 Close 1 CL - QkAtk.twconfig Order 2018-03-13 10:24:51.921 F.US.CLEJ18 Updated Internal Position Quantity to 0. Previous: 1 Unspecified 621205 Fill 2018-03-13 10:24:51.922 F.US.CLEJ18 CQG order update (Fill). Exchange ID: 6902052109 10622 2085840668 Market 1 Sell Filled 60.44 1 621205 Close 6902052109 60.51 60.36 CL - QkAtk.twconfig Order 2018-03-13 10:24:53.626 F.US.CLEJ18 Unable to Flatten or Reverse because a Position does not exist Unspecified 621205 CL - QkAtk.twconfig Order 2018-03-13 10:24:59.598 F.US.CLEJ18 Unable to Flatten or Reverse because a Position does not exist Unspecified 621205 CL - QkAtk.twconfig Order 2018-03-13 10:24:59.927 F.US.CLEJ18 Removing Position with quantity of 0 Unspecified 621205 Order 2018-03-13 10:25:41.845 F.US.CLEJ18 Unable to Flatten or Reverse because a Position does not exist Unspecified 621205 CL - QkAtk.twconfig

[2018-03-16 18:31:35] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
These lines are indicating that the Position Quantity for the symbol F.US.CLEJ18 went to 0 at 2018-03-13 10:24:51. Are you saying that is not correct at that time? Order 2018-03-13 10:24:51.919 F.US.CLEJ18 Updated Service Position Quantity to 0 Unspecified 621205 Order 2018-03-13 10:24:51.920 F.US.CLEJ18 CQG order update (Fill). Exchange ID: 6902052109 10622 2085840668 Market 1 Sell Filled 60.44 1 621205 Close 1 CL - QkAtk.twconfig Order 2018-03-13 10:24:51.921 F.US.CLEJ18 Updated Internal Position Quantity to 0. Previous: 1 Unspecified 621205 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: 2018-03-16 18:32:25

[2018-03-16 19:21:52] #6 [Go To First Post]
User392057 - Posts: 6
Yes, that is not correct. According to my broker, at 10:24:51 I was short 1 contract. That is why I am confused - because I received 3 seperate notifications that "position does not exist" when really a position did exist. (Just for reference: the next trade I made I bought a contract and on my screen - and trade statistics - it looked like it was a new position. However, according to my broker that next buy was to close out the contract I was short from 10:24. So when I thought I was closing out that next buy trade by selling, I was really opening up a short position.) If I can provide any additional information, please let me know.

[2018-03-16 23:06:50] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What we want you to do follow through the information here to examine the historical Position Quantity at each point from before 2018-03-13 10:24:51, in the Trade Activity Log: Trade Activity Log: Determining Historical Trade Position Quantity from Trade Activity Log When you find a particular point in time where it is wrong, tell us the Date and Time, time zone and symbol. Then provide us the FIX log, hopefully enabled, for that point in time: Providing FIX Log to Support And also provide us the complete Trade Activity Log file: Trade Activity Log: Providing Trade Activity Log File to Support You can attach it here and it will be privately attached so that only we see 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 Date Time Of Last Edit: 2018-03-16 23:07:24

[2018-03-17 21:22:38] #8 [Go To First Post]
User392057 - Posts: 6
The Position Quantity in the Trade Activity Log is not wrong at any point before 10:24:51. (I was closed out of my last trade at 2018-03-13 10:20:00; timezone - central; symbol - F.US.CLEJ18) I have attached the FIX log and the Trade Activity Log. Please let me know if I can do/provide anything else. I GREATLY appreciate your time and help.


Private File Private File Private File Attachment Deleted.

[2018-03-19 01:21:32] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We did some extensive testing using CQG FIX and verifying the position quantities are properly processed from the FIX server in Sierra Chart and order fills are properly handled resulting in a correct position quantity. There were no problems. It is quite clear what has gone wrong here. This is the relevant data: ActivityType DateTime Symbol OrderActionSource OrderStatus InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 PositionQuantity FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID Note FillExecutionServiceID HighDuringPosition LowDuringPosition Order 2018-03-13 15:20:00.034 F.US.CLEJ18 F.US.CLEJ18 30 Sec #2 \| User order entry. Flatten&Cancel \| Last: 60.45. Current Position quantity: 1 Order Sent 10621 Market 1 Sell 1 621205 Close CL - QkAtk.twconfig Order 2018-03-13 15:20:00.109 F.US.CLEJ18 CQG order update (Canceled) Canceled 10619 2085835785 Limit 1 Sell 60.47 1 621205 Close Order 2018-03-13 15:20:00.156 F.US.CLEJ18 CQG order update (Pending New) Pending Open 10621 2085801411 Market 1 Sell 1 621205 Close CL - QkAtk.twconfig Order 2018-03-13 15:20:00.171 F.US.CLEJ18 CQG order update (Canceled) Canceled 10620 2085801285 Stop 1 Sell 60.24 1 621205 Close Order 2018-03-13 15:20:00.172 F.US.CLEJ18 CQG order update (New) Open 10621 2085801411 Market 1 Sell 1 621205 Close CL - QkAtk.twconfig Order 2018-03-13 15:20:00.173 F.US.CLEJ18 Updated Service Position Quantity to 0 Unspecified 621205 Order 2018-03-13 15:20:00.174 F.US.CLEJ18 CQG order update (Fill). Exchange ID: 6901971981 Filled 10621 2085801411 Market 1 Sell 1 60.44 1 621205 Close CL - QkAtk.twconfig Order 2018-03-13 15:20:00.175 F.US.CLEJ18 Updated Internal Position Quantity to 0. Previous: 1 Unspecified 621205 Fill 2018-03-13 15:20:00.176 F.US.CLEJ18 CQG order update (Fill). Exchange ID: 6901971981 Filled 10621 2085801411 Market 1 Sell 60.44 1 621205 Close CL - QkAtk.twconfig 6901971981 60.45 60.36 Order 2018-03-13 15:20:00.861 Flagging orders waiting for service update. Account: No account specified Unspecified None Order 2018-03-13 15:20:00.862 Requested Open orders from trading service Unspecified None Order 2018-03-13 15:20:01.017 F.US.CLEJ18 Updated Service Position Quantity to 1 Unspecified 621205 Order 2018-03-13 15:20:01.018 F.US.CLEJ18 Updated Service Position Quantity to 0 Unspecified 621205 Order 2018-03-13 15:20:01.019 F.US.CLEJ18 Updated Service Position Quantity to 1 Unspecified 621205 The times above are UTC which was necessary to compare to the FIX log. You flattened the position at 2018-03-13 15:20:00.034. Immediately after that because there was a reconnection or an express connection on your part to the CQG server, the current positions were requested from CQG. CQG indicated the position was 1 when in reality it was actually 0. You then flattened that nonexistent position subsequently, creating a short position. So the CQG server indicated an incorrect position quantity. It has always been very clear to us, that the way CQG does positions, makes a problem like this more likely. CQG needs to take responsibility for this. At this point this is considered finalized on our side and there is nothing further we can do. 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

[2018-03-19 01:32:00] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In case you wonder why you see three lines here: Order 2018-03-13 15:20:01.017 F.US.CLEJ18 Updated Service Position Quantity to 1 Unspecified * Order 2018-03-13 15:20:01.018 F.US.CLEJ18 Updated Service Position Quantity to 0 Unspecified * Order 2018-03-13 15:20:01.019 F.US.CLEJ18 Updated Service Position Quantity to 1 Unspecified * It has to do with the incremental updating of the Position for the symbol from individual fills during the position reports processing. So the end result is a +1 position. 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

[2018-03-19 03:09:43] #11 [Go To First Post]
User392057 - Posts: 6
So for this case, because it is CQG, would clearing the trade data for that symbol, then disconnecting and reconnection to the feed report an accurate position/open quantity? Or if I closed sierra chart and reopened completely would that give me an accurate position update? Is this just a rare error on CQG, or is there another way I can be 100% sure I am flat without having to contact my broker.

[2018-03-19 03:42:41] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You only need to reconnect to the data feed. This is all: File Menu: Procedure to Reconnect to the Data and Trade Servers Assuming the position will be properly reported after. Based upon what we see, this appears to be a rare case. First incident we have seen. 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: 2018-03-19 03:43:02

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