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Direct MessagesDate/Time: Fri, 26 Apr 2024 22:20:53 +0000
Unable to close position with DTC
View Count: 1099
| [2018-09-11 12:15:42] |
| Endo - Posts: 5 |
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I am using the Sierra Chart DTC server to develop a DTC client and am unsure whether this problem should be here or the DTC board, but I think it is specific to Sierra Chart. When sending, for example, a DTC buy market order message to open a position of size 1, and then a sell market order of the same size, the resulting position is -1 when it should be flat. Since there is no DTC message to close a position this makes it impossible to ever end up flat with market orders. I have also replicated this behaviour using a new instance of SC in DTC mode, sending orders to the main instance from that one. I have tried every combination of TRADE_OPEN, TRADE_CLOSE, and TRADE_UNSET with no result because even though the docs say it is not used for futures, the SC server includes it in messages. The ORDER_UPDATE messages sent from the SC server are almost identical when I open and close a position from my DTC client to when I do the same thing from the SC trading DOM, but the end result is different and I cannot think of any reason why. More details: CQG data service, but trading in SC Simulation mode, symbol: F.US.USAZ18 Date Time Of Last Edit: 2018-09-11 12:22:45
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| [2018-09-11 17:14:50] |
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You need to follow through the instructions here: Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis 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 |
| [2018-09-11 22:20:15] |
| Endo - Posts: 5 |
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It says that "we do not provide simulated trading analysis" but I will attach the activity log anyway. Symbol: [Sim]F.US.USAZ18 Account: Sim1 Date&Time: 2018-09-11 12:30:20 UTC+1 OrderIDs: 84282, 84283 Description: Both orders were market orders sent using a DTC client, first a buy of size 1, then a sell of size 1. The resulting open position was -1, when I would expect no position. I then manually submitted a buy market order using the trading DOM to close the position. The OpenOrClose part of the DTC messages were set to TRADE_OPEN and TRADE_CLOSE respectively, but this is not reflected in the activity log where both are listed as Open. |
Private File |
| [2018-09-12 01:57:31] |
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We do not see the trading activity and we just realized something. We see you are running a newer version. We need the trade activity log file that ends data and make sure you exit from Sierra Chart first because there is caching.
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 |
| [2018-09-12 08:41:34] |
| Endo - Posts: 5 |
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Ok
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Private File |
| [2018-09-13 20:25:17] |
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We have looked this over and as we went through it we can see that the order fills do not have timestamps which are in alignment with the order submissions. This just has to do with the last trade date time of the symbol. This was something recently implemented to increase the accuracy of the order fill Date-Time but we can see that it is leading to this issue where the fills are not in alignment with the order activity of the order itself. This will be changed in the next release. At the present time, there is a question as to how these timestamps are affecting the calculation of the Position quantity. So we will need you to test again after this change. This will be out in version 1805. 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: 2018-09-13 20:25:48
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| [2018-09-16 07:19:40] |
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See if you still have the issue with 1806 which is now available.
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: 2018-09-16 07:20:30
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| [2018-09-17 17:09:59] |
| Endo - Posts: 5 |
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Unfortunately the problem remains the same in 1806.
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| [2018-09-17 17:11:14] |
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Provide us the Trade Activity Log file again and let us know the internal order ID of the orders.
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 |
| [2018-09-17 17:33:15] |
| Endo - Posts: 5 |
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Symbol: [Sim]F.US.USAZ18 Account: Sim1 Date&Time: 2018-09-17 18:19:22 UTC+1 OrderIDs: 84342, 84343 Description: Same as before I have also found that this only happens when I am subscribed to market data via Sierra Chart, i.e. the chart for the symbol is open. Subscribing to market data DTC messages works fine, and closing the chart window works too. Order IDs 84345 and 84346 were made with no chart windows open, and subscribed to DTC market data and market depth. |
Private File |
| [2018-09-19 00:07:18] |
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This is still pending review.
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 |
| [2018-09-21 20:02:10] |
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Letting you know we are working on this issue now.
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 |
| [2018-09-21 20:59:45] |
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We understand the reason for the problem and this will be resolved in the next release.
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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