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Direct MessagesDate/Time: Fri, 19 Apr 2024 08:09:02 +0000
Problems importing fills into trade activity log
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| [2018-11-27 14:58:56] |
| User376381 - Posts: 4 |
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Hello, I have just updated to the latest preversion (1847) as I saw that you made some updates to the trade activity log. My problem however existed also in the earlier version I had installed. I am generating with a macro a text file which contains data of fills from another trading execution system. I am aware that all hidden signs like tabs, enter, etc. in the text file must be present and I do pay attention to that. These fills I try then to import into Sierra Charts trade activity log. Sometimes this works, and sometimes not. Although in order to have a chance that import works I always have to export first some fills from Sierra, and then copy and paste the data which was generated with my macro into the file exported from Sierra, thereby replacing the data which was in the file exported from Sierra. Then I save that file. When I try to import this text file, as I said sometimes it works (fills apear in trade activity log), sometimes there is no success (fills do not appear in trade activity log). However the Trade Service Log always states that it has read the simulated fills. (I try to import all fills into a SIM2 account which I have created for this external fill data.) following a copy of the trade service log of a failed attempt: Trade Activity Log: File read result: 1240 records inserted. 113 fill records inserted. 0 records filtered. | 2018-11-27 09:35:20 Trade Activity Log: File date-time limits: Sim records date-time limit is 2018-11-12 00:00:00. Non-sim records date-time limit is 2018-08-26 00:00:00. Non-sim fill record date-time limit is 2017-11-27 00:00:00. | 2018-11-27 09:35:20 Read 0 non-simulated fills, and 6 simulated fills from the file C:\SierraChart\TradeActivityLogs\TradeActivityLogExport_2018-11-16 - 2.txt | 2018-11-27 09:36:00 * Attached you also find the file which I tried to import while generating the above trade service log. I believe that the text file is properly formated, as the same formating sometimes works and sometimes it does not work. Therefore I believe that this import problem is caused somehow by Sierra Chart. I would appreciate your help on this problem. Thank you and kind regards, Peter |
 TradeActivityLogExport_2018-11-16 - 2.txt - Attached On 2018-11-27 14:40:12 UTC - Size: 1 KB - 312 views |
| [2018-11-28 05:32:03] |
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The essential field which is missing which is required when importing data is this: FillExecutionServiceID. This must be set and must be a unique value for each fill. 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 |
| [2018-11-28 14:26:10] |
| User376381 - Posts: 4 |
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Hello, Thank you very much for your help. You are right, with that field added I am able to import. However, I still have the problem that from my generated text file I have to copy the content and paste it into a textfile which previously was exported from Sierra, replacing the content of the previously exported file. Then save this text file and I am able to import. If I take directly the file which I generate, Sierra will not import it. There might be something with the file attributes which is wrong, is there maybe any special requirement for the file name? As an example: The two files attached contain exactly the same content, however Sierra will not import the file called test.txt, but it imports the other text file. Here ist the corresponding Trade service log: Trade Activity Log: File read result: 1259 records inserted. 113 fill records inserted. 0 records filtered. | 2018-11-28 09:22:11 Trade Activity Log: File date-time limits: Sim records date-time limit is 2018-11-13 00:00:00. Non-sim records date-time limit is 2018-08-27 00:00:00. Non-sim fill record date-time limit is 2017-11-28 00:00:00. | 2018-11-28 09:22:11 Read 0 non-simulated fills, and 0 simulated fills from the file C:\SierraChart\TradeActivityLogs\Test.txt | 2018-11-28 09:22:34 * Read 0 non-simulated fills, and 4 simulated fills from the file C:\SierraChart\TradeActivityLogs\TradeActivityLogExport_2018-11-16 - 3.txt | 2018-11-28 09:22:52 * Flagging to reload Trades list in charts | Symbol: NAS100 | TradeAccount: Sim2 | 2018-11-28 09:22:52 New order fills received for Trade Account: Sim2. Sending Trade Accounts to clients with same account as a signal for them to download order fills. | 2018-11-28 09:22:52 I would be glad if you could help on this. Kind regards; Peter |
| Test.txt - Attached On 2018-11-28 14:23:52 UTC - Size: 829 B - 285 views TradeActivityLogExport_2018-11-16 - 3.txt - Attached On 2018-11-28 14:24:09 UTC - Size: 826 B - 292 views |
| [2018-11-28 20:25:34] |
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C:\SierraChart\TradeActivityLogs\Test.txt is encoded with UTF-8 BOM. You should really just stay with ASCII only.
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 |
| [2019-07-18 22:05:33] |
| Chad - Posts: 231 |
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Hi SCE, I have a question in the vein of Peter's - supposing I attempt to import a transaction/trades log sourced from a script interfaced to Interactive Brokers' API, I assume all field names must be adapted, and also that ticker symbols must be mapped to Sierra Chart's conventions, yes? Ultimately I plan to import TradeList logs from trades done in SC, and similar logs from IB, to a Python library for portfolio optimization, but perhaps it's best to just keep them separate instead of trying to combine & export at SC-level first, before the import to Python. Curious as to your take on this prospect. Date Time Of Last Edit: 2019-07-18 22:06:31
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| [2019-07-19 04:51:11] |
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Well in general, the fields need to match up with as you see them when you export data from the Sierra Chart Trade Activity Log. Also the latest version of Sierra Chart does support downloading missing historical fills from TWS for up to 30 days. This happens automatically. But the download starts from the date-time of the last order fill Sierra Chart has for a particular Trade Account. 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: 2019-07-19 04:53:08
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