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Date/Time: Fri, 29 Mar 2024 14:35:36 +0000



OCO order on dom

View Count: 902

[2019-03-06 17:29:32]
User906279 - Posts: 9
when I place a oreder (simple bracket) My target and stop are shown but once my order is filled. My stop disapears. please advice how I can fix this issue. I am using RTrader pro for data feed
[2019-03-06 17:49:17]
Sierra Chart Engineering - Posts: 104368
Refer to:
Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis

It sounds like the stop order is getting rejected for some reason.
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
[2019-03-06 21:15:12]
User906279 - Posts: 9
I think I uploaded the trade activity log you are requesting
attachment ES TradeActivityLogExport_2019-03-06.txt - Attached On 2019-03-06 21:12:15 UTC - Size: 106.79 KB - 249 views
Attachment Deleted.
attachmentNQ TradeActivityLogExport_2019-03-06.txt - Attached On 2019-03-06 21:12:40 UTC - Size: 99.59 KB - 274 views
[2019-03-06 23:13:10]
Sierra Chart Engineering - Posts: 104368
No that is not what we need. And we need all of the details requested here:

Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis

We need the TradeActivityLog.data file

If we do not get these details, we cannot help. At this point we recommend contacting your broker instead.
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
[2019-03-07 17:00:08]
User906279 - Posts: 9
this is the reply I got from RTRADER

it looks like you are not sending your target and stop to us as an OCO, therefore you do not benefit from reduced margin and are more susceptible to hitting your margin limits, which is why there were rejects. Please contact SC about submitting orders to us as OCO.



thanks

jjw
[2019-03-07 18:03:58]
User906279 - Posts: 9
File attached
attachmentTradeActivityLogExport_2019-03-07.txt - Attached On 2019-03-07 18:03:33 UTC - Size: 375.57 KB - 278 views
Attachment Deleted.
[2019-03-07 18:05:04]
Sierra Chart Engineering - Posts: 104368
You need to enable this setting:
Global Trade Settings Windows: Use Server Side OCO Orders (if supported) (Global Settings >> General Trade Settings >> General)
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
[2019-03-13 17:03:00]
User906279 - Posts: 9
Still having issues with oco orders some times they take and some times they don't
attachment2 TradeActivityLogExport_2019-03-13.txt - Attached On 2019-03-13 17:01:02 UTC - Size: 721.38 KB - 260 views
Attachment Deleted.
[2019-03-14 00:24:53]
Sierra Chart Engineering - Posts: 104368
We cannot help with a big log like that. We need these specific details requested here:

Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis

We need you to help us. We are not going to go through that log and try to figure this out especially when we have no control over the problem to begin with. You really should ask your broker for help.
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
[2019-03-14 00:46:55]
User906279 - Posts: 9
this is the reply I got from RTRADER

it looks like you are not sending your target and stop to us as an OCO, therefore you do not benefit from reduced margin and are more susceptible to hitting your margin limits, which is why there were rejects. Please contact SC about submitting orders to us as OCO.
attachmentNQ TradeActivityLogExport_2019-03-14.txt - Attached On 2019-03-14 00:46:39 UTC - Size: 21.52 KB - 299 views
[2019-03-14 02:49:35]
Sierra Chart Engineering - Posts: 104368
It does appear this is correct what they say. Therefore, is this option enabled?:

Global Trade Settings Windows: Use Server Side OCO Orders (if supported) (Global Settings >> General Trade Settings >> General)
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
[2019-03-14 10:48:24]
User906279 - Posts: 9
I do believe I have the correct settings.
imageTrade settings.JPG / V - Attached On 2019-03-14 10:48:03 UTC - Size: 126.16 KB - 251 views
[2019-03-14 20:36:56]
User906279 - Posts: 9
I did not get a response regarding the last email. oco orders are doing the same some times they work and other times they don't I did attach the current setting which I think are correct please advise.
[2019-03-14 20:42:58]
Sierra Chart Engineering - Posts: 104368
We just have not gotten to this yet. You do have the correct setting enabled.

At the time you submit the order, copy the lines in the Trade Activity Log for that order and the attached orders following these instructions here:
Trade Activity Log: Providing Trade Activity Log Data Lines to Support

We just need those specific records which would normally be three of them. No more. Do not provide entire file.
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: 2019-03-14 20:43:22
[2019-03-14 21:15:57]
User906279 - Posts: 9
I am not really sure of the time when the NQ starting acting up I do believe this is a small portion of what I am talking about.
I did place a couple of trades earl this am. and the oco worked fine. However there was several trade were I place the oco and the stop and target bracket did not get attached so I had to place a buy or sell stop in its place.




ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance
Position  2019-03-14 08:35:18.675  NQM9-CME  Updated Service Position Quantity to 0                Unspecified      jreynoldsgaunt2      1          
Position  2019-03-14 08:35:18.676  NQM9-CME  Updated Internal Position Quantity to 0. Previous: 1                Unspecified      jreynoldsgaunt2                
Fill  2019-03-14 08:35:18.677  NQM9-CME  Rithmic Trading order update (Filled)  4465  1110363977  Stop  1  Sell  7277.75    Open  7277.50  1  jreynoldsgaunt2  Close  4464    123467317  7285.75  7277.50    
Order  2019-03-14 08:35:18.678  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: complete. CompReason: F  4465  1110363977  Stop  1  Sell  7277.75    Filled  7277.50  1  jreynoldsgaunt2  Close  4464    123467317        
Order  2019-03-14 08:35:18.687  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: complete. CompReason: C  4466  1110363978  Limit  1  Sell  7306.75    Canceled      jreynoldsgaunt2  Close  4464            
Position  2019-03-14 08:35:26.667  NQM9-CME  Removing Position with quantity of 0                Unspecified      jreynoldsgaunt2                
Order  2019-03-14 08:36:25.320  NQM9-CME  NQM9-CME #7 | Trade DOM/User order entry | Last: 7281. Attached Order | Client side bracket order | Server side OCO order  4468    Stop    Sell  7277.25    Pending Child-Client      jreynoldsgaunt2  Close  4467            
Order  2019-03-14 08:36:25.321  NQM9-CME  NQM9-CME #7 | Trade DOM/User order entry | Last: 7281. Attached Order | Client side bracket order | Server side OCO order  4469    Limit    Sell  7287.25    Pending Child-Client      jreynoldsgaunt2  Close  4467            
Order  2019-03-14 08:36:25.322  NQM9-CME  NQM9-CME #7 | Trade DOM/User order entry | Last: 7281  4467    Stop  1  Buy  7282.25    Order Sent      jreynoldsgaunt2  Open            NQ2.twconfig  
Order  2019-03-14 08:36:25.335  NQM9-CME  Rithmic Trading order update (New). Info: Status: Order received from client.   4467  1110364543  Stop  1  Buy  7282.25    Pending Open      jreynoldsgaunt2  Open            NQ2.twconfig  
Order  2019-03-14 08:36:25.337  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: trigger pending.   4467  1110364543  Stop  1  Buy  7282.25    Open      jreynoldsgaunt2  Open            NQ2.twconfig  
Position  2019-03-14 08:36:27.067  NQM9-CME  Updated Service Position Quantity to 1                Unspecified      jreynoldsgaunt2                
Position  2019-03-14 08:36:27.071  NQM9-CME  Updated Internal Position Quantity to 1. Previous: 0                Unspecified      jreynoldsgaunt2      1          
Fill  2019-03-14 08:36:27.072  NQM9-CME  Rithmic Trading order update (Filled)  4467  1110364543  Stop  1  Buy  7282.25    Open  7282.25  1  jreynoldsgaunt2  Open    1  123467352      NQ2.twconfig  
Order  2019-03-14 08:36:27.073  NQM9-CME  Updating move to breakeven stop reference price on parent modification/fill to 7282.25  4468    Stop    Sell  7277.25    Pending Child-Client      jreynoldsgaunt2  Close  4467            
Order  2019-03-14 08:36:27.074  NQM9-CME  Updating move to breakeven stop reference price on parent modification/fill to 7282.25  4468    Stop    Sell  7277.25    Pending Child-Client      jreynoldsgaunt2  Close  4467            
Order  2019-03-14 08:36:27.075  NQM9-CME  Auto-sent child from parent fill  4468    Stop  1  Sell  7277.25    Order Sent      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:27.076  NQM9-CME  Auto-sent child from parent fill  4469    Limit  1  Sell  7287.25    Order Sent      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:27.077  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: complete. CompReason: F  4467  1110364543  Stop  1  Buy  7282.25    Filled  7282.25  1  jreynoldsgaunt2  Open    1  123467352      NQ2.twconfig  
Order  2019-03-14 08:36:27.094  NQM9-CME  Rithmic Trading order update (New). Info: Status: Order received from client.   4468  1110364550  Stop  1  Sell  7277.25    Pending Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:27.095  NQM9-CME  Rithmic Trading order update (New). Info: Status: Order received from client.   4469  1110364551  Limit  1  Sell  7287.25    Pending Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:27.096  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: trigger pending.   4468  1110364550  Stop  1  Sell  7277.25    Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:27.097  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: open.   4469  1110364551  Limit  1  Sell  7287.25    Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:33.756  NQM9-CME  NQM9-CME #7 | User order modification. Requested Price: 7291.50. Requested Quantity: 1  4469  1110364551  Limit  1  Sell  7287.25    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:33.777  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: Modify received from client.   4469  1110364551  Limit  1  Sell  7291.50    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:33.778  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: modified.   4469  1110364551  Limit  1  Sell  7291.50    Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:37.376  NQM9-CME  NQM9-CME #7 | User order modification. Requested Price: 7296.25. Requested Quantity: 1  4469  1110364551  Limit  1  Sell  7291.50    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:37.392  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: Modify received from client.   4469  1110364551  Limit  1  Sell  7296.25    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:37.394  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: modified.   4469  1110364551  Limit  1  Sell  7296.25    Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:39.334  NQM9-CME  NQM9-CME #7 | User order modification. Requested Price: 7299.00. Requested Quantity: 1  4469  1110364551  Limit  1  Sell  7296.25    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:39.351  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: Modify received from client.   4469  1110364551  Limit  1  Sell  7299.00    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:36:39.361  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: modified.   4469  1110364551  Limit  1  Sell  7299.00    Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:09.719  NQM9-CME  NQM9-CME #7 | User order modification. Requested Price: 7276.75. Requested Quantity: 1  4468  1110364550  Stop  1  Sell  7277.25    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:09.740  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: Modify received from client.   4468  1110364550  Stop  1  Sell  7276.75    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:09.741  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: modified, trigger pending.   4468  1110364550  Stop  1  Sell  7276.75    Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:13.096  NQM9-CME  NQM9-CME #7 | User order modification. Requested Price: 7275.25. Requested Quantity: 1  4468  1110364550  Stop  1  Sell  7276.75    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:13.115  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: Modify received from client.   4468  1110364550  Stop  1  Sell  7275.25    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:13.116  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: modified, trigger pending.   4468  1110364550  Stop  1  Sell  7275.25    Open      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:55.061  NQM9-CME  NQM9-CME #7 | User order modification. Requested Price: 7282.25. Requested Quantity: 1  4468  1110364550  Stop  1  Sell  7275.25    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:55.082  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: Modify received from client.   4468  1110364550  Stop  1  Sell  7282.25    Pending Modify      jreynoldsgaunt2  Close  4467  1          
Order  2019-03-14 08:37:55.082  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: modified, trigger pending.   4468  1110364550  Stop  1  Sell  7282.25    Open      jreynoldsgaunt2  Close  4467  1          
Position  2019-03-14 08:38:14.848  NQM9-CME  Updated Internal Position Quantity to 0. Previous: 1                Unspecified      jreynoldsgaunt2                
Fill  2019-03-14 08:38:14.849  NQM9-CME  Rithmic Trading order update (Filled)  4468  1110364550  Stop  1  Sell  7282.25    Open  7282.25  1  jreynoldsgaunt2  Close  4467    123467442  7288.50  7281.75    
Order  2019-03-14 08:38:14.850  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: complete. CompReason: F  4468  1110364550  Stop  1  Sell  7282.25    Filled  7282.25  1  jreynoldsgaunt2  Close  4467    123467442        
Position  2019-03-14 08:38:14.852  NQM9-CME  Updated Service Position Quantity to 0                Unspecified      jreynoldsgaunt2                
Order  2019-03-14 08:38:14.853  NQM9-CME  Rithmic Trading order update (Order update). Info: Status: complete. CompReason: C  4469  1110364551  Limit  1  Sell  7299.00    Canceled      jreynoldsgaunt2  Close  4467            
Position  2019-03-14 08:38:22.838  NQM9-CME  Removing Position with quantity of 0                Unspecified      jreynoldsgaunt2                
Order  2019-03-14 08:48:36.839  NQM9-CME  NQM9-CME #7 | Trade DOM/User order entry | Last: 7282. Attached Order | Client side bracket order | Server side OCO order  4474    Stop    Sell  7277.00    Pending Child-Client      jreynoldsgaunt2  Close  4473
[2019-03-14 23:32:44]
Sierra Chart Engineering - Posts: 104368
Definitely server-side OCO is being used:
Attached Order | Client side bracket order | Server side OCO order

So any rejections due to margin, would have to be resolved by your broker with risk settings.
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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