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Date/Time: Sun, 21 Apr 2024 20:25:57 +0000



[Locked] - New High-Performance Trade Activity Log - Version 1885

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[2019-03-20 15:01:37]
Sierra Chart Engineering - Posts: 104368
Version 1885 which we will be releasing (Now has been released), has major performance improvements related to the Trade Activity Log data storage and querying.

The following are the improvements and related notes:

1. When updating to 1885 or higher, the TradeActivityLog.data file will be read and new files will be created in the TradeActivityLogs subfolder where there is a separate file for each day. Simulated trading activity also has separate files.

2. The trade activity log is no longer read into memory when Sierra Chart is started. This improves performance.

3. This settings related to how many days to store in the Trade Activity Log in Global Settings >> General Trade Settings are removed. There are no limits any longer.

4. The writing of data to the Trade Activity Log is done on a background thread. This was actually released previously.

5. The querying of data from the trade activity log files is done on a background thread. So the user interface will not be busy when this happens.

6. The sending of order fill and account balance data over the DTC server is done on a background thread. And is sent at a regulated rate.

7. The uploading of order fills, if enabled, is done on a background thread.

The use of separate threads improves performance.

8. On the Trade Activity Log window, after changing the controls at the top, for those settings to go into effect you need to press the "Apply" button.

9. The changes to the Trade Activity Log storage and querying drastically improves performance related to that functionality and is the final trading performance improvement that we have made to ensure ultralow latency order routing which is below 40-50 ┬Ás (Microseconds).

Sierra Chart is also able to handle thousands of orders a second without any problem.

Update: Version 1885 has now been released.
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: 2019-03-22 08:30:15
[2019-03-20 21:46:45]
Sierra Chart Engineering - Posts: 104368
One other thing we want to say is that when you update to version 1885, because there is an update of the trade activity log storage, if you then go back to an earlier version you will then be accessing the older trade activity log storage which will not have any newer recorded trade activity.

And then when you subsequently update to 1885 or higher, any trade activity recorded since rolling back, will not then be available in the newer version unless you clear all of the files from the TradeActivityLogs subfolder, when Sierra Chart is not running, and restart Sierra Chart to regenerate the new files. Although you will still be missing any data recorded on 1885 or higher which is not in the old TradeActivityLog.data 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
[2019-03-22 08:28:55]
Sierra Chart Engineering - Posts: 104368
Version 1886 has been released and corrects a problem with the trade list in a chart where it was not properly initialized after a trade activity query and not tracking trade statistics. For example you would not have seen the Daily Profit/Loss on the Trade Window for the chart.
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: 2019-03-22 08:29:41
[2019-03-22 15:32:15]
TedMar - Posts: 189
after and before cleared TradeActivityLogs Folder , no changes
image2019-03-22 16_21_30-Window.png / V - Attached On 2019-03-22 15:31:44 UTC - Size: 164.92 KB - 1040 views
image2019-03-22 16_23_52-Sierra Chart 1886 RECORD_IB_DOMS_13.Cht .png / V - Attached On 2019-03-22 15:31:54 UTC - Size: 126.37 KB - 978 views
Attachment Deleted.
[2019-03-22 17:04:57]
Sierra Chart Engineering - Posts: 104368
You need to set the activity type at the top left to "Fills" or All Activity.
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
[2019-03-22 17:55:17]
TedMar - Posts: 189
and resolution for Trade Window? Position count not work
[2019-03-22 18:12:52]
Sierra Chart Engineering - Posts: 104368
Regarding what you are showing here how there is no position average price and also there is an indication showing "No fills":

https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=27011

We cannot reproduce that issue so at this point we are not sure about 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: 2019-03-22 18:14:03
[2019-03-22 19:28:42]
TedMar - Posts: 189
hmm, i checked both 1882 and 1886, 1886 orders count not works for me
https://youtu.be/en7z9tZ-86Y
[2019-03-22 21:07:08]
Sierra Chart Engineering - Posts: 104368
We are still unable to reproduce this. Install version 1886 again with Help >> Download Prerelease in case you have an older revision but this is still not making any sense to us. We are not even sure how that condition can develop.
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
[2019-03-22 22:04:03]
TedMar - Posts: 189
We are still unable to reproduce this. Install version 1886 again with Help >> Download Prerelease in case you have an older revision but this is still not making any sense to us.
yes allready done.

If i downgrade to Current works. i do nothing chaenge on ChartBoook, i do Upgrade to 1886, load Chartbook and the result is same as in Video, TradeWindow not works correct and "Show Orders and Position" are not visable. tests without Studies loaded, tryed with IBTWS DataFeed and without with SC Data feed only, and in ReplayMode too.

Full upgrade process with result u can see in this Video https://youtu.be/MxyX5LYVloo
[2019-03-23 06:09:05]
Sierra Chart Engineering - Posts: 104368
Attach the following files from your TradeActivityLogs folder here:
TradeActivityLog_2019-03-21_UTC.simulated.data
TradeActivityLog_2019-03-22_UTC.simulated.data

And then also attach your Chartbook38 following the instructions here:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile
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
[2019-03-23 09:06:40]
TedMar - Posts: 189
Attached
Private File
Private File
attachmentChartbook38.Cht - Attached On 2019-03-23 09:05:56 UTC - Size: 40.36 KB - 678 views
[2019-03-23 10:52:38]
TedMar - Posts: 189
So, i found the reson, its the TradeActivityFolder. i attached them now. u can see on this Video https://youtu.be/8NIQnNtG4PI
Private File
[2019-03-23 14:20:58]
User450179 - Posts: 105
Thank you for always improving a stellar product!
[2019-03-23 22:24:15]
Sierra Chart Engineering - Posts: 104368
The problem in regards to post #12 and post #13 is you have an invalid fill record in one of the trade activity log files without a symbol and where the account is set to None. We are seeing how best to filter this out.
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
[2019-03-24 03:59:05]
Sierra Chart Engineering - Posts: 104368
We have released version 1887 and that resolves the described issue as well as correcting another low level issue related to the order of the iteration of the trade activity data files during a query.
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
[2019-03-24 04:48:09]
TedMar - Posts: 189
Ok,i deleted my old TradeActivityLogs , now i have new one only, but Clear of All Sim acconts not worx correctly, I need select one by one, check Video https://youtu.be/kCpJTvb6Ac4
[2019-03-24 14:22:48]
Sierra Chart Engineering - Posts: 104368
This will be resolved in version 1889.
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
[2019-03-28 05:42:41]
User255315 - Posts: 127
Hi SC,
I'm looking forward to your new faster Trade Activity Log, but quick question, if I am using the Position data and Daily PnL from there, in my algo , in real time to limit my exposure, there would be no problem with the re-implementation of the Trade Activity Log right?

Thanks in advance
[2019-03-28 08:22:59]
Sierra Chart Engineering - Posts: 104368
No, not at all. Those are instantly calculated as order fills occur and are immediately available to studies.
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
[2019-03-30 00:19:47]
Sierra Chart Engineering - Posts: 104368
We are releasing the trade activity log improvements as the main release, later today. This will be version 1892.
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
[2019-04-01 21:51:48]
User391723 - Posts: 1
I have version 1894. I don't get any data under tabs Statistics, Trades, and Period Stats. Chart Stats and Trade Activity are working.
Date Time Of Last Edit: 2019-04-01 21:54:10
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[2019-04-01 22:06:04]
Sierra Chart Engineering - Posts: 104368
At the top left select Fills and press the Apply button. You first need to select Trade Activity from the menu at the top.
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: 2019-04-02 02:07:00
[2019-04-02 15:03:43]
User796776 - Posts: 95
When Use Commission with P/L Format Ticks (T) the commission is represented as a rounded integer.

Would you update the commission to a decimal to be consistent with how Points (P) represents the commission?
[2019-04-02 21:14:25]
Sierra Chart Engineering - Posts: 104368
We will see if there is a straightforward way to do this. We did see your other posts in regards to this, but we did not have time to look at it yet.
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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