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Direct MessagesDate/Time: Thu, 25 Apr 2024 04:50:01 +0000
New TT trading
View Count: 1992
| [2019-04-10 19:56:02] |
| ertrader - Posts: 644 |
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Hi support. After entering and exiting orders, my net p/l still changes. I've tried exiting an reentering and it's unclear if I'm still in an order. (updated) The trade orders and positions/positions non-simulated shows -1 so I think it is still live but in 1894 it will not close the order! (updated) There was an order still live so that is why the p/l was changing in real time, even after efforts to flatten. Also, this afternoon, the data feed stopped for 2 minutes or so around 3:50p EDT while I was in the trade. Internet was fully up and running. Date Time Of Last Edit: 2019-04-10 23:14:46
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| [2019-04-10 19:58:08] |
| ertrader - Posts: 644 |
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I will try updating from 1894 to 1898
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| [2019-04-10 20:01:53] |
| ertrader - Posts: 644 |
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Ok. 1898 allowed me to flatten there still was an order that 1894 would not close.... ugh after unresponsive in 1894 updated to 1898 and by the time I got it installed, lost a couple hundred.
Date Time Of Last Edit: 2019-04-10 20:08:27
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| [2019-04-10 20:06:44] |
| ertrader - Posts: 644 |
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You may want to lock 1894 from use so no one else has this happen.
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| [2019-04-10 20:13:11] |
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There definitively is no problem with version 1894. This is with absolute overwhelming certainty. We do not even understand what the issue is here. All versions will let you submit an order. After entering and exiting orders, my net p/l still changes. Yes we would expect that. This contains the Daily Profit/Loss and Open Profit/Loss so there would certainly be changes.The trader service says -1 We do not know what you are referring to. What is "Trader service"? it will not close the order! Were there any rejections in the Trade >> Trade Service Log? For us to understand what the issue is, we need to see the Trade Activity Log. We will post documentation for that in a moment.Also, this afternoon, the data feed stopped for 2 minutes or so around 3:50p EDT while I was in the trade. Internet was fully up and running. Apparently the Barchart network may have had a problem at that time and we are working on a solution to that which will be out as soon as we can.
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: 2019-04-10 20:19:56
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| [2019-04-10 20:20:32] |
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At this point would be best that we follow-up with you by telephone so we can understand what the issue was. Let us know when would be a good time to call.
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 |
| [2019-04-10 20:34:20] |
| ertrader - Posts: 644 |
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Yes, thank you. Now for the next 30 minutes is a good time if possible. Or tomorrow morning after 8a EDT.
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| [2019-04-10 20:48:22] |
| ertrader - Posts: 644 |
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Here is the trade log. I have replaced my account name with XXXXXX. In the text you will see where I try to flatten but SC could not find the order. Early morning trades worked fine it was the last afternoon trade that had the issue.
Date Time Of Last Edit: 2019-04-10 21:02:17
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Private File |
| [2019-04-10 23:17:22] |
| ertrader - Posts: 644 |
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I've updated post #1 to be a bit more clear. It was quite tense at the time during a live trade that I could not control or understand what was happening. Thank you for looking into this!
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| [2019-04-11 00:11:31] |
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Okay we have preliminary information about the problem. We are still looking into it in more depth now. First, the servers for market data and also what we use as the primary server for order routing runs on the Barchart network because the network we are connected to there offers the lowest latency. The CTS order routing also runs on those same servers which you have been using previously. This is in the Equinix data center. We have fully redundant hardware there but we do rely on Barchart for the networking and what level of redundancy they have clearly has not been good because of this incident. And this is why we have been working, on setting up new hardware and networking in separate data centers. They had an issue a couple of days ago due to a switch problem and they had an issue again near the close today that you reported. These network issues are completely unacceptable to us, and we have already been working on implementing new redundant infrastructure ourselves. This is coming soon (within days). This was being worked on before these latest incidents. We did set up backup order routing server which is supported in the newest version of Sierra Chart (Server 4). Maybe when you updated, you were automatically put on that server. We would have to examine that more. The second issue was that there was a TT position reporting problem. There is a lot of complexity with TT position reporting. They make it way too complicated to determine the positions for an account. For example they just do not give a symbol for a position. There are several steps to resolve what the symbol is for a particular position. That was the core issue which affected you today. We are trying to isolate why there was a problem with that. This issue has been raised with TT and they did not offer a solution other than to say that we have to go through their process to resolve the symbol. But for the record, we definitely do not believe this was a bug on our side. TT should make determining positions more straightforward. Update: We do not know what the exact position issue was but we did realize that when we cannot resolve the symbol for a particular position, it stays in an unresolved state (a number for the symbol) even after a reconnection. This has been resolved. And we added additional logging. We do have a very reliable method to resolve the symbol for a 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 Date Time Of Last Edit: 2019-04-13 23:15:15
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| [2019-04-11 00:17:55] |
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If you know you have a position, and Sierra Chart is reporting 0 for the position, then what you need to do is to simply enter an offsetting order. Since in this case flatten is not going to work.
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: 2019-04-11 00:18:03
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| [2019-04-11 00:55:34] |
| ertrader - Posts: 644 |
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yes, initially I clicked flatten to buy (this was a short position) but also could not get other buy buttons on the DOM to work in 1894. I'm not quite sure which button ultimately worked (flatten, buy ask, buy bid, buy mkt) but at that point I was already updated to 1898. It could be that whatever happened cleared up with the server backup and a coincidence that I had already updated to 1898. It's so unfortunate that nothing worked until I was in the position for a loss. SC is awesome and please keep up the pressure to get their systems working properly!
Date Time Of Last Edit: 2019-04-11 00:59:55
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| [2019-04-11 23:14:25] |
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We will be updating this thread later in our evening. With some additional information. The log does not show any evidence that you used anything other than Flatten. But we will check again. Did you disable Buy Ask, Buy Bid, Buy Market buttons on the Trade Window? We are finalizing the set up of a new server in the CME Aurora data center which will be our primary order routing server. We will try to have this ready by the end of the day tomorrow. This will eliminate the network connectivity issue and we will go into more details of additional steps we have taken. We are not putting any pressure on Barchart. We are just simply moving away from them completely in this area and also we will have a total of 4 servers in a redundant configuration to avoid any possibility of a problem like this again. 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: 2019-04-13 23:12:28
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| [2019-04-13 23:08:55] |
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We apologize for the delay. Immediately after the issue, that evening we did move to a different server with a different network for one of the servers (Server 1). We changed Server 1 to a different Chicago server which uses different network connectivity. Server 2 was still with Barchart but they did not have any further incidents. And we have now the CME Aurora server set up with Server 2 pointing to it. We will provide a table showing the current assignments for each of the servers. Another issue that occurred was with not being able to reconnect to TT. When there was an abnormal loss of connection to the TT FIX server, when our order routing software reconnected, TT denied the connection for two minutes because it was unsure of the prior session state. We fixed this by adding a backup session that we switch to under this condition. And we also bypass the TT FIX recovery process under this condition as well so we do not take another 5 to 10 seconds to get through that. The time for that is on the TT side. Not our side. Everything within Sierra Chart can be handled within microseconds. In regards to the above issue, we have not experienced this before with TT FIX and we have 10 years of experience with TT FIX and have completed conformance with TT and have done extensive testing. So this really caught us off guard. But we have implemented a durable solution. And then there was also the translation issue between the numeric identifier and the actual symbol for positions. We could not identify what went wrong on that, but in general it must have been an issue on the TT side with the instrument data response not being complete or correct. And there is a lot of complexity on the TT side with this. We did make one refinement with it related to caching so if there is any problem, it will be corrected on a reconnection. We would not expect further issues because it did center around the connectivity issue. So we have definitively addressed every issue here. We are also looking into a direct cross connect in the Aurora data center to TT bypassing the Internet altogether and instead just a direct patch cable/link between systems. Although currently the switching is still within the data center itself. So it is fast and reliable. This is really just contingent on the cost (which we are checking on). At this point we just have a handful of users using this new routing service. This is the current table of servers (Step 11): https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions The next step is for us to complete the setup of our new server in the Cermak Equinix data center. And there is also the issue of the interruption with the Sierra Chart Exchange Data Feed itself due to the Barchart network. Barchart replaced this weekend one of their core switches to resolve that problem. But that to us is not good enough because clearly they do not have sufficient redundancy. We are working on alternative plans but we cannot publicly discuss that. 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: 2019-04-14 09:02:55
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| [2019-05-27 03:03:50] |
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We do have a server set up in the Chicago Equinix data center now. And we have also implemented a triple redundant order routing configuration. And we have implemented automatic reconnect to the next available server in the case that the server does not have a connection to TT which is unlikely. So we have implemented a fully redundant solution. All of this is now detailed here: Sierra Chart / Trading Technologies Futures Order Routing Service: Introduction What we have developed with this new order routing service as of this time is far better than exists with any other trading service that Sierra Chart supports. In comparison the connectivity to Rithmic is quite substandard. 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: 2019-05-27 03:05:01
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