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Direct MessagesDate/Time: Mon, 06 May 2024 17:04:04 +0000
Inconsistent presentation of OrderFills on ES/MES charts
View Count: 853
| [2019-07-04 22:08:52] |
| User972768 - Posts: 166 |
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Hello, It seems that there is some inconsistence in presentation of OrderFill markers. This breaks calculation of current position and perhaps some other aspects of the application. I have a simple 5-min chart of ES (with MES set as trading symbol and "Use as Trading symbol" being ON). Between morning of Jul 3, 2019 and early hours of Jul 4, 2019 (all in US Eastern time zone) I had few trades. Last one was short with multiple entries into MES that I left open after CME closed at 13:15 US Eastern. This trade was closed during the following night (as 1 limit order for 12 lots, that worked and later as a set of manual transactions). Here is the issue. Unfortunately, I can't find a way to reproduce it, but sometimes on one of my computers I see chart with all order fills during this period of time. But if I create new chart and want to plot Order Fills, I see only last overnight trades. In this case it looks like opening long position instead of closing short one. Another issue is that if I create new chart just for MES (while leaving trading symbol field empty), there is no OrderFill markers as one would expect since all trades were done against this symbol. I'm attaching screenshots of charts as well as my Trading Log. Thank you very much Date Time Of Last Edit: 2019-07-04 22:14:28
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 ES_MES_20190703a.png / V - Attached On 2019-07-04 22:07:48 UTC - Size: 147.29 KB - 341 views ES_MES_20190703b.png / V - Attached On 2019-07-04 22:07:56 UTC - Size: 83.68 KB - 227 views Private File |
| [2019-07-04 22:09:48] |
| User972768 - Posts: 166 |
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...Second part of the TradeLog because attachment limit has been reached in previous post
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Private File |
| [2019-07-05 15:27:08] |
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First thing to do is to update to the latest version of Sierra Chart so that there is downloading of historical order fills from TWS and the symbol of those fills is correct. Refer to: Software Download: Fast Update There were recent changes with this especially in relation to those micro symbols. You may want to clear the fills for the particular trading account and re-download them: Trade Activity Log: Automatic Insertion of Missing Order Fills For Non-Simulated Trading But at most we think about 7 days of fills would get downloaded. And then the next thing is to refer to this particular section here about this particular issue: Chart Trading and the Chart DOM: Accurate Entry/Exit State, Fill Matching and Position Quantities 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: 2019-07-05 15:40:54
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| [2019-07-05 15:46:11] |
| User972768 - Posts: 166 |
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Thank you for quick response. As I'm using Interactive Brokers, there are 2 instances of MES-related futures tickers: - "short one" without USD (eg, MES-201909-GLOBEX) - "long one" with USD in the end (eg, MES-201909-GLOBEX-USD) What is the difference between them? I use the "USD" one to trade and just wonder about another ticker. Thanks again |
| [2019-07-08 19:35:27] |
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Make sure you change to the one with USD. Do not use the one without. Update all of the symbols and reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers 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: 2019-07-08 19:35:49
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