Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Thu, 18 Apr 2024 06:52:23 +0000
[Locked] - TT order routing
View Count: 4820
| [2019-08-13 18:12:06] |
| |
|
We will go through the log files but in general, the reason why you would see an order that you submit disappear after about a minute and half is if it goes into an "order Sent" state and then there is no response from TT on that, then it is considered timed out and then is just marked as internally canceled. If TT were to later acknowledge it, you would then see it appear again. We are doing a mass order status refresh across the servers now. If any of you want to move over to CQG just simply contact your broker about this. They will take care of it. There is nothing we need to do on our side. We are hugely disappointed in TT today, . 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: 2019-08-13 18:15:48
|
| [2019-08-13 18:23:03] |
| |
|
This is a monumental screwup on the part of TT. We are not putting anyone else on this service. TT cannot be trusted here. Our new planned order routing to the CME is going to be direct and straight through to the exchange with redundancy. If any of you were using TT directly through TT FIX within Sierra Chart on the client side, the same problems would occur. None of this has anything to do with the centralized order routing. Centralized order routing, makes things more reliable and redundant. This is also true the same situation August 2. 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: 2019-08-13 18:25:56
|
| [2019-08-13 18:33:09] |
| |
|
You know what is so sad about the situation, is one thing we were doing with this service, is we were working on latency reduction even further. We were able to reduce it another 20 µs for order routing. These are microseconds and not milliseconds. We have to run a test again but roughly order routing through our systems should be below 50 µs. So we were able to take that down even further. But all of this is irrelevant when there is a of major issue like this on the TT side. Any type of report of a lag with executions or reporting, would be on the TT side. We have consistently never encountered a problem like that through our own systems. 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 |
| [2019-08-13 18:58:19] |
| |
|
Another thing we want to point out, is everything is designed in such a way with this order routing service, that there is not a need for us to take any emergency action. We did reset the FIX sessions to TT about 30 minutes ago, but that should never never have been necessary. Whether that helped with anything or not, we really cannot obviously tell when we do that. You might have seen orders appear which were not after the reset. But if you did, that would actually be quite concerning because TT never sent the status of those orders through on the prior connection. And if we did that early on during the duration of this problem, based upon what we are seeing, that would not have mattered. It would make more sense for us to have done that after the TT got the CME connectivity backup. It appears there is a problem between TT and SC which was not solved after last weeks problem, No, this is not the case. The connectivity between TT and Sierra Chart, is stable and totally reliable. The issues were all squarely on the TT side.
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: 2019-08-13 19:04:24
|
| [2019-08-13 19:56:33] |
| 4trading - Posts: 20 |
|
I am still showing the Pending Cancel Order from this morning. It seems like that should have updated by now with TT back up and running - unless their server "lost" some orders. But... I saw price action this morning go through it a couple of times or so. If it were really still live, it should have filled. And AMP said there are no pending orders. Hopefully, they are correct. Date Time Of Last Edit: 2019-08-13 20:02:53
|
| [2019-08-13 20:02:24] |
| |
|
We will check on that for you now. Can you please right now, cancel it again so we can see what TT is returning in response. There may be another text rejection we have to check for in order to mark it as canceled. 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: 2019-08-13 20:02:43
|
| [2019-08-13 20:04:12] |
| 4trading - Posts: 20 |
|
I pressed CANCEL and "X" several times, as well as CANCEL ALL in the Orders and Positions window.
Date Time Of Last Edit: 2019-08-13 20:05:43
|
| [2019-08-13 20:17:33] |
| User753428 - Posts: 158 |
|
completely ridiculous by TT they just released an update here: https://www.tradingtechnologies.com/blog/2019/08/13/details-of-the-tt-outage-on-august-13-2019/ |
| [2019-08-13 20:38:53] |
| |
|
In regards to post 56, we are working on the issue. We see what the problem is. On our server side if the order is in a Pending Cancel state, any additional cancel requests are queued. At the time that was implemented, that was a judgment made that made sense at the time, but we are removing that now because clearly you need to be able to get unrestricted cancels through at any moment you want. Just give us about 15 minutes to get that queueing removed and we will call you 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 |
| [2019-08-13 20:51:55] |
| 4trading - Posts: 20 |
|
Thanks for the assistance on clearing that order SC. As I said above, I still like the SC platform. It handles volume spikes like this morning way better than TradeStation IMO.
Date Time Of Last Edit: 2019-08-13 20:53:21
|
| [2019-08-13 20:59:52] |
| User379468 - Posts: 508 |
|
To SC, curious, for considering SC's Order Routing services, whether this or future, why the near 7 hour delay through most of the entire CME session to check these things for these traders who were uncertain until now if they may have or get a phantom position/fill from these problem orders?
|
| [2019-08-13 22:01:16] |
| |
|
It was actually a 4 hour and 20 minutes delay responding to this thread and that is not good and this is being internally discussed. There is no excuse here. But this thread was not brought to the attention of senior engineering promptly. We will come back with an answer on this. There were other TT order routing issue threads both on this Support Board and through support tickets that were being promptly taken care of but really based upon what we were seeing, those looked like issues isolated to individual accounts and account set up issues. We did not recognize them as rejections due to a failure of TT order routing for all users (to be clear, the issue was on the TT side not ours). We do not always know the meaning of particular TT order rejection messages. for these traders who were uncertain until now if they may have or get a phantom position/fill from these problem orders?
If there is any uncertainty about the status of an order you must always contact your broker. While we do have the ability to check, we can take no action on the order (for obvious security reasons), and our focus is more on the lower level technical details of issues. This is explained here: Support and Contact - Support Options: Trading Support The whole reason our web-based trading panel has not yet been released, is we need to make sure the security level is at a point, where Only you as an authorized user can access it. First and foremost, our responsibility is to ensure the connectivity is up which it was (We do get an alert within a minute when connectivity goes down). We only encountered that scenario once with TT, and that was dealt with and there was no incident subsequent to that. And ensure the orders are going through efficiently and responses are processed. Everything was working correctly. We will be going through some of the issues, and see if there is anything that was not handled right. Also regarding connectivity, even if a connection goes down, there are two other servers available. And TT themselves maintain backup servers. But none of this was relevant for a scenario like this. Obviously the reliability is going to be dependent upon the weakest link. 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: 2019-08-14 04:31:11
|
| [2019-08-14 02:28:48] |
| |
|
RIGHT NOW AGAIN working orders entered into sierra disappeared few secs later !! We looked into this for your account. This is not the same issue as last time. What we see is order rejections like this:Order 2019-08-13 10:24:17.363 MESU19_FUT_CME TT order update (Rejected). Text: Route is currently unavailable for Route::acct_id=**,Route::market_id=7 52844 Error cdfa41cb-4e6b-4faa-8c8c-eec4113d3520 Limit 2 Buy
This is what would cause an order to momentarily appear and be cleared from the chart or Trading DOM because of the rejection. This is related to this issue here: https://www.tradingtechnologies.com/blog/2019/08/13/details-of-the-tt-outage-on-august-13-2019 We are also going to require users to update to the current version of 1971. We corrected a potential problem which occurred on the server August 2 which appears to also be affecting the DTC service client in Sierra Chart but that has to be examined more carefully by us. We did not mention an update previously because we were viewing this as a server-side issue only at the time and did not consider how this could also occur on the client side under this kind of order routing configuration. But this is not related to today's event. This was squarely a TT issue today but a side effect could have been that if an order was in a Pending Cancel/Modify state, for an extended time it could cause other orders to no longer display within a chart because they were internally marked with an inactive state. This has still yet to be confirmed by us, but if you are running 1969 or higher than you would not have been affected by this potential issue. You can also force a refresh of orders at any time with Trade >> Refresh Trade Data From Service. 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: 2019-08-14 02:33:52
|
| [2019-08-14 02:42:01] |
| |
|
some years ago I was on TTnet. That was the cheapest feed/routing and was extremely stable. What we are using is written about here:that is not the TT you are using, right? https://www.tradingtechnologies.com/blog/2017/02/15/bringing-sexy-back-to-fix/ And FIX set up is as easy as they say. 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: 2019-08-14 02:42:50
|
| [2019-08-14 02:53:47] |
| |
|
We now have gone over all of the posts in this thread. I am surprised no response from SC on this after a few hours. If it really needs to be SC who cancels, there should be phone access.
Hope you all get cleared/square without losses. We just want to make one thing very clear here. We cannot trade or control your trading account. That is all part of the security design around this order routing connection which we hope you would agree should be in place. If we can control your account, that creates a security risk if someone not authorized can access the account. Your broker can see your working orders though through the TT Monitor page they have access to. And they can also submit orders. If they do not see them, and you see an order in a Pending Cancel state, then it really should not be working. But with today's incident the exchange should have been called. Your broker would have to handle that for you. So in essence, there was never any real danger here where your broker could not access a real working order and you are relying on us to cancel it for you. That was not what was actually happening. You were seeing orders in a Pending Cancel state due to the problem that TT had and cannot cause them to become fully canceled even though they were never working. If we had responded earlier, we do not see how it would have helped because we would tell you try canceling the order again and also contact your broker to verify the orders. Now what we ended up realizing after working with one of you on the phone, is that you could not cause an order to become fully canceled that was in a Pending Cancel state because the order cancellation was getting queued waiting for the first one to complete. We put in a workaround after the close. Effectively you were just seeing lingering nonworking orders. It is unlikely we would have done anything until after the close to clear that condition. We did do a TT FIX session reset just as a precautionary measure, but that did not clear this condition. There is a reason why it is designed this way: We believe the reason why order queuing was supported when an order is in a Pending Cancel state through what is called our DTC server which is used for TT order routing, is because when there are multiple orders canceled, and there is OCO functionality on some of those orders, there could then be an unnecessary rejection message because there would be a double cancellation. But it creates a situation like today where when an order is in a Pending Cancel state due to the failure of communication from the source trading server to provide the order status, and then the order is no longer open, the order is then lingering, and we have to disable queuing to allow the user to cancel it. And in effect what happens in this particular case, is that TT rejects the order cancel request indicating the order does not even exist and then we go ahead and put it into an "Error" state. ---- Update: We have now provided AMP this particular post and we explained to them that we now understand, why they were saying that they could not access your orders in some cases. Those orders were never working to begin with and they could not see them. We understand, why it is they were telling you to contact us. And as we said, when the orders are in a Pending Cancel state, those were just simply lingering nonworking orders. Since we follow rule of not clearing orders with an uncertain state, and leaving that decision to you, and we were using queuing, caused the situation where you could not fully cancel them. That is now patched. And we understand how this can be "scary". But we also know, that your broker and the exchange can see your orders. If they cannot, they do not exist any longer. And we also want to say one thing, the physical connectivity we maintain to the CME for the multicast feeds, and the Internet and all the other infrastructure for the servers, is provided by a provider who provides services for low latency high-frequency traders. We have multiple layers of redundancy in case of a hardware or Internet failure. We are never in a position where we ourselves have to scramble to fix some kind of connectivity or hardware problem. That is managed by others, and we rely on the redundant setup that we have. And one final detail: We also patched a problem with this last update this evening for TT FIX, where the year 0 with CME symbols was getting converted to 10 instead of 20. Since the CME uses single digit years. At this point in time, this was not causing any problem unless you are trading contracts out that far. The worst case is that it would cause a position not to show in the chart but it would still show on the Positions tab of the Orders and Positions window. It would not cause any order routing issues or fill processing problems for orders submitted through Sierra Chart. And it should not have caused a problem with the Position for spreads showing in charts. Since those would use the fill calculated position method. 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: 2019-08-14 03:23:18
|
| [2019-08-14 03:17:25] |
| |
|
Prior post updated.
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 |
| [2019-08-14 04:33:39] |
| |
|
We are also going to add the Exchange order ID with each order update embedded with the Order Action Source field so you will have that if needed.
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 |
| [2019-08-14 10:21:54] |
| AKR - Posts: 523 |
|
to #62: I did not say it is the same issue and also did not think so. Just wanted to let you know somethings not working again. I also do believe fully it is up to TT not Sierra, but actually that does not matter to me to whom it is up. Anyway. No need for an answer to this ... |
| [2019-08-14 10:46:32] |
| |
|
Let's see what TT is going to say in the coming days.
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 |
| [2019-08-17 15:51:11] |
| 4trading - Posts: 20 |
|
Greetings: I found this post Sat. morning. TT posted an update dated to yesterday (16th) here: https://www.tradingtechnologies.com/blog/2019/08/16/update-on-the-tt-outage-on-august-13-2019/ Actions to be taken: Short-term actions
Beginning this weekend and over the next few weeks, Zookeeper services will be moved to separate hosts from UMP. Beginning this weekend and over the next few weeks, all UMP hosts will be switched to solid state drives. These types of storage devices are far superior to traditional spinning disk drives, which will increase the servers’ disk I/O capacity. We are actively working internally to reproduce the two Zookeeper-related defects where (a) the Zookeeper leader responsibility was not properly transferred to a follower on a restart and (b) Order Gateways lost connection to the entire Zookeeper cluster when only a single node was restarted. We will be making a change in Algo servers to better handle real-time changes to the Zookeeper cluster to ensure proper cleanup of synthetic orders when cancelled after a change is made. We will enhance the size and scope of our scalability test environment and invest the necessary engineering resources to enable automation of a base set of cross-component load tests that run weekly across multiple versions of code. Medium/long-term actions We are working on a roadmap to share directly with clients which will highlight the series of changes we will be making to both our scale/load testing procedures as well as any design or architectural changes to address the instability experienced in the last few months. Date Time Of Last Edit: 2019-08-17 18:40:27
|
| [2019-08-17 21:23:57] |
| |
|
This is disturbing. We ourselves have not used hard drives on our servers for probably like more than 10 years. So these guys are eager to sue everyone over a frivolous software patent which is illegitimate to begin with and illogical, and they cannot even afford an SSD!! When we buy hardware, we get the very very best and do not skimp on anything. You deserve the very best hardware. And that is what we utilize. That is what you deserve. And it is the same philosophy in our software development. You deserve the very best and everything being very well-thought-out. And this philosophy goes into everything we do. We remember when Microsoft's date and time controls started having a rendering problem after a Windows update. And what did we do, start utilizing some more inefficient and complex and limiting and ridiculously designed, new fancy looking date and time controls, like some of you said. No!! We ditched their trash, and wrote our own date and time controls, which are high-performance are going to get even better, and has a minimal dependency on the OS, and later will have zero dependency on the OS other than the basic window. This is also an external project: https://zookeeper.apache.org/ We would never rely ourselves, on any external project for anything in Sierra Chart other than Open SSL. Although we do use an external XML and JSON parser but those just exist as header files and are quite simple: http://rapidjson.org/ http://rapidxml.sourceforge.net/ Open SSL is used just because of the complexity of encryption. Everything we develop ourselves and it is under fully our control. We would never be utilizing any external software, for order routing. Just look at our Support Board. This is fully developed ourselves. And even our ticket system is developed ourselves. Who even does anything like this? Nobody does. We develop everything ourselves. to address the instability experienced in the last few months. This and another TT order status issue is what led to the issue on August 2 and greatly magnified the problem into into a repetitive scenario. The problem was they were not providing the correct order status after we kept requesting the status of an order. Otherwise, the issue either would not have occurred, or if it did, it would have been very isolated to a single moment and have a limited effect.There was a code error on our part where there was no differentiation between a mass order status request, and the request of the status for a single order in the execution report handling. This is because there is no unique ID for a order status request on TT FIX. So far they have not been willing to accommodate us on that and add it. They closed our ticket on that. It does not matter in the short term though. We just simply just do not request the status of a single order any longer. 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: 2019-08-17 21:33:52
|
| [2019-08-22 06:32:57] |
| |
|
The short answer as to why this thread was not getting attention and other TT issue threads were getting attention earlier on that day, on August 13, was that our support engineers on the board at the time, mistakenly thought, that this was a discussion of a prior issue and since there was a lot of postings already in this thread. It can be difficult to sort through all of it. It is best to start a new Support Request and provide the details of an order rejection message. Refer to: Support Board Posting Information: Providing Lines From Trade Service Log There has been a change in procedures to ensure that issues like this are brought to the attention of senior engineering as quickly as possible. When there is a lot of posts in a thread, and being that Sierra Chart supports so many different external services and there are various issues which could reported to us every single day, related to connectivity, related to operating system behaviors, related to external service problems, it is hard for us to sometimes to pick out among all of that things that we need to follow up on directly which may be related to our own systems. However in this case, this was strictly a TT issue and it made no difference as to when we would have responded. Our systems do not require any intervention in cases like this. And rarely would we ever have to do any type of emergency intervention. Everything is designed in such a way, that we should never have to do that. The most that we we would have needed to do, which we did do is reestablish the connection to the TT FIX service to make sure the positions are up-to-date. And we did that at the appropriate time. In the other threads we looked at on that day, from our perspective they just looked like issues isolated to the particular account since it look like order routing to the CME was not set up for a particular account. We have over 100 users on our LMAX order routing connection, and that just simply works without any problem for years other than some isolated incidents with connectivity which we have solved by moving to a different hosting provider for the 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: 2019-08-22 06:36:21
|
| [2019-09-13 17:22:05] |
| User695518 - Posts: 50 |
|
SC Engineering, thanks for providing details about this issue from your standpoint. I completely understand that you are unable to cancel customer orders and have resolved some issues preventing users from cancelling "stuck, inactive orders". TT seems to have taken ownership of their issue, based on their root cause blog post. However, this order routing option is still advertised as the Sierra Chart Futures Order Routing Service With Data. Sierra Chart has branded it and put their name on it! Sierra Chart's reputation is still involved, as this is your official order routing solution. Given TT's openly documented mishandling of their own infrastructure, it does not seem that they take their infrastructure seriously at all... Going forward, is the Sierra Chart Futures Order Routing Service With Data still a viable and reliable option? In post #51, it was said that TT cannot be trusted and that SC will not be putting new users on this service. Is that still the case? Is SC still working on creating a new order routing service directly to the CME? Can any other Sierra Chart Futures Order Routing Service With Data users describe their experience since this issue occurred? Any other issues with orders? Date Time Of Last Edit: 2019-09-13 17:22:49
|
| [2019-09-16 08:33:07] |
| |
|
Going forward, is the Sierra Chart Futures Order Routing Service With Data still a viable and reliable option? Yes it is. So long as there are no interruptions from the TT side with order routing. It does seem as though the core issue that caused the two incidents in August, is something that they have taken at least some steps to prevent it from happening again. For the month of August according to TT there was 9523 order fills through the service. Each one of these counts as an order quantity of 1. So as you can see, there is quite a bit of order flow, occurring without any problem. Is SC still working on creating a new order routing service directly to the CME? Yes but it would be quite some time for this to be available as a viable option for retail use. There are many things that have to be worked out regarding redundancy and compliance. Otherwise, interfacing direct with the CME for us is quite simple. We already have that connectivity option available to us on a low latency network used by high-frequency traders.Can any other Sierra Chart Futures Order Routing Service With Data users describe their experience since this issue occurred? Any other issues with orders? Really you can rely on us for this. Since if there are problems we hear about them. We can tell you that the incidence of issues with this service is below that with other services we work with.And we certainly do not want too many users on CQG. We would rather have more users on this service. There are too many users concentrated on CQG now. This is not good because when CQG has a problem like they do from time to time, like connectivity issues and data lagging issues, it affects a large number of users. And then we end up getting blamed for those. Users do not understand the source of problems. The only thing we heard about since this incident is someone having orders rejected on GC futures due to a problem with the tick size but they must have had the tick size not set correctly in the chart and we advised them of that, and heard no further report of a problem. You also need to understand that all we are doing with this service is just passing order straight through to TT. It is no different than when you are using TT FIX directly. We also find that position reporting is actually more reliable with this service as compared to others and this is the one thing that really concerned us with TT. We did have an issue with one user which TT resolved and since then we have not heard about any other Position reporting issues. And we also discovered a limitation in Sierra Chart where when an order fill is received for an order that does not exist in Sierra Chart, it is not processed as a fill by Sierra Chart. This has now been resolved on our side. It is not something that is normally an issue but we have seen some incidents of this with this service, for orders which were not entered through Sierra Chart but through other means that TT offers. Now having said the above, you can never rely 100% with any service including this one that Position reporting is going to always be consistently accurate. There is always the potential for an issue and you should always be conscientious of what your actual current position quantities are and if the reported position quantity does not look right, then question it. And in regards to account balance reporting, sometimes we hear about an issue with that but that is just an informational thing. It is not deemed as critical. The only thing we can do in regards to this is refer the request over to the broker. 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: 2019-09-16 08:35:23
|
| [2019-09-21 10:15:00] |
| |
|
This will be the final post in this thread. The thread is now locked. We are looking at an alternative to TT. We will continue to support TT, but we do have a new alternative that we are likely to be working with for order routing to the CME and ICE. And later EUREX. At a minimum we will be able to cut the order routing cost down to .05USD per contract per side. And this other alternative is very very reliable and solid from what we are told. And we should be able to get the latency down to under 100 µs from when the order is received to our server and it goes out to the exchange. This is 1/10 of a millisecond. And if we are successful with this, then we will have finally established a very viable alternative to Rithmic, CQG, and CTS. We will beat all of them on cost and latency. Even TT as well. Many of you use CQG but keep in mind, CQG is $25 a month (standard price through most firms for connectivity and historical data) and $0.10 a contract per side, and has connectivity and data lagging issues, and only provides historical data for current contracts. And only provides 10 levels of depth. And its symbology is not very good, and really poor in the area of spreads and we think options as well. You also do not have the ability to search for spreads and get an automatic listing. And does not have support for proper functioning server-side bracket orders. And if this other solution works out, we would not ourselves be developing direct order routing to the CME. There would be no point in 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: 2019-09-24 17:05:57
|
To post a message in this thread, you need to log in with your Sierra Chart account: