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[Locked] - TT order routing

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[2019-08-05 00:06:05] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Here is the detailed report of what happened: TT Order Routing issue 2019-08-02 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

[2019-08-05 00:13:54] #26 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In regards to post #21, make sure you have set the starting Date-Time in the Trade Activity Log to around the time of the fill which starts a new Position. Here is more information: Trade Activity Log: Understanding and Setting the Start Date-Time for a Trades List We also explain more about this here: https://videos.sierrachart.com/Sierra_Chart_Order_Fill_Matching_and_Trade_Statistics.webm There may have been missing fills from Friday and those have now been restored and we detail what to do about that here: TT Order Routing issue 2019-08-02 (Near the bottom) 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: 2019-08-05 00:27:06

[2019-08-05 13:57:57] #27 [Go To First Post]
4trading - Posts: 20
I updated to the latest SC (1969) this morning before the open. SC Global Profit/Loss management has (falsely) locked me out for the day due to surpassing my daily stop loss. Yet I have not traded since the Friday problems. And my Friday PnL close should not have triggered the daily stop loss. I called AMP and they said I have zero trades and zero pending orders showing for this weekend or this morning. Before I upgraded, SC falsely showed 6 long ghost orders pending on NQ with status as ERROR. That was while NQ was selling off, so I would only BuyToCover a short position, not go long. Date Time Of Last Edit: 2019-08-05 14:38:38


8-5-19 positions flattened for today_with no trades.PNG / V - Attached On 2019-08-05 13:56:45 UTC - Size: 4.45 KB - 384 views 8-3-19 to 8-5-19 no trades showing.PNG / V - Attached On 2019-08-05 14:02:02 UTC - Size: 14.9 KB - 323 views

[2019-08-05 15:33:04] #28 [Go To First Post]
4trading - Posts: 20
Here is a more descriptive picture of the situation. It shows my Daily TT PnL = 0. Plus I am have exceeded my fairly high daily stop loss. Date Time Of Last Edit: 2019-08-05 15:34:38


8-5-19 Global PnL Management_highlighted.png / V - Attached On 2019-08-05 15:32:30 UTC - Size: 28.38 KB - 310 views

[2019-08-05 15:34:04] #29 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Before I upgraded, SC falsely showed 6 long ghost orders pending on NQ with status as ERROR. We need more details about this. Did you see these in the Trade >> Trade Orders and Positions >> Orders tab, or where? We do not see any orders for your account. So it does not make sense you would see any orders listed there. And if the status is Error those orders would not be working. So this is not making sense to us. SC Global Profit/Loss management has (falsely) locked me out for the day due to surpassing my daily stop loss. Yet I have not traded since the Friday problems. And my Friday PnL close should not have triggered the daily stop loss. If there are any missing order fills which would have happened on Friday, then the Daily Profit/Loss would not be accurate. Refer to this section here: Trade Activity Log: Solving Inaccurate Trade Statistics for Charts Field Values You will need to adjust the Order Fills Start Date-Time in the charts or Trading DOMs to today. We did recover the missing fills but based on another report, apparently they were not all received. So we have to see if we can get them and manually insert them from the TT REST API. We need to look into why though it would have reported that message. But we need further details. We need the line from the Trade Activity Log that shows that particular message you show here: https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=30469 Instructions: Trade Activity Log: Providing Trade Activity Log Data Lines to Support You can privately send that to us through an account support ticket: https://www.sierrachart.com/usercp.php?page=SupportTickets We also provide plenty of warnings about the Global Profit/Loss Management feature: Global Profit/Loss Management This feature is not necessarily completely safe, even when using the TT based order routing. But anyway in this case no order was actually submitted because it does have a final safety check to ensure there is a position. But having said that, the position reporting on the TT based order routing has a dependency on TT. If they have any issues in regards to that, there can be a problem. And this is no different than when using other services. There can always be some risk of a position quantity incorrectly reported. And for the record, we did not see any position quantity reporting issues on Friday and we are aware of none 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: 2019-08-05 15:37:09

[2019-08-05 17:01:01] #30 [Go To First Post]
Chad - Posts: 231
Hi SCE, would live sim/paper account testing for some period of days/weeks accurately identify such outlier events as this, i.e. order/position mismatches? As a side note, I know that, as a past customer of another trading platform, when any sort of issue arose in the software that prevented me from closing a position, I had to call the broker and do it verbally. Then, of course, the trading platform still showed an open position, although there was none. That kind of scenario seems unavoidable given the nature of 'separation of concerns' but I certainly want to decide on logic to handle situations like those already discussed in this thread.

[2019-08-06 06:27:28] #31 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Hi SCE, would live sim/paper account testing for some period of days/weeks accurately identify such outlier events as this, i.e. order/position mismatches? Not really because there was a set of several circumstances which led to this. Which likely would not have been encountered even with extensive testing. As a side note, I know that, as a past customer of another trading platform, when any sort of issue arose in the software that prevented me from closing a position, I had to call the broker and do it verbally. Then, of course, the trading platform still showed an open position, although there was none With the incident on August 2, 2019 this was not the case. The position reporting continued to be accurate. Even when the broker put a trade through, the position quantity immediately updated with the Sierra Chart order routing service. We observed that. There is another thing that we discovered, not anything which was a problem, but if there is an unsolicited fill that comes through TT FIX for example from the TT platform, and there is no associated order for it already existing, that will be properly processed as a fill and update the Position quantity. The change to support this has not yet been released, but should be in about a week or so. And furthermore, with the change that we have made related to never marking orders inactive or clearing them, unless the user does, and with our upcoming web-based trading, and with multiple connections into TT, hopefully you should not have to rely upon your broker. We have high confidence going forward, so long as TT themselves are able to route orders through. Update 2019-08-13: Taking note of "so long as TT themselves are able to route orders through." from above. Well today obviously there was that problem. 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 02:39:46

[2019-08-13 13:40:33] #32 [Go To First Post]
AKR - Posts: 523
RIGHT NOW AGAIN working orders entered into sierra disappeared few secs later !!

[2019-08-13 13:44:30] #33 [Go To First Post]
fireworks11 - Posts: 60
TT Route not available this morning. Any known problems today???

[2019-08-13 14:02:55] #34 [Go To First Post]
fireworks11 - Posts: 60
It is working now

[2019-08-13 14:10:14] #35 [Go To First Post]
AKR - Posts: 523
some years ago I was on TTnet. That was the cheapest feed/routing and was extremely stable. that is not the TT you are using, right? could not cancel an order today earlier, too.

[2019-08-13 14:25:37] #36 [Go To First Post]
AKR - Posts: 523
issues again, just right now entered order and it was cancelled immediatelly. I ll look at this till end of month and then back CQG

[2019-08-13 14:31:44] #37 [Go To First Post]
fireworks11 - Posts: 60
Problems here again -> can't cancel order

[2019-08-13 14:39:25] #38 [Go To First Post]
4trading - Posts: 20
Same here. Price went through my limit order several times without filling, so I attempted to Cancel. AMP says they cannot cancel because it is FIX. They say Sierra Chart must cancel. (Although they cancelled it last time.) Order doesn't appear to have filled, nor can I cancel it. I cannot move the order either. Status = PENDING CANCEL It is in limbo. This is really not acceptable guys. Date Time Of Last Edit: 2019-08-13 15:05:04

[2019-08-13 15:05:47] #39 [Go To First Post]
AKR - Posts: 523
AMP now telling me they dont see if I have orders or not or working orders and SIERRA needs to tell me.

[2019-08-13 15:09:00] #40 [Go To First Post]
4trading - Posts: 20
AKR [Direct Messages] - Posts: 407 AMP now telling me they dont see if I have orders or not or working orders and SIERRA needs to tell me. Same here. We are in the dark. Cancel worked on my target/stop, but not the parent order. I have attempted to cancel with different SC versions, it doesn't help. Date Time Of Last Edit: 2019-08-13 15:16:05

[2019-08-13 15:10:02] #41 [Go To First Post]
fireworks11 - Posts: 60
Same here. This is scary!

[2019-08-13 15:19:26] #42 [Go To First Post]
4trading - Posts: 20
I am set up to hedge. But I only want to use that IF I know I got filled and cannot close out. Date Time Of Last Edit: 2019-08-13 15:21:04

[2019-08-13 15:32:37] #43 [Go To First Post]
User379468 - Posts: 508
I am set up to hedge. But I only want to use that IF I know I got filled and cannot close out. Trade desk at Amp can't confirm your position or order status or cancel a problem order? That is crazy. Can you guys bypass SC and access TT directly somehow to cancel? 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. Date Time Of Last Edit: 2019-08-13 15:34:33

[2019-08-13 16:29:06] #44 [Go To First Post]
4trading - Posts: 20
Another guy at the trade desk did confirm no positions and no losses for my account. It really depends on which guy you get. TT Status page shows it is up and running and AMP confirmed this. TT was down and recommended calling the CME for order status. https://status.trade.tt/#/ The order is still showing in SC however. Hopefully all will come out OK today. That is twice TT has been down recently. It is not fun. :( Date Time Of Last Edit: 2019-08-13 16:43:32

[2019-08-13 16:56:16] #45 [Go To First Post]
User379468 - Posts: 508
Another guy at the trade desk did confirm no positions and no losses for my account. It really depends on which guy you get. That's a really bad sign for being at Amp in a situation like this. Thanks for sharing this. TT Status page shows it is up and running and AMP confirmed this. TT was down and recommended calling the CME for order status. Were you able to call CME for order status?

[2019-08-13 17:04:04] #46 [Go To First Post]
4trading - Posts: 20
I did not call CME since AMP said I had nothing in the pipeline. TT/CME went down right after the cash open. I will keep an eye on my Pending Cancel that still shows up in SC however. It should cancel itself after 3:15pm CT today. Obviously I am not attempting further trading with SC-TT today. It appears there is a problem between TT and SC which was not solved after last weeks problem, since TT is back up and running currently- but my order still shows as pending in SC. I still like the SC platform so far (1.5 months) however. Date Time Of Last Edit: 2019-08-13 17:22:38

[2019-08-13 17:33:51] #47 [Go To First Post]
jaxscott1 - Posts: 24
This happened to me on Aug 2. I switched back to CQG after that. If this happened to me again and I had to miss that rocket ship after the cash open, I’d be freakin breaking walls...

[2019-08-13 18:01:47] #48 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. Obviously we cannot rely on TT here. We are working on our own order routing to the CME. The problem from August 2 was resolved. TT did report to us, that they did have a problem with order routing to the CME today August 13 and it is now resolved. If you are seeing an order disappear, the cause for that could not be the same cause as August 2 because that was resolved. We have to look into why you would have seen the case today. (Update: Cause determined and explained below. Was a TT issue.) And also we have to see why a pending cancel order that you then cancel again is not getting canceled. (Update: Cause determined and explained below. We implemented a patch for this. The orders were not actually working any longer.) We also have no ability to cancel orders. The system is designed in such a way, that we are passing orders through to TT, and cannot directly access your trading account. But that does not matter because your clearing firm has access to your account through the TT order panel they have access to. Once again we cannot rely on TT. We understand how everything works, and this is definitively a TT problem here. Nothing could have gone wrong on the Sierra Chart side related to any of this. The problem of August 2 was very simple. We explained that in detail in another thread which we linked to above. It was something very simple related to mass order status processing which was corrected and would never happen again and it could not have anything to do with the issue today. That was done and over with. It was also something that was made much worse, by TT continuing to provide an invalid status for orders. 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 03:06:44

[2019-08-13 18:07:21] #49 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
And as we read through this thread you are recognizing it was a TT issue. 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 18:12:06] #50 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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

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