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Trade Execution Issue Upon Upgrade to Version 1983
View Count: 2490
| [2019-09-03 18:11:03] |
| User279754 - Posts: 38 |
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I upgraded to v1983 last Friday afternoon (8/31). I manage a portfolio of fully automated systems and upon market open Sunday afternoon I began experiencing an issue where every trade entry execution would immediately be closed out within milliseconds, and even without another entry signal, Sierra would attempt to re-open the position every two minutes (I use 2-min charts). I reviewed all of my algo settings and everything was set up appropriately, so I then rolled back the update to v1882 (arbitrarily chosen as I'm not certain which version I was on prior to the update) and the issue was fully resolved and my algos were functioning normally again. I'm very concerned as I received a message last week that if I don't upgrade to 1983 by September 15th, I will no longer be able to connect to my CQG service. I'm running a live portfolio with a multiple six-figure capital investment and these types of issues and any downtime would be extremely impactful and detrimental. Please advise as to how I can proceed safely. Thank you in advance for your assistance. |
| [2019-09-03 19:17:38] |
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even without another entry signal, Sierra would attempt to re-open the position every two minutes (I use 2-min charts). You mean your automated trading system is doing that. Not Sierra Chart. You can verify that by referring to the following:Trade Activity Log Analysis: Determining the Origin of a New/Modified Order Based upon the Order Action Source field, you will see the exact origin of those orders within Sierra Chart which would have to be your automated trading system. We cannot know what the problem is. We can only refer you to this section here: Automated Trading Management: Troubleshooting Automated Trading System Behavior We recommend that you install another copy of Sierra Chart on your system for testing: Using Multiple Data and Trading Services at the Same Time We can give you more time for testing. Let us know. 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: 2019-09-03 19:22:00
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| [2019-09-04 09:18:26] |
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We are delaying the required update until October 5. We will give you enough time to determine what the problem is. You really need to debug the problem on your side, and see what the issue is and let us know. There is not any way we can know what the issue is.
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 |
| [2019-09-09 17:16:07] |
| User279754 - Posts: 38 |
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I appreciate you giving me the additional time. I checked the Order Action Source and it was unusual. For every order I've ever processed in Sierra the Order Action Source has stated "CQG order update (Fill). Exchange ID: xxxxxx"; however, every order that filled after the update to v1983 stated "CQG fills data (Restored)" in the Order Action Source. When I stated in my original post that "Sierra would attempt to re-open the position" I genuinely believe that the root of this issue is some type of conflict in the order management system due to the version update. I can tell you for a fact that none of my systems was generating new order signals, so these orders are not emanating from that source. What is your interpretation of this info from the Trade Activity Log? Thank you for your help with this critical issue. Date Time Of Last Edit: 2019-09-09 17:45:23
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| [2019-09-09 18:25:17] |
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This is not making sense. For example, this cannot possibly be true for any order fill which is received in real time: however, every order that filled after the update to v1983 stated "CQG fills data (Restored)" in the Order Action Source.
This is simply an order fill that has been received upon connection to the CQG server, which is inserted into the Trade Activity Log. Any new order submitted from Sierra Chart will have the text "User Order Entry" or "Auto trade" in the Order Action Source of the Trade Activity Log. For complete details, refer to: Trade Activity Log Analysis: Determining the Origin of a New/Modified Order You can precisely determine the origin of an order through the Trade Activity Log. 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: 2019-09-09 18:27:50
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| [2019-09-09 20:17:09] |
| User279754 - Posts: 38 |
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These orders generated trades that were all confirmed on my brokerage statements. I've pasted the trade log data that shows the full activity for one of my accounts. I made the version update on 8/31/19 and rolled it back on the evening of 9/1/19. In the log data below you can see what the Order Action Source looked like before the update, after the update, and after the rollback of the update. You can also see the anomalous activity that was occurring on v1983--notice the trades were occurring every two minutes for nearly an hour (until I disconnected from CQG) and the entry and exits were occurring at precisely the same time (i.e. there was no "time in trade", it just instantaneously reversed each entry). Everything went back to functioning normally after rolling it back. ActivityType DateTime TradeAccount Symbol Quantity OrderType BuySell FillPrice Price OrderStatus OrderActionSource Price2 InternalOrderID ServiceOrderID FilledQuantity OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Fill 2019-08-29 10:37:59.367 801773 F.US.YMU19 2 Market Sell 26184 Filled CQG order update (Fill). Exchange ID: 30314513408 4628 1978951798 2 Open -2 30314513408 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-08-29 11:54:01.101 801773 F.US.YMU19 2 Market Buy 26379 Filled CQG order update (Fill). Exchange ID: 30318510080 4632 1979110519 2 Close 30318510080 26389 26183 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-08-30 11:01:58.129 801773 F.US.YMU19 2 Market Sell 26423 Filled CQG order update (Fill). Exchange ID: 30338803456 4655 1979619069 2 Open -2 30338803456 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-09-01 18:15:10.000 801773 F.US.YMU19 1 Buy 26256 Filled CQG fills data (Restored) 1981200069 30350050304 Fill 2019-09-01 18:15:10.000 801773 F.US.YMU19 1 Buy 26257 Filled CQG fills data (Restored) 1981200069 30350050560 Fill 2019-09-01 18:18:00.000 801773 F.US.ENQU19 1 Sell 7617.00 Filled CQG fills data (Restored) 1981200088 30350067968 Fill 2019-09-01 18:18:00.000 801773 F.US.ENQU19 1 Buy 7618.50 Filled CQG fills data (Restored) 1981155092 30350068736 Fill 2019-09-01 18:18:01.000 801773 F.US.ENQU19 1 Sell 7616.75 Filled CQG fills data (Restored) 1981225062 30350069504 Fill 2019-09-01 18:18:01.000 801773 F.US.ENQU19 1 Buy 7618.25 Filled CQG fills data (Restored) 1981215066 30350070272 Fill 2019-09-01 18:20:00.000 801773 F.US.ENQU19 1 Sell 7621.50 Filled CQG fills data (Restored) 1981155109 30350080512 Fill 2019-09-01 18:20:00.000 801773 F.US.ENQU19 1 Buy 7621.25 Filled CQG fills data (Restored) 1981205074 30350081536 Fill 2019-09-01 18:22:01.000 801773 F.US.ENQU19 1 Sell 7618.75 Filled CQG fills data (Restored) 1981210082 30350091264 Fill 2019-09-01 18:22:01.000 801773 F.US.ENQU19 1 Buy 7619.00 Filled CQG fills data (Restored) 1981225092 30350092032 Fill 2019-09-01 18:24:39.000 801773 F.US.ENQU19 1 Sell 7619.25 Filled CQG fills data (Restored) 1981220076 30350105856 Fill 2019-09-01 18:24:40.000 801773 F.US.ENQU19 1 Buy 7620.50 Filled CQG fills data (Restored) 1981185115 30350106368 Fill 2019-09-01 18:26:02.000 801773 F.US.ENQU19 1 Sell 7621.75 Filled CQG fills data (Restored) 1981215092 30350114048 Fill 2019-09-01 18:26:03.000 801773 F.US.ENQU19 1 Buy 7622.50 Filled CQG fills data (Restored) 1981190136 30350114560 Fill 2019-09-01 18:28:04.000 801773 F.US.ENQU19 1 Sell 7622.25 Filled CQG fills data (Restored) 1981210091 30350121216 Fill 2019-09-01 18:28:04.000 801773 F.US.ENQU19 1 Buy 7622.75 Filled CQG fills data (Restored) 1981205097 30350121984 Fill 2019-09-01 18:30:01.000 801773 F.US.ENQU19 1 Sell 7621.50 Filled CQG fills data (Restored) 1981195109 30350136320 Fill 2019-09-01 18:30:01.000 801773 F.US.ENQU19 1 Buy 7621.75 Filled CQG fills data (Restored) 1981190151 30350137088 Fill 2019-09-01 18:32:02.000 801773 F.US.ENQU19 1 Sell 7616.00 Filled CQG fills data (Restored) 1981220096 30350155520 Fill 2019-09-01 18:32:02.000 801773 F.US.ENQU19 1 Buy 7616.50 Filled CQG fills data (Restored) 1981225131 30350156800 Fill 2019-09-01 18:34:00.000 801773 F.US.ENQU19 1 Sell 7611.25 Filled CQG fills data (Restored) 1981220111 30350181120 Fill 2019-09-01 18:34:01.000 801773 F.US.ENQU19 1 Buy 7611.75 Filled CQG fills data (Restored) 1981155175 30350182144 Fill 2019-09-01 18:36:01.000 801773 F.US.ENQU19 1 Sell 7615.00 Filled CQG fills data (Restored) 1981150145 30350204416 Fill 2019-09-01 18:36:01.000 801773 F.US.ENQU19 1 Buy 7615.75 Filled CQG fills data (Restored) 1981180161 30350204928 Fill 2019-09-01 18:38:00.000 801773 F.US.ENQU19 1 Sell 7616.00 Filled CQG fills data (Restored) 1981210127 30350212608 Fill 2019-09-01 18:38:01.000 801773 F.US.ENQU19 1 Buy 7616.50 Filled CQG fills data (Restored) 1981225158 30350213376 Fill 2019-09-01 18:40:02.000 801773 F.US.ENQU19 1 Sell 7621.75 Filled CQG fills data (Restored) 1981190198 30350234624 Fill 2019-09-01 18:40:02.000 801773 F.US.ENQU19 1 Buy 7622.25 Filled CQG fills data (Restored) 1981215157 30350235392 Fill 2019-09-01 18:42:01.000 801773 F.US.ENQU19 1 Sell 7624.75 Filled CQG fills data (Restored) 1981150177 30350254080 Fill 2019-09-01 18:42:01.000 801773 F.US.ENQU19 1 Buy 7624.75 Filled CQG fills data (Restored) 1981180191 30350255104 Fill 2019-09-01 18:44:01.000 801773 F.US.ENQU19 1 Sell 7622.75 Filled CQG fills data (Restored) 1981180199 30350267136 Fill 2019-09-01 18:44:01.000 801773 F.US.ENQU19 1 Buy 7623.50 Filled CQG fills data (Restored) 1981165209 30350267648 Fill 2019-09-01 18:46:17.000 801773 F.US.ENQU19 1 Sell 7619.75 Filled CQG fills data (Restored) 1981200224 30350275328 Fill 2019-09-01 18:46:17.000 801773 F.US.ENQU19 1 Buy 7620.75 Filled CQG fills data (Restored) 1981220159 30350275840 Fill 2019-09-01 18:48:07.000 801773 F.US.ENQU19 1 Sell 7618.75 Filled CQG fills data (Restored) 1981165225 30350281728 Fill 2019-09-01 18:48:07.000 801773 F.US.ENQU19 1 Buy 7619.50 Filled CQG fills data (Restored) 1981190224 30350282240 Fill 2019-09-01 18:50:03.000 801773 F.US.ENQU19 1 Sell 7622.25 Filled CQG fills data (Restored) 1981155244 30350289920 Fill 2019-09-01 18:50:04.000 801773 F.US.ENQU19 1 Buy 7622.75 Filled CQG fills data (Restored) 1981200238 30350290432 Fill 2019-09-01 18:52:09.000 801773 F.US.ENQU19 1 Sell 7624.50 Filled CQG fills data (Restored) 1981160251 30350298112 Fill 2019-09-01 18:52:10.000 801773 F.US.ENQU19 1 Buy 7625.25 Filled CQG fills data (Restored) 1981170225 30350298624 Fill 2019-09-01 18:54:01.000 801773 F.US.ENQU19 1 Sell 7625.00 Filled CQG fills data (Restored) 1981215194 30350302976 Fill 2019-09-01 18:54:01.000 801773 F.US.ENQU19 1 Buy 7626.00 Filled CQG fills data (Restored) 1981155255 30350303488 Fill 2019-09-01 23:32:21.859 801773 F.US.ENQU19 1 Market Sell 7633.75 Filled CQG order update (Fill). Exchange ID: 30351614208 4883 1981171143 1 Open -1 30351614208 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-09-02 00:40:01.257 801773 F.US.ENQU19 1 Market Buy 7640.75 Filled CQG order update (Fill). Exchange ID: 30351790592 4885 1981161337 1 Close 30351790592 7642.25 7631.50 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2019-09-02 08:31:58.572 801773 F.US.ENQU19 1 Market Sell 7669.50 Filled CQG order update (Fill). Exchange ID: 30354254592 4892 1981158449 1 Open -1 30354254592 NQ_Algo_Trailing_Percent_Stop.twconfig |
Attachment Deleted. Private File |
| [2019-09-09 20:26:17] |
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At the top of the Trade Activity Log you must select "All Activity". This is the only way you are going to see the origin of the 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: 2019-09-09 20:26:38
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| [2019-09-09 20:38:09] |
| User279754 - Posts: 38 |
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Here's what it looks like showing All Activity--this snapshot covers the entire period that I had v1983 running live. ActivityType DateTime TradeAccount Symbol Quantity OrderType BuySell FillPrice Price OrderStatus OrderActionSource Price2 InternalOrderID ServiceOrderID FilledQuantity OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Fill 2019-09-01 18:22:01.000 801773 F.US.ENQU19 1 Sell 7618.75 Filled CQG fills data (Restored) 1981210082 30350091264 Fill 2019-09-01 18:22:01.000 801773 F.US.ENQU19 1 Buy 7619.00 Filled CQG fills data (Restored) 1981225092 30350092032 Fill 2019-09-01 18:24:39.000 801773 F.US.ENQU19 1 Sell 7619.25 Filled CQG fills data (Restored) 1981220076 30350105856 Fill 2019-09-01 18:24:40.000 801773 F.US.ENQU19 1 Buy 7620.50 Filled CQG fills data (Restored) 1981185115 30350106368 Fill 2019-09-01 18:26:02.000 801773 F.US.ENQU19 1 Sell 7621.75 Filled CQG fills data (Restored) 1981215092 30350114048 Fill 2019-09-01 18:26:03.000 801773 F.US.ENQU19 1 Buy 7622.50 Filled CQG fills data (Restored) 1981190136 30350114560 Fill 2019-09-01 18:28:04.000 801773 F.US.ENQU19 1 Sell 7622.25 Filled CQG fills data (Restored) 1981210091 30350121216 Fill 2019-09-01 18:28:04.000 801773 F.US.ENQU19 1 Buy 7622.75 Filled CQG fills data (Restored) 1981205097 30350121984 Fill 2019-09-01 18:30:01.000 801773 F.US.ENQU19 1 Sell 7621.50 Filled CQG fills data (Restored) 1981195109 30350136320 Fill 2019-09-01 18:30:01.000 801773 F.US.ENQU19 1 Buy 7621.75 Filled CQG fills data (Restored) 1981190151 30350137088 Fill 2019-09-01 18:32:02.000 801773 F.US.ENQU19 1 Sell 7616.00 Filled CQG fills data (Restored) 1981220096 30350155520 Fill 2019-09-01 18:32:02.000 801773 F.US.ENQU19 1 Buy 7616.50 Filled CQG fills data (Restored) 1981225131 30350156800 Fill 2019-09-01 18:34:00.000 801773 F.US.ENQU19 1 Sell 7611.25 Filled CQG fills data (Restored) 1981220111 30350181120 Fill 2019-09-01 18:34:01.000 801773 F.US.ENQU19 1 Buy 7611.75 Filled CQG fills data (Restored) 1981155175 30350182144 Fill 2019-09-01 18:36:01.000 801773 F.US.ENQU19 1 Sell 7615.00 Filled CQG fills data (Restored) 1981150145 30350204416 Fill 2019-09-01 18:36:01.000 801773 F.US.ENQU19 1 Buy 7615.75 Filled CQG fills data (Restored) 1981180161 30350204928 Fill 2019-09-01 18:38:00.000 801773 F.US.ENQU19 1 Sell 7616.00 Filled CQG fills data (Restored) 1981210127 30350212608 Fill 2019-09-01 18:38:01.000 801773 F.US.ENQU19 1 Buy 7616.50 Filled CQG fills data (Restored) 1981225158 30350213376 Fill 2019-09-01 18:40:02.000 801773 F.US.ENQU19 1 Sell 7621.75 Filled CQG fills data (Restored) 1981190198 30350234624 Fill 2019-09-01 18:40:02.000 801773 F.US.ENQU19 1 Buy 7622.25 Filled CQG fills data (Restored) 1981215157 30350235392 Fill 2019-09-01 18:42:01.000 801773 F.US.ENQU19 1 Sell 7624.75 Filled CQG fills data (Restored) 1981150177 30350254080 Fill 2019-09-01 18:42:01.000 801773 F.US.ENQU19 1 Buy 7624.75 Filled CQG fills data (Restored) 1981180191 30350255104 Fill 2019-09-01 18:44:01.000 801773 F.US.ENQU19 1 Sell 7622.75 Filled CQG fills data (Restored) 1981180199 30350267136 Fill 2019-09-01 18:44:01.000 801773 F.US.ENQU19 1 Buy 7623.50 Filled CQG fills data (Restored) 1981165209 30350267648 Fill 2019-09-01 18:46:17.000 801773 F.US.ENQU19 1 Sell 7619.75 Filled CQG fills data (Restored) 1981200224 30350275328 Fill 2019-09-01 18:46:17.000 801773 F.US.ENQU19 1 Buy 7620.75 Filled CQG fills data (Restored) 1981220159 30350275840 Fill 2019-09-01 18:48:07.000 801773 F.US.ENQU19 1 Sell 7618.75 Filled CQG fills data (Restored) 1981165225 30350281728 Fill 2019-09-01 18:48:07.000 801773 F.US.ENQU19 1 Buy 7619.50 Filled CQG fills data (Restored) 1981190224 30350282240 Fill 2019-09-01 18:50:03.000 801773 F.US.ENQU19 1 Sell 7622.25 Filled CQG fills data (Restored) 1981155244 30350289920 Fill 2019-09-01 18:50:04.000 801773 F.US.ENQU19 1 Buy 7622.75 Filled CQG fills data (Restored) 1981200238 30350290432 Fill 2019-09-01 18:52:09.000 801773 F.US.ENQU19 1 Sell 7624.50 Filled CQG fills data (Restored) 1981160251 30350298112 Fill 2019-09-01 18:52:10.000 801773 F.US.ENQU19 1 Buy 7625.25 Filled CQG fills data (Restored) 1981170225 30350298624 Fill 2019-09-01 18:54:01.000 801773 F.US.ENQU19 1 Sell 7625.00 Filled CQG fills data (Restored) 1981215194 30350302976 Fill 2019-09-01 18:54:01.000 801773 F.US.ENQU19 1 Buy 7626.00 Filled CQG fills data (Restored) 1981155255 30350303488 Order 2019-09-01 23:26:17.665 None Unspecified Connected to server Order 2019-09-01 23:26:55.501 None Unspecified Flagging orders waiting for service update. Account: No account specified Order 2019-09-01 23:26:55.502 None Unspecified Requested Open orders from trading service Position 2019-09-01 23:27:00.586 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.589 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.592 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.594 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.598 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.602 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.605 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.608 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.612 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.614 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.619 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.621 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.625 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.627 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.630 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.633 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.636 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.640 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.643 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.647 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.652 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.654 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.657 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.660 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.663 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.666 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.669 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.673 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.675 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.677 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.679 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.681 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:00.683 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:00.685 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:01.032 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:01.034 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:01.036 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:01.039 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:01.041 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to -1 Position 2019-09-01 23:27:01.043 801773 F.US.ENQU19 Unspecified Updated Service Position Quantity to 0 Position 2019-09-01 23:27:01.050 801773 F.US.ENQU19 Unspecified Removing Position with quantity of 0 Order 2019-09-01 23:27:01.056 801773 F.US.ENQU19 Unspecified Flagging to reload Trades list in charts Order 2019-09-01 23:32:21.495 801773 F.US.ENQU19 Limit Buy 7404.75 Pending Child-Client F.US.ENQU19 [CB] 2 Min #1 | User order entry | Last: 7633.5. Attached Order 4884 Close 4883 |
| [2019-09-09 20:48:37] |
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This log simply does not indicate any order other than one at the bottom that came from that copy of Sierra Chart. This is 1000% certain. Unless order activity was deleted by you. The trading may have occurred in another instance of Sierra Chart. It actually is overwhelmingly clear to us, that that particular instance of Sierra Chart you are showing the log from, did not generate those trades. When you see "restored" with the order fill, that was a fill which was downloaded from the trading server sometime after it occurred, upon the initial connection to the CQG server. 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: 2019-09-10 10:52:06
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| [2019-09-09 20:52:49] |
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Even this line is missing the parent order line: Order 2019-09-01 23:32:21.495 801773 F.US.ENQU19 Limit Buy 7404.75 Pending Child-Client F.US.ENQU19 [CB] 2 Min #1 | User order entry | Last: 7633.5. Attached Order 4884 Close 4883 And the idea that somehow Sierra Chart is just submitting orders for no reason, and not your automated trading system is 0%. 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: 2019-09-09 20:53:11
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| [2019-09-09 21:27:24] |
| User279754 - Posts: 38 |
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As I mentioned, I had to rollback the update, so the trades in question occurred on v1983, while I'm now running 1882. 100% of the trading occurs (and has always occurred) in a single instance of Sierra Chart. When that instance was disconnected from CQG on the evening of 9/1/19, the anomalous activity immediately ceased. I have never edited any of the activity in the trade log since the point I began utilizing Sierra Chart last year. To be clear, I'm not insinuating that Sierra Chart is "submitting" orders for no reason--rather, it appears to me that somehow in the course of the version update something in order system didn't migrate/transition properly and there are a series of trades that appear to be "in limbo" for lack of a better term, where they are trying to continually create an open position that is continually reversed. I don't believe there are any new orders coming from my systems or from Sierra--I believe there are a set of historical orders that aren't being fulfilled properly via the trade management system. |
| [2019-09-10 10:54:58] |
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We want you to attach the Trade Activity Log for that particular day so we can look at it. Here are instructions: Trade Activity Log: Providing Trade Activity Log File to Support And tell us what you have the time zone in Sierra Chart set to. 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: 2019-09-10 10:55:23
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| [2019-09-10 18:01:11] |
| User279754 - Posts: 38 |
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I have attached the Trade Activity Log for 9/1/19. I have Sierra Chart set to US EST.
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Private File Attachment Deleted. |
| [2019-09-10 22:40:32] |
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We understand the reason for the logging issue. Newer versions of Sierra Chart have a completely new file structure for trade activity logging. When you went back to the older version, you are no longer looking at the trade activity log that occurred in the updated version when you had the problem. To actually see the actual details you need to go back to the newer version. For example this is what we see during the time you had a problem: Order 2019-09-01 18:46:17.278 F.US.ENQU19 Auto-trade: F.US.ENQU19 [CB] 2 Min #1 | Short Entry Master | SellEntry | Bar start date-time: 2019-09-01 18:46:00.000 | Last: 7620.25. Attached Order 4844 Buy Limit Pending Child-Client 7391.00 836269 Close 4843 NQ_Algo_Trailing_Percent_Stop.twconfig So as you can see your automated trading system is submitting the orders. Why that is the case we do not know. What has changed which is causing a problem we do not know. This is something that you need to look into, and if something does not seem right with the information you are getting from ACSIL, let us know what that is. 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: 2019-09-10 22:41:58
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| [2019-09-11 00:03:54] |
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To look at the updated Trade Activity Logs, just install the current version of Sierra Chart on your system into a different folder and copy over the TradeActivityLogs folder from the original installation, to this new installation.
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 |
| [2019-09-11 03:22:39] |
| User279754 - Posts: 38 |
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I've done several version updates in the past and never had even the slightest issue with my automated systems. It seems likely that the issue I'm experiencing on this new version is related to the new trade activity file structure. I should mention I had open positions at the time I did the software upgrade. Given what you know of the new file structure, does it seem reasonable that could be the root of the issue? For example, if Sierra Chart received an exit signal from one of my automated systems after I upgraded to 1983 and it wasn't able to properly reference the data reflecting that there was an open position to be closed from the prior version...would it make sense to you that this type of scenario could cause the behavior I experienced? If so, is there some way of patching or modifying certain data in the activity log in order to get all the positions to reconcile? Related, do you have a supported version available that doesn't utilize the new file structure? If so, I think a helpful next step in diagnosing this would be for me to upgrade to that version and narrow down the which new software features may be at the root of the issue. If you have a supported version without the new file structure and everything works smoothly, that would offer some strong evidence that the change in file structure is involved in the causing the issue. |
| [2019-09-11 06:27:55] |
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No it could not be related to the Trade Activity Log file structure because positions are not held in there. That is a separate file. And you can clearly see those upon an update anyway through the Trade >> Trade Positions Window. The Trade Activity Log stores no state information related to Positions or Orders. It could not be the issue. What we want you to do is to use this service for testing: Simulated Futures Trading Service You just need to contact us and request a simulated futures trading account be assigned to your Sierra Chart account. And let us know what account balance you want. And then perform step-by-step debugging as explained here to identify what the problem is: Step-By-Step ACSIL Debugging 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 |
| [2019-09-13 16:48:51] |
| User279754 - Posts: 38 |
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To provide an update, I'm working on getting a second CQG feed established so I can connect a simulated Sierra Chart account without affecting my main accounts. If you'd be so kind, can you point me to where I should submit the request for the simulated Sierra Chart account? I'm quite nervous about the timing involved with the required upgrade. If I'm unable to diagnose the root cause and resolve it prior to 10/5, do we have the ability to further extend the deadline if need be? I genuinely can't afford my entire business to come to a standstill indefinitely. |
| [2019-09-13 17:51:48] |
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In regards to a simulated futures trading account, make the request here: https://www.sierrachart.com/UserControlPanel.php?page=SupportTickets You will not need to use CQG in this case. This service is fully independent of CQG. do we have the ability to further extend the deadline if need be? Yes of course. We will always be accommodating. You can rely on that. We will not lock out older versions unless we are sure there is not going to be an impact. At this point we are just going to hold off indefinitely.
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: 2019-09-13 17:52:53
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| [2019-09-13 19:38:36] |
| User279754 - Posts: 38 |
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I gained an insight today that may prove helpful--I back-tested one of my automated systems on v1983 and got the same odd behavior that I saw with my live account on 9/1/19. I then rolled back to v1978, which I understand is going to be a supported version by Sierra Chart, and the same automated system performed normally. So some aspect of the code changed between v1978 and v1983 that affects the behavior of my systems. I obviously have no idea what that is at this juncture, but at least this a) narrows down the issue to whatever code changes occurred between those two versions and b) should allow me to upgrade to a supported version (v1978) while still working through the issues with v1983. Do you have any thoughts/perspective on these findings?
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| [2019-09-13 19:58:51] |
| User279754 - Posts: 38 |
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To add to my last post, I have back-tested several more versions of Sierra Chart and here's what I found: v1978: functions normally v1980: functions normally v1981: functions normally v1982: same malfunction as what I observed live on 9/1 v1983: same malfunction as what I observed live on 9/1 |
| [2019-09-16 08:24:15] |
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It is a very involved and time-consuming effort for us to come up with some potential ideas about the problem. It is not something we would do being we do not see any problem with our own automated trading systems. And we already did verify that the Trade Positions are reported properly to the ACSIL automated trading system study. And in the end we are not able to tell precisely what the problem is. Only you can determine 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: 2019-09-16 12:41:28
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| [2019-09-16 16:08:44] |
| User279754 - Posts: 38 |
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Can you please share any release notes you have for v1982 (the more detailed the better)? Since I've narrowed it down to those specific code changes affecting my systems, knowing the nature of the v1982 enhancements may help me narrow my focus to a more specific aspect of my automated systems.
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| [2019-09-16 16:55:32] |
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There is nothing more we can provide other than what is documented here: https://www.sierrachart.com/index.php?page=doc/Whats_New.php This is a massive request for us. You should have no trouble debugging your own trading system. This is not hard. Why is your system doing what it is? You should not have to rely upon us for that answer. If there is a problem we need to resolve we will certainly promptly take care of it but we do not know what that is. 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 19:06:37
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| [2019-09-16 17:03:14] |
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There are 77 revisions is that have to be examined and a huge amount of development. You do not even understand, the hard reality of what you are asking here. It is not a question we can answer. We simply do not document all of this. It is just too massively burdensome.
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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