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[Locked] - Request help with phantom order with Denali and SC order routing

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[2019-09-27 17:13:53] #1 [Go To First Post]
User695518 - Posts: 50
Hello, Yesterday, I traded a bracket order in MES with Denali and SC order routing after the open of the evening (Globex) session. I was stopped out on the bracket order. I came in this morning and made my first trade and see that I picked up additional losses after entering my first trade. I thought this was a little surprising. I see in my trade activity log that an additional order was entered when this bracket mentioned above was stopped out... I am confused. What do I need to supply for help investigating what happened here? Thanks

[2019-09-27 17:45:41] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
I came in this morning and made my first trade and see that I picked up additional losses after entering my first trade. How do you determine this? In regards to: I see in my trade activity log that an additional order was entered when this bracket mentioned above was stopped out... Follow the instructions here: Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis 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: 2019-09-27 17:46:35

[2019-09-27 18:11:23] #3 [Go To First Post]
User695518 - Posts: 50
When I came in this morning, my DPL was the expected 4 points from last night. As soon as I made my first trade today, the DPL immediately jumped from -4.x to -11.x points. Now, my DPL is all out of whack. I have my orders shown on my charts with the setting to connect opening and close orders with a line enabled. SC is not connecting the correct orders. I have included a screenshot that includes the trade that started the problem. Any idea what happened? How do I get SC back in "sync" with my actual trade activity? Thanks! Date Time Of Last Edit: 2019-09-27 18:19:54


Private File

[2019-09-27 18:31:04] #4 [Go To First Post]
User695518 - Posts: 50
AMP trade desk says I am 3x3, yet SC seems to think I am 4x3 with an open short. Date Time Of Last Edit: 2019-09-27 18:36:36


Private File

[2019-09-28 07:40:03] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have looked into this, and there are no missing fills or anything unusual with the fills on the server. And all of the Position reporting and logging is accurate. What it looks like is that you are missing a fill in your instance of Sierra Chart. We are not sure how that condition arose. This is what we see for the fills: ActivityType DateTime Symbol OrderActionSource InternalOrderID OrderStatus ServiceOrderID OrderType Quantity BuySell Price Price2 FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Fill 2019-09-26 15:27:21.231 MESZ19_FUT_CME TT order update (Trade) (ExchangeID: 6810465776426) 123874 Filled 6c89bd7d-45ed-41d4-870e-e6ab9496a591 Limit 1 Buy 2984.75 2984.75 1 ** Open 1 68442:M:7536598TN0076323_2019-09-26 Parent order. Tag: Q1_30S_30T.twconfig Fill 2019-09-26 15:29:45.334 MESZ19_FUT_CME TT order update (Trade) (ExchangeID: 6810465896770) 123877 Filled 2fc637b1-69cb-4d3e-9312-37d17f4b3a7c Market 1 Sell 2984.75 1 Close 68442:M:7544001TN0076763_2019-09-26 2984.75 2984.75 Tag: Q1_30S_30T.twconfig Fill 2019-09-26 18:05:08.827 MESZ19_FUT_CME TT order update (Trade) (ExchangeID: 6810467387001) 123889 Filled a50ddc1d-9dbf-4f5a-bc7b-eae404a5a670 Limit 1 Buy 2982.50 2982.50 1 Open 1 68442:M:7704521TN0000258_2019-09-26 Parent order. Tag: Q1_30S_30T.twconfig Fill 2019-09-26 19:59:59.746 MESZ19_FUT_CME TT order update (Trade) (ExchangeID: 6810467387291) 123891 Filled c1ddafbc-f9e4-4d67-9acf-9362fff62111 Stop Limit 1 Sell 2975.00 2975.00 2978.00 1 Close 123889 68442:M:7720072TN0001086_2019-09-27 2978.00 2978.00 Attached order. Parent: 8480. Tag: Q1_30S_30T.twconfig Fill 2019-09-27 11:14:00.513 MESZ19_FUT_CME TT order update (Trade) (ExchangeID: 6810475829044) 125634 Filled fcdba658-ce5a-4c74-a02e-9fa0d9b71039 Limit 1 Buy 2985.00 2985.00 1 Open 1 68442:M:8560308TN0036816_2019-09-27 Parent order. Tag: Q1_30S_30T.twconfig Fill 2019-09-27 11:36:50.218 MESZ19_FUT_CME TT order update (Trade) (ExchangeID: 6810475829358) 125636 Filled faf2a801-93d4-4b19-a6cc-77abd7478e74 Stop Limit 1 Sell 2974.50 2974.50 2977.25 1 Close 125634 68442:M:8639454TN0039927_2019-09-27 2977.25 2977.25 Attached order. Parent: 8486. Tag: Q1_30S_30T.twconfig Fill 2019-09-27 13:41:23.977 MESZ19_FUT_CME TT order update (Trade) (ExchangeID: 6810484208367) 126712 Filled 1876c24c-e073-4e7b-affd-53a22c905681 Limit 1 Buy 2962.00 2962.00 1 Open 1 68442:M:9344637TN0074036_2019-09-27 Parent order. Tag: Q1_30S_30T.twconfig Fill 2019-09-27 13:50:05.852 MESZ19_FUT_CME TT order update (Trade) (ExchangeID: 6810484208690) 126714 Filled 8029c644-af7b-4404-a775-e5fa8f7dc400 Stop Limit 1 Sell 2955.00 2955.00 2958.00 1 ** Close 126712 68442:M:9371409TN0075197_2019-09-27 2958.00 2958.00 Attached order. Parent: 8490. Tag: Q1_30S_30T.twconfig We want you to re-download the fills since the beginning of 2019-09-26 following the instructions here: Trade Activity Log: Automatically Inserting Missing Order Fills This will clear the problem. Also check the starting date of the trade list in the chart: Trade Activity Log: Understanding and Setting the Start Date-Time for a Trades List And refer to: Help With Daily Profit/Loss Value Now we are not sure why the missing fill occurred on your side. We see you are running an up-to-date version of Sierra Chart. But unlike every other service, there is no way to recover from this condition but there is with the SC order routing 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: 2019-09-28 07:40:28

[2019-09-28 09:31:15] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Actually we think we know why there was a missed fill. It is because you are using sub instances. So the sub instance may have missed a fill. This has been resolved.. Update to the latest release of Sierra Chart: Software Download: Fast Update 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: 2019-09-28 09:31:31

[2019-09-28 14:39:12] #7 [Go To First Post]
User695518 - Posts: 50
Thanks for the update and investigation. Deleting and re-downloading the trade activity as described brought SC back into sync. I have updated to SC 1991. Just to be clear to anyone reading this, I did not lose any money here. SC showed that I was "flat", but the DPL calculation was just way off. Thanks!

[2019-11-01 02:41:45] #8 [Go To First Post]
User379468 - Posts: 508
Actually we think we know why there was a missed fill. It is because you are using sub instances. So the sub instance may have missed a fill. This has been resolved.. Update to the latest release of Sierra Chart: What versions using SC-TT Routing have missing fill/position issues in sub instances/where is this documented? I stayed on v1981 to avoid lag problems reported in newer versions by several users, have these been solved? Replay Chart DOM leads the chart Performance Issue with New Bid and Ask Depth Bars And a couple others... Date Time Of Last Edit: 2019-11-01 02:41:53

[2019-11-01 21:32:15] #9 [Go To First Post]
User379468 - Posts: 508
SC, could you respond to Post #8? I am set up now on Denali/SC-TT Routing, and terrified of these phantom order issues, and I am using sub instances, and not the latest release, and I also do not want lag either.

[2019-11-01 21:47:50] #10 [Go To First Post]
User695518 - Posts: 50
I don't think there is any reason to be terrified. I still use sub-instances and have not had any issues since SC released the new version mentioned above. When I did have issues the Position field in the "Trade Window" was always correct. +1 on long, flat when I was flat, etc... It was only the DPL that was off and would freak me out... I am happy to report that SC order routing has been quite solid!

[2019-11-02 10:48:14] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Post #8 makes no sense at all. If there is an issue in Sierra Chart, it is corrected and the new version is released and in some cases there is a note about it on the What is New page. To be staying on an older version is not a good idea. You are also linking to threads, which are user and system specific. There are no problems with Sierra Chart regarding what they are saying. And you are not going to be encountering whatever issues they are reporting. 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: 2019-11-02 10:49:42

[2019-11-02 19:35:46] #12 [Go To First Post]
User379468 - Posts: 508
If there is an issue in Sierra Chart, it is corrected and the new version is released and in some cases there is a note about it on the What is New page. To be staying on an older version is not a good idea. Latest versions seem to introduce new problems also, can it not also make sense to stay on a version working without known issues and update slower to avoid new issues until they are worked out? What version is recommended as most problem free and stable for your SC Feed/Routing setup with multiple instances and without lag?

[2019-11-03 02:27:37] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There is not a lagging problem. That is complete nonsense to think there is a lagging problem. This is completely nonexistent. If someone has a very complex study set up, that is consuming a lot of CPU time, then that would be the issue in their case. There never has been a lagging problem. Do not pay attention to what other threads because they do not understand the technical nature of what is going on. You should be running the current version of Sierra Chart. 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: 2019-11-03 02:28:11

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