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Direct MessagesDate/Time: Fri, 19 Apr 2024 21:47:10 +0000
DTC POSITION_UPDATE not reporting correct open position size at broker
View Count: 577
| [2019-10-09 13:37:57] |
| User560062 - Posts: 100 |
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I am using CURRENT_POSITIONS_REQUEST to get the open position size and sometimes sierra reports a different position size than the live size at broker? I am trying to understand in what instances could this happen or whether it could be a bug in Sierra? Sierra Chart positions windows also shows the position size incorrectly. In this particular case, I am not passing in trading account parameter (as per documentation) and have 3 sub accounts. Broker is GAIN demo mode. Could you shed some light on this please as I cannot go live with such a problem. |
| [2019-10-09 13:44:30] |
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What you are reporting is an incorrect Service Position Quantity. This is not related to the DTC server. For this, refer to: Trading Information Windows: Incorrectly Reported Trade Position Quantity 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 |
| [2019-10-09 14:15:43] |
| User560062 - Posts: 100 |
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I already referred to this before posting and can confirm that I am not using Order Fill Calculated Positions and I am not in Sim mode. Could it be that from the Trade Activity log Sierra is detecting a trade that is still open and this is what is messing everything up. If this is the case, how can I force sierra to complete any inconsistencies in previous trades. I tried logging in and out but didn't solve the problem. I was under the impression that trade activity log gets synced with broker connection. Thank you Date Time Of Last Edit: 2019-10-09 14:18:05
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| [2019-10-09 14:34:21] |
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When the DTC server is providing non-simulated Trade Position data, it is the exact position data that you see in Trade >> Trade Positions Window. Order fill calculated Positions are not sent out over the DTC server unless it is for simulated trading. I was under the impression that trade activity log gets synced with broker connection. No definitely not. Only with our own order routing service would this be the case. And it cannot work perfect 100% of the time either, but nearly all of the time it does. Refer to:Trade Activity Log: Missing Order Fills from 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: 2019-10-11 18:10:58
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| [2019-10-09 15:12:25] |
| User560062 - Posts: 100 |
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Thank you for your input. Unfortunately, I still do not know what went wrong to get Sierra Chart into this state where incorrect open positions doesn't reflect what's on the broker side. It could have been a missed order fill but getting sierra in an inconsistent state in such an important area is very concerning. I am very worried this would occur again when system is trading live and yet I do not have an explanation of what happened or worse a way to work around it so it doesn't happen again. I ended up removing today's trade activity log fills but doesn't feel like its an appropriate solution. 1) Does your own routing service work with GAIN? 2) If the source of the problem is a missing order fill, how am I going to find out of a live trading system without manual intervention and deleting historical order fills? Thank you |
| [2019-10-11 18:16:21] |
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If there is any problem with the positions you see in Trade >> Trade Positions Window, then contact your broker about this: Trading Information Windows: Incorrectly Reported Trade Position Quantity The data comes straight from the remote trading server from your broker. 1. No. 2. The source of the problem could not be a missing fill. That does not affect positions in that Trade Positions Window. 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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