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Date/Time: Tue, 15 Oct 2019 12:26:41 +0000



v1983 CQG Sim Testing Order Expired/Cancelled By Itself

[2019-10-09 19:19:47]
User379468 - Posts: 179
Placed order for 2 contracts, 1 filled, 1 says expired looking in log, within seconds, don't understand why, please help explain/fix.

ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance
Order  2019-10-09 13:00:02.685  [Sim]F.US.ENQZ19  Order is expired  777  777  Stop Limit  1  Buy  7709.75  7710.75  Pending Cancel      Sim1  Open    1        2 Tgt -20+20+1, +40.twconfig
[2019-10-10 04:46:24]
Sierra Chart Engineering - Posts: 77135
Refer to:
https://www.sierrachart.com/index.php?page=doc/TradeSimulation.php#SolvingOrderIsExpiredIssue
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-10-10 10:53:25]
User379468 - Posts: 179
It was not the end of the day, it was seconds after the order was placed at 12:59pm, and half the order was filled, half was cancelled.
[2019-10-10 10:57:06]
Sierra Chart Engineering - Posts: 77135
It is quite clear that that order did not fill at all. Half the order was not filled. You need to understand what the rules are for order expiration. The processing must have been correct. The proper solution is just use Good till Canceled. Just simply change the Time in Force Good till Canceled.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2019-10-10 11:28:16]
User379468 - Posts: 179
No, you need to understand what happened instead of making incorrect assumptions and denying there cannot be an issue.

The order was for 2 contracts as indicated in the same trade window configuration I always use. 1 filled, 1 was immediately cancelled. I traded the position with 1 contract instead of 2 as it should have been.

The Time In Force Day rules should mean the order is cancelled at the end of the day. It was cancelled within seconds as expired, between the time of order 12:59pm and time of fill 1:00pm.

If you need more info or log, please ask for it and help fix the problem. If this were to occur in live trading it would be a MAJOR trading problem and needs to be fixed.
[2019-10-10 11:58:58]
Sierra Chart Engineering - Posts: 77135
The problem could never occur in live trading because Sierra Chart never cancels live trading orders due to Time in Force.

You just need to set the time in force to Good till Canceled and refer to the documentation for the conditions in which the order would be canceled:
https://www.sierrachart.com/index.php?page=doc/TradeSimulation.php#TimeInForceForSimulation


We are declining further support here since this is not a problem with live trading, and we know that the cancellations due to order expiration do work properly. This was reviewed several months ago. But we will test again just to be sure.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-10-10 18:31:55

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