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Direct MessagesDate/Time: Sat, 27 Apr 2024 04:34:52 +0000
v1983 CQG Sim Testing Order Expired/Cancelled By Itself
View Count: 706
| [2019-10-09 19:19:47] |
| User379468 - Posts: 508 |
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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] |
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Refer to: Trade Simulation: Solving Order is Expired 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 |
| [2019-10-10 10:53:25] |
| User379468 - Posts: 508 |
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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.
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| [2019-10-10 10:57:06] |
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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. 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 |
| [2019-10-10 11:28:16] |
| User379468 - Posts: 508 |
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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] |
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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: Trade Simulation: Time In Force for Trade Simulation Mode 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. 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: 2019-10-10 18:31:55
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