Login Page - Create Account

Support Board


Date/Time: Fri, 28 Feb 2020 14:33:39 +0000



OCO order child order not on Rithmic exchange according to AMP.

[2020-01-15 15:33:47]
User532012 - Posts: 10 | Ending Date: 2020-01-31 [Expired]
Hi,

After some chats with AMP futures they told me to raise a ticket for this issue.

An incident occured this morning where an OCO stop limit order was not filled. Even after moving the limit order to the price it was not filling. A "Flatten and cancell" had to be used to close the trade.

Amp say that there is no record of any other orders with Rithmic after the initial buy limit order was filled. Meaning no oco server side order seem to have been submitted to them.

I have the "use server side OCO orders" box checked in the Sierra "general trade settings".

The trade in question was initially filled at "12:04.05" as per attached log.

In short the stop:limit was on sierra chart but not on the exchange.
Private File
Attachment Deleted.
[2020-01-16 06:46:28]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
The Trading Activity Log is not consistent with what you are saying. The order mentioned definitively filled.

Here it is:
Fill  2020-01-15 12:04:05.051  MYMH0-CBOT  Rithmic Trading order update (Filled)  86104  34898797  Stop Limit  1  Sell  28903.0000000  28903.0000000  Open  28906.0000000  1  111826  Close  86102    68458:M:3879196TN0004428  28918.0000000  28906.0000000

In any case you really should be using server-side bracket orders and for support for those, switch to this service which is fully supported by AMP:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php
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: 2020-01-16 06:48:18
[2020-01-16 09:28:38]
User532012 - Posts: 10 | Ending Date: 2020-01-31 [Expired]
I think you misunderstand my comment or the explanation was poor.

Yes the buy limit order was filled. The point was that the stop limit part of this bracket was not filled.

From the link you mention above: "If you want to use server-side OCO and bracket orders, then enable Global Settings >> General Trade Settings >> Use Server-Side OCO Orders and Use Server-side Bracket Orders. The use of server-side OCO and bracket orders is strongly recommended."

Both these checkboxes are ticked on my platform.

In addition to this setting the "Stop-Limit Order Limit Offset" is set to 4 which is the default.

In essence the price went through my stop without taking me out of the market, i then moved the stop to where the current price was and it still did not close the trade.
[2020-01-16 15:44:22]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
The order we quoted above is the Stop-Limit Stop Attached Order. And when that order filled, the position quantity went to 0. All of that is in the log you attached.
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.
[2020-01-16 15:54:06]
User532012 - Posts: 10 | Ending Date: 2020-01-31 [Expired]
Apologies it was the order opened at 12:06.23 that is in question.
[2020-01-17 14:42:20]
User532012 - Posts: 10 | Ending Date: 2020-01-31 [Expired]
Hi, i would appreciate if you could look at this 12:06 trade.

When using bracket or oco orders how can we be sure/how do we know that the exchange has what we see on the screen?
[2020-01-17 20:41:49]
Sierra Chart Engineering - Posts: 81578 | Ending Date: 2020-06-09
Yes we will be getting to this over the weekend.
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.
[2020-01-27 06:07:00]
Sierra_Chart_Engineering - Posts: 537 | Ending Date: 2020-11-26
In regards to post #6, we need you to follow the instructions here:
https://www.sierrachart.com/index.php?page=doc/TradeActivityLogAnalysis.php#SupportAssistedTradeActivityLogAnalysis


When using bracket or oco orders how can we be sure/how do we know that the exchange has what we see on the screen?
The Status of the orders will be "Open".
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
Date Time Of Last Edit: 2020-01-27 06:07:23
[2020-01-27 09:17:41]
User532012 - Posts: 10 | Ending Date: 2020-01-31 [Expired]
Symbol: MYMH0-CBOT
Acc: 111826
Date/time: 15-Jan-2020, 12:06.23 UK time
internal order id: 86105 (filled), 86106 (child target deleted by user), 86107 (child stop did not fill)
*86107 trade in question

Description: Trade 86107 did not execute, you can see from the log that i tried to move it onto the current price to see if it would execute, it did not. FYI the "Stop-Limit Order Limit Offset" is set to the default of 4.
Private File

To post a message in this thread, you need to login with your Sierra Chart account:

Login

Login Page - Create Account