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

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[2020-01-15 15:33:47] #1 [Go To First Post]
User532012 - Posts: 10
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] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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: Sierra Chart / Trading Technologies Futures 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: 2020-01-16 06:48:18

[2020-01-16 09:28:38] #3 [Go To First Post]
User532012 - Posts: 10
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] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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. 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

[2020-01-16 15:54:06] #5 [Go To First Post]
User532012 - Posts: 10
Apologies it was the order opened at 12:06.23 that is in question.

[2020-01-17 14:42:20] #6 [Go To First Post]
User532012 - Posts: 10
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] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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. 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

[2020-01-27 06:07:00] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 13940
In regards to post #6, we need you to follow the instructions here: Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis 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. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-01-27 06:07:23

[2020-01-27 09:17:41] #9 [Go To First Post]
User532012 - Posts: 10
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.


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