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[Programming Help] - Sim problem: Simulated order accepted but market order does not fill

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[2020-01-27 04:55:33] #1 [Go To First Post]
uM8137 - Posts: 180
Via DTC to SC 2036, with Denali data flowing, I am able to send a single market buy order to MYMH20_FUT_CBOT. The order appears in the Trade Orders window. It is displayed at LastOrderActionSource: "Simulated order accepted". The problem: despite it being a market order, it never fills. If I hit the Flatten button, the Trade Service Log tells me "Unable to Flatten or Rever because a Position does not exist". Seems like a bug. How else can an accepted market order not be filled? Thinking about it, perhaps it is related to report dtc problem: market bracket -> No valid quote data to set prices from offset where in both cases Denali market data doesn't seem to get through to the Sim machinery as far as DTC submissions are concerned. If the sim machinery can't see the market data, it can't get a market price to fill at. I can see the market data, full depth ladder, and recent trades going off, so it must be a problem internal to SC process on my host and not network/upstream.

[2020-01-27 05:30:00] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 14224
The way that we test this is that we submit an order through a sub instance of Sierra Chart started with File >>New Instance. The main instance is set to Trade Simulation Mode. We submitted a market order for this symbol, and it filled. No problem. 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

[2020-01-27 05:51:59] #3 [Go To First Post]
uM8137 - Posts: 180
Would you kindly post the contents (field values) of the DTC message that caused the fill, so I can contrast them and see what the difference is from what I'm sending?

[2020-01-27 05:55:57] #4 [Go To First Post]
uM8137 - Posts: 180
Actually, I can setup a sub instance. I just need to know how to get the DTC logs, if it is possible to log DTC traffic to disk in some way that I can then view it. (or even binary, I can decode if need be). Date Time Of Last Edit: 2020-01-27 05:56:51

[2020-01-27 06:26:47] #5 [Go To First Post]
uM8137 - Posts: 180
> The way that we test this is that we submit an order through a sub instance of Sierra Chart started with File >>New Instance. The main instance is set to Trade Simulation Mode. > We submitted a market order for this symbol, and it filled. When I try that, with the main instance in Sim and the a) sub in sim: sending a market order never hits the Trader Orders window of main; b) sub in live trading: message log message appears saying it isn't allowed to send from a live account. "SC Futures Order Routing/Data order update (Order reject). Info: Non-simulated Trade Account (my number) cannot be used with Trade Simulation Mode. Internal Order ID: 9. Service Order ID: (none) ..." Not sure how you succeeded in getting a fill through. I checked the DTS->SC Server Settings->Enable JSON logging, but I can't find any logs. Where would they be? Date Time Of Last Edit: 2020-01-27 06:40:20

[2020-01-27 06:52:56] #6 [Go To First Post]
uM8137 - Posts: 180
or if there is a way to start the Subinstance and tell it not to use TLS (or to log the TLS session key to disk)? I logged the packets between Main and Subinstance, but TLS (which seems to be used even if I have require TLS turned off in Main) makes them opaque.

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