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Direct MessagesDate/Time: Sun, 28 Apr 2024 08:00:17 +0000
Trades recorded incorrectly on Trade Evaluator - Delayed Account
View Count: 657
| [2020-02-04 19:31:23] |
| bobwest - Posts: 4 |
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I encountered an issue on a Trade Evaluator Delayed account where the opening and closing of trades are not matching up correctly. I have used both v. 2040 and 2044 today. The problem appears to be related to the first several entries in the Fill log. The Trade Activity Fill log has these entries as the first four items: Time: 04:39:09.004 - InternalOrderID: 5517 - Sell Time: 04:41:53.002 - InternalOrderID: 5514 - Buy (InternalOrderID lower than prior entry) Time: 06:16:28.009 - InternalOrderID: 5521 - Buy Time: 06:19:27.002 - InternalOrderID: 5523 - Sell Time: 07:04:28.009 - InternalOrderID: 5524 - Sell and continues with the pattern of two Buys followed by 2 Sells. The Trades log does not have an entry for the first fill at 04:39:09.004, a Sell. It begins with the second fill: Long - Entry: 04:41:53.002 BP - Exit: 06:19:27.002 (Entry is Fill #2, exit is Fill #4) Long - Entry: 06:16:28.009 - Exit: 07:04:28.009 EP (Entry is Fill #3, exit is fill #5) It appears that, perhaps due to the order of the first and second fills, the opening buys and closing sells are being mismatched. They show incorrectly on the chart as well, with the connecting lines from the entries to the exits skipping over the fills in between. The first fill, the isolated Sell, is not shown on the chart either. I was busy this morning and I did at one point roll back from version 2044 to 2040, and then roll forward again back to 2044. I'm sorry, but I don't remember exactly when, so I don't know if this could have been connected to the order getting out of step or not. If this is just a matter of the data having gotten out of sequence for some reason not due to an application issue, I would be fine if the data could just be deleted. These were just test trades anyway. If you need more information, please let me know. Thanks. Bob. |
| [2020-02-04 21:55:27] |
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We do see the timestamps of the first two fills are out of order and we are looking into that issue. It is challenging to get the timestamp correct on a delayed datastream for various reasons. 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 |
| [2020-02-17 11:42:59] |
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This issue is now fully resolved. There was only one incorrectly time stamped fill and it has been corrected. Although we were not sure of the actual time of it but set it before the closing fill. To re-download the order fills so they are in the proper order, follow the instructions here: Trade Activity Log: Automatically Inserting Missing Order Fills Let us know if this clears up the issue. And it will not happen going forward. 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 |
| [2020-02-17 15:03:48] |
| bobwest - Posts: 4 |
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Thanks, it's correct now. Bob. |
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