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Date/Time: Tue, 26 May 2020 00:21:27 +0000



Duplicate Order Fill Issue

[2020-02-11 19:33:13]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
The Trade >> Trade Activity Log in the last month, has had several performance improvements made.

One issue we have had a small number reports of, are duplicate order fills added to the Trade Activity Log.

This is the result of when order fills are downloaded from the server and they already exist in the log, those fills are getting added to log rather than just ignored because they already exist.

We are not sure why this is happening. We are going to make a change today and add some additional logging to be able to isolate the problem.

Duplicate order fills are easily removed just by going to the Trade >> Trade Activity Log. On the Trade Activity tab, select them and then select Edit >> Delete Trade Activity Entry.

One potential reason this could occur with the Sierra Chart order routing service is we started using a different unique identifier from TT for order fills. And there could have been a point in time for some fills where there was an inconsistency with the use of this identifier between the different order routing servers since software updates on those servers is not all done at the same time. So there could have been a short period of time where you may have experienced duplicate fills received.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-03-05 06:15:05
[2020-02-13 19:35:13]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
Regarding the duplicate order fill issue, if you have this problem update to prerelease 2049 or higher. Instructions:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

If you encounter the issue let us know. We will then need to get the Message Log.

We also realize all users, when they are running 2048 or higher, it is necessary to convert the trade activity log format. This is necessary to support proper delete trade activity operations and to optimize queries.

To do this:
Select File >> Disconnect.

Select Global Settings >> Convert Trade Activity Format.

When it is complete you will see a line like this in the Window >> Message Log:
+ RegenerateTradeActivityFilesWithoutTradeAccount: RecordsReadCount = 292150, RecordsWrittenCount = 292153 | 2020-02-15 22:28:34.744

It is ok if the records written is higher. But it should not be less.


Select File >> Connect to Data Feed.

This only needs to be done once.
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: 2020-03-05 06:15:54
[2020-03-05 06:07:16]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
When Sierra Chart connects to a trading server, and order fills are received from the server, there is now a Window >> Message Log line added like this:

RemoveDuplicateFills | TradeAccount: **. DatesOfRecordsToInsert: 2020-02-21, 2020-03-04, . MostRecentFileNameSearched: TradeActivityLog_2020-03-04_UTC.None.data. RecordsRemovedCount: 1. OriginalRecordsToInsertCount: 3. RecordsToInsertCount: 2

If you have duplicate fills, we need to see this line to gain an understanding of why there are duplicate order fills. Then we will need to get some additional information as well.
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.
[2020-04-09 18:15:27]
Sierra Chart Engineering - Posts: 85476 | Ending Date: 2020-06-09
No one has raised a duplicate fills order issue lately, so we are removing this thread from the top of the Support Board.
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.

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