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Direct MessagesDate/Time: Fri, 03 May 2024 16:02:32 +0000
Order cancellation failed message with attached orders
View Count: 573
| [2020-03-03 12:24:19] |
| User816220 - Posts: 80 |
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I've been getting quite a few of these messages with the SC Order Routing Service when exiting trades via attached orders. It doesn't happen every time, and I've seen it when either the Target fills or the Stop fills. Order cancellation failed | SC Futures Order Routing/Data order update (Order cancel reject). Info: Order cancellation failed | Order Cancel Reject. Text: Order not in book. Text: Attached order. Parent: 21443. Tag: SimpleBracket.twconfig. Internal Order ID: 21445. Service Order ID: 527124. Symbol: ESH20_FUT_CME. Account: xxx | 2020-03-02 10:51:13.844 *
The order that "failed to cancel" is the one that didn't fill. The orders in question were in fact cancelled as expected. I have "Use Server Side OCO Orders" and "Use Server Side Bracket Orders" enabled, and I just have single Stop and Limit orders attached. |
| [2020-03-03 18:05:39] |
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What exactly did you do at the time this occurred? Did you use Flatten or Cancel All or just nothing at all?
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 |
| [2020-03-03 18:32:32] |
| User816220 - Posts: 80 |
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Nothing, it happens when one of the attached orders fills. It's happened both when I'm doing nothing in the UI at all, and while I'm in the middle of adjusting one of the attached orders (but haven't submitted the adjusted order yet).
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| [2020-03-03 21:25:54] |
| User816220 - Posts: 80 |
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Also, I do have "Cancel Orders on Flat Position" enabled in my DOM.
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| [2020-03-03 21:41:28] |
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Okay this is actually the cause then since otherwise we could not think up a scenario where this would occur. There is no problem with those order rejections when using that option. They do not cause any harm and really we cannot think of any way to avoid those rejections. Maybe we could prevent the log from opening up in this case. That would be the best we could do.
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: 2020-03-04 11:09:28
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| [2020-03-03 21:53:55] |
| User816220 - Posts: 80 |
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That would work for me. The log opening was my main concern; it's pretty disruptive at inopportune moments.
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| [2020-03-03 22:29:20] |
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We will get that done.
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 |
| [2020-03-04 11:09:50] |
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The log will no longer open for those rejections in version 2060.
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 |
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