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Direct MessagesDate/Time: Fri, 26 Apr 2024 16:08:32 +0000
Glitch with SC Order Routing Service
View Count: 822
| [2020-03-23 20:49:02] |
| User816220 - Posts: 80 |
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I experienced a glitch with the SC Order Routing service today at about 15:40 ET. I confirmed with my broker that I'm now flat and have no working orders, so this is just for reporting the issue to you. I was long one ES contract and tried to scale in with a limit order. I got filled, but my position was then reported in the DOM as long 2 contracts at a price well above where either of the two contracts filled/should have filled. I got this message in the trade service log: Notice - An overfill UpdateOrder call has occurred. Overfill Quantity: 1. Total filled quantity: 1. Order quantity: 1 | Symbol: ESM20_FUT_CME | TradeAccount: ACxxx | InternalOrderID: 1087 | ServiceOrderID: 671294 | Current Status: Filled | 2020-03-23 15:39:21.933 *
The scale-in limit order still appeared on the DOM (status was something like pending acknowledgement) and couldn't be directly cancelled. I hit some combination of "Cancel All" and "Flatten" - the position may have stopped out on it's own, though, it was a bit of a blur. The DOM reported my position as flat. I entered a few more orders, which filled as expected. Right now, I still show as flat in the DOM but the Trade Activity Log is off on the system where I was trading. The statistics tab shows an odd number of contracts filled, and the trades tab shows a max open quantity as off by one from the time of the glitch (an 8 contract trade shows as max open of 9). The trades tab shows an open short position of qty 1. Opening the Trade Activity Log on a second system, which had been disconnected the entire session, seems to show correct data. The DOM on the second system also shows a different daily PnL than the first. Date Time Of Last Edit: 2020-03-23 21:12:21
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| [2020-03-23 21:05:50] |
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We are checking on this.
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: 2020-03-23 21:06:21
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| [2020-03-23 21:46:40] |
| User816220 - Posts: 80 |
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Trade activity log files attached.
Date Time Of Last Edit: 2020-03-25 23:36:19
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| [2020-03-23 21:48:33] |
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We went over this with the user, and the issue is not on the server side with the Sierra Chart order routing service. At this point it appears to be some issue related to scale in on the Sierra Chart side. We will be looking over the log files to determine what happened. Or there was some connectivity issue, but we do not see a lost connection in the Message Log. We did see a missing fill on the Sierra Chart side and that fill must have been sent by the server. So really it is not entirely clear what happened. At this point we do not have a definite explanation. 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: 2020-03-23 21:49:55
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| [2020-03-23 22:02:43] |
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We also need to know what Global Settings >> General Trade Settings >> Scale In is set to.
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 |
| [2020-03-23 22:07:10] |
| User816220 - Posts: 80 |
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It's set to Furthest Orders.
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| [2020-03-25 09:59:42] |
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There was an order ID mapping issue on the client side,, within Sierra Chart, resulting in this problem. At this point we do not know why it has happened and we have not seen this before. We are still researching the problem. Are you running any custom studies? The other question is were you trading from a sub Instance of Sierra Chart? The log file you provided us, was that from the main instance of Sierra Chart? We are going to need to get additional log files from you. We will need the Trade Activity Log files for the last 7 days for the trade account. Update: We do not need anything further right now. We think we know what has gone wrong. We need more time to look into this and develop a solution. 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: 2020-03-25 10:14:31
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| [2020-03-25 12:22:03] |
| User816220 - Posts: 80 |
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No custom studies. I was trading from the main instance on a secondary computer. No sub-instances were running on the secondary computer. The log file I provided was from the main instance on the secondary computer. My primary computer was offline during the entire session (Sunday afternoon through Monday). I've done virtually all of my trading from the primary computer. I do run a sub-instance on the primary computer, but I only trade from the main instance. |
| [2020-03-25 23:37:55] |
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Thank you. We will have a proper durable solution implemented today and released tomorrow. It relates to the different order routing servers using different service order IDs. But there is a common exchange gateway order ID that Sierra Chart needs to use first when looking up an order.
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: 2020-03-25 23:39:04
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