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Direct MessagesDate/Time: Sun, 05 May 2024 01:56:58 +0000
Phantom trading activity with SC Order Routing service
View Count: 859
| [2020-05-15 05:09:02] |
| User816220 - Posts: 80 |
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I was on my computer, not trading, with SC running in the background. I have no automated trading set up. I saw some colors blink in the SC window a couple times and thought it had disconnected/reconnected. It kept happening, and I saw that it was order indicators on a chart popping up for a moment and disappearing. The trade activity log shows a flood of orders (but no fills, and AMP confirmed no trades had taken place) from 00:43 to 00:50 eastern time. I didn't initiate any of these orders. A lot of the phantom orders have a "New order originated from external service" message. I'm not using any external trading service. |
| [2020-05-15 05:39:05] |
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We looked into this, and there was a reconnection to the TT server on order routing Server 1: Order 2020-05-15 00:42:48.695 Disconnected from server Unspecified None Order 2020-05-15 00:42:54.722 Connected to server Unspecified None Order 2020-05-15 00:42:59.711 Requested Open orders from trading service Unspecified None Order 2020-05-15 00:43:20.332 Flagging orders waiting for service update. Account: No account specified Unspecified None Order 2020-05-15 00:43:20.333 Inserting fills. Count = 0 Unspecified None Order 2020-05-15 00:43:20.334 Received News message: Recovery is complete, Version 19.98.30 Unspecified None So during the recovery process TT will transmit prior order activity through but they should only be transmitting the messages that were known to be missed which should have been none. But they might have transmitted more prior activity through. This is harmless. So you were essentially seeing a replay of prior activity but there was no fill processing which would have occurred. 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 |
| [2020-05-15 05:39:06] |
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We looked into this, and there was a reconnection to the TT server on order routing Server 1: Order 2020-05-15 00:42:48.695 Disconnected from server Unspecified None Order 2020-05-15 00:42:54.722 Connected to server Unspecified None Order 2020-05-15 00:42:59.711 Requested Open orders from trading service Unspecified None Order 2020-05-15 00:43:20.332 Flagging orders waiting for service update. Account: No account specified Unspecified None Order 2020-05-15 00:43:20.333 Inserting fills. Count = 0 Unspecified None Order 2020-05-15 00:43:20.334 Received News message: Recovery is complete, Version 19.98.30 Unspecified None So during the recovery process TT will transmit prior order activity through but they should only be transmitting the messages that were known to be missed which should have been none. But they might have transmitted more prior activity through. This is harmless. So you were essentially seeing a replay of prior activity, for your particular account only, but there was no fill processing which would have occurred. 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: 2020-05-15 05:45:30
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| [2020-05-15 06:04:07] |
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We looked into this in more detail. There is definitely no harm with what had happened, but we have noticed that TT for reasons which is not clear transmits sometimes during recovery a lot more old messages than expected. We will ask them about 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 |
| [2020-05-15 07:00:34] |
| User816220 - Posts: 80 |
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Thanks. I wondered if the replay would show up if I connected my backup system, which had been offline for a while. The trade activity log on the backup only picked up the fills from 05-14; it doesn't show any order activity. Is that expected? It would be nice to have a single consolidated log for the account regardless of where the orders were entered. |
| [2020-05-16 20:57:37] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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I noticed this "phantom" behavior last night after markets had closed. Because I watched the orders appearing and disappearing for a while and recognized them as previous entries and exits, it didn't alarm me. I am concerned this may happen during trading hours though which would have obvious implications. Can SC confirm this transmission does not occur during live trading hours?
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| [2020-05-16 21:46:41] |
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We are still following up with TT about this. This is another reason, why we are developing our own CME order routing and we cannot put trust in TT to do things right. That would be a mistake. But in any case, as we said this is harmless and we do not know sometimes why they are retransmitting additional history on a reconnection, which was clearly already received by our Sierra Chart order routing instance. Also, our reconnection to TT, during live trading should not occur especially now that we use a direct physical Cross Connect. The re-connections only occur over the weekend. 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: 2020-05-16 21:48:16
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| [2020-05-16 21:52:46] |
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The other thing we are going to do is test not doing a sequence reset, on connection to TT and just pick up where we left off in relation to sequence numbers. That will also be an immediate solution. But we need to test this for a couple of weeks. 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 |
| [2020-05-16 21:54:37] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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Main concern was that it does not happen during trading hours, and you've addressed that - thank you.
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| [2020-05-18 10:24:27] |
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Yes that does make sense in regards to post #5. The server only provides fills. Not other order events. That may come later but not now.
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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