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Date/Time: Thu, 28 Mar 2024 14:42:52 +0000



Question about DENALI/Sierra Trade execution with TT and trade times

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[2020-05-19 16:26:57]
User220914 - Posts: 239
1. I was wondering what the path is for say a mkt order nad where the risk control or controls occur and how and when it is sent to my FCM and then on to their clearing FCM?

i press buy mkt. it goes to the SIERRA CHART SERVER.. is TT on this server and it gets sent to the exchange or does it go sierra server to tt server to exchange then to my fcm?
It would be great if you could tell me the PATH and where the risk checks are please. if this is something TT would need to tell I can call them so just let me know.

2. How or where do i find my trade times broken down. 1. when the trade was sent to the trade engine at cme and when it was sent back or when the order was converted to a limit
or stop or whatever i used to get detailed executon reports from my old FCM do you have something detailed like this or would i need to go to TT for it?

3. Laslty on just a stop order should it show up as a stop limit if I am trding from the chart? i hve used stop limits and that is understood but on a regulat stop it shows a flag/line comng down or up from the stop price with anoher price now i know I am not utilizing an offset on this order just a plain old stop. (i understand cme stops are all stop limits with protection) so maybe that is it but I dont revall seeing this before
thank you
[2020-05-19 23:24:45]
Sierra Chart Engineering - Posts: 104368
1. When using the Sierra Chart order routing service, the order goes through the Sierra Chart order routing server and then to TT. Risk management is provided by TT in this case.

2. You can find this in the Trade Activity Log:
Trade Activity Log: Viewing Historical Trade Activity

Look at the timestamps but you are not really going to get an accurate representation of order routing time there.

When order is received by the Sierra Chart order routing server, it will be routed to TT in less than 50 µs. And TT routes it to the exchange in less than 150 µs. So this is sub millisecond order routing.
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: 2020-05-19 23:24:58
[2020-05-24 23:59:00]
User220914 - Posts: 239
where do i go to get my exact routing times and my exact fill times and conversion times of my orders?
I don;t care about 50 Us i want to see my EXACT FILL times and send times to the exchange.

how or where is my executing FCM invovled with this process also with risk control
thanks.

My orders go from my computer client side. to the siera server to the tt server to the cme trade engine at that point?

What happens once TT gets my order? do they send it to the exchange?
how or when does my FCM risk check my orders?

I am really trying to understand this process.
thanks
[2020-05-25 00:07:04]
User220914 - Posts: 239
where do i get an accurate routing time of my orders?
i have been notincing lost of my orders lately should be filled at higher prices but are not getting filled
at the best price they are being held and filled at my original limit price.

I am simultaneously submitting mkt orders and limits to see why I am having this happen.
anyway I need a way to see my exact orders when they are received and sent and filled.
where or how do i get this information
[2020-05-25 11:09:08]
Sierra Chart Engineering - Posts: 104368
My orders go from my computer client side. to the siera server to the tt server to the cme trade engine at that point?
Yes.

What happens once TT gets my order? do they send it to the exchange?
Yes they do.

how or when does my FCM risk check my orders?
The risk management is done by TT as configured by the FCM. But the risk checks are extremely fast and sub millisecond.


You can see the times in the Trade Activity Log:
Trade Activity Log: Viewing Historical Trade Activity

Just look at the Date-Time field.

Also update Sierra Chart to the current version:
Software Download: Fast Update

And make sure that Global Settings >> Data/Trade Service Settings >> Service Setting >> Primary Server is set to Server 2.

This will give you the lowest latency.

What order types are you using?
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: 2020-05-25 11:11:54
[2020-06-25 17:50:12]
User220914 - Posts: 239
Hi,

When i watcfh my order log it will highlight a pending order in yellow with a time stamp then when this order is converted
the original time stamp changes. i.e. an MIT/mkt i ftouched.
if the mkt touched my price it must convert to a mkt order from my trigger price.

I cannot figure out how to have your system actually show me the time of order entry- clinet side order entered
then the the time it was converted to a mkt order
then the time it was sent to your server then tt server then to the exchange
then fill time at the exchange
and then when order shows up on my order fills

ALL i see are the order fill times

can you direct me how to see the time stamps for all of the steps invovled because if i video the operations i can see that the
orders just disappear with the time stamps once converted and i want to be able to see these.

thank you in advance

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