Login Page - Create Account

Support Board


Date/Time: Wed, 01 May 2024 14:45:16 +0000



From TT: We are currently investigating order routing issues for CME

View Count: 8496

[2021-02-17 13:48:04]
Sierra Chart Engineering - Posts: 104368
For those with AMP accounts, and who have service interruptions and losses, refer to:
TT Based Order Routing Service: TT Interruption | Post: 252106

AMP is still working on the situation.
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
[2021-02-17 14:04:38]
User937576 - Posts: 24
Thanks SC. Yes, all SenderSubID: AMPRISK1 need to be rectified.
What about the SC Futures Order Routing/Data historical fill ones? Those are the ones I refer to phantom trades - happened more than 10-15min after the outage. Those need to be cancelled as well. An order that doesn't go through in real time CANNOT be processed 15min later 50 handles away from current bid/ask. Or am I completely wrong and going insane????
Date Time Of Last Edit: 2021-02-17 14:04:52
[2021-02-17 14:08:27]
Sierra Chart Engineering - Posts: 104368
Those are the ones I refer to phantom trades - happened more than 10-15min after the outage. Those need to be cancelled as well. An order that doesn't go through in real time CANNOT be processed 15min later 50 handles away from current bid/ask. Or am I completely wrong and going insane????
We understand you are referring to a duplicate fill which is a repeat of a prior fill. We have to look at an example of one of those fills to gain an understanding of them. But our general understanding now is that they are just a duplicate with a later time. And there was not any real fill at that later time.

Post one of them here with the time zone and then remove the account number and then we will have a look at it and determine what the situation is with it. We just need to see one of them. This is all. You just need to select that line in the Trade Activity Log and select Edit >> Copy Selection and paste it here.
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: 2021-02-17 14:09:00
[2021-02-17 14:13:24]
user2837 - Posts: 76
I am practically certain there was a duplicate fill on my account that went to CME during the first hour of trading on Sunday. However, I would need to show you my daily statement by AMP to convince you of that. If you like, you can email me and I will forward the documents and my analysis to you via email.
[2021-02-17 14:13:53]
User937576 - Posts: 24
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID
Fills  2021-02-16 09:54:02.000  MNQH21_FUT_CME  SC Futures Order Routing/Data historical fill (TT order update (Trade) | ExchID: 6819882012500 | SenderSubID: AMPT1282xx)    4746650    2  Buy      Filled  13826.75    AC1282xx  Open    7  DvsLIV7cd3r74nBSTgcNOV        0.00



I want to add that all these historical fill orders were originally entered as market orders by myself. Not executed until 09:54 ET. I sent you guys at SC a private ticket to explain the situation better: ticket ID 1613556921252.
Please share your view.
Date Time Of Last Edit: 2021-02-17 14:40:35
[2021-02-18 08:18:19]
Kutyasa - Posts: 21
The outage has lasted for more than 48 hours now and there's no end in sight. TT site says they're done with the maintenance and are up and running. AMP has not provided timely communication, deadlines nor alternatives for their clients. What are the alternatives to users such as me that use TT routing via AMP?
[2021-02-18 08:52:54]
Marmany - Posts: 303
AMP just informed me that CME is still locked out for TT/Sierra. They will issue update by 7am CST.
[2021-02-18 12:34:43]
theunknowntrader - Posts: 112
So another day today? Anyone here using tradeststion as backuo
[2021-02-18 13:52:13]
User937576 - Posts: 24
The situation is unreal, such a huge mess. And so much for an update BY 7am CST by AMP LMFAO.
Anyone else using TT and SC but not AMP had issues? Or was AMP the only broker affected with the combination of TT and SC? We want clear answers by now.

Also, SC: you still haven't replied to about the label "SC Futures Order Routing/Data historical fill". Markets orders were not going through, they were DENIED in real time. Then 15mins later executed, once TT was working again, all together as if they had gone through 15 mins earlier? Is this your issue Sierra?

For other users with AMP: just ask to switch to Rithmic or CQG or other. I've just done that and can now trade.
I want the loss that has been put on my statement on Feb 16th to be corrected though, so still waiting for AMP to give me an answer about that. It's a matter of principle, apart from money.
[2021-02-18 13:55:12]
Sierra Chart Engineering - Posts: 104368
We had call with AMP, and we have a solution going forward. You will be hearing from AMP very soon.

Also, SC: you still haven't replied to about the label "SC Futures Order Routing/Data historical fill". Markets orders were not going through, they were DENIED in real time. Then 15mins later executed, once TT was working again, all together as if they had gone through 15 mins earlier? Is this your issue Sierra?
We will look this over as soon as possible. And no it is definitely not our issue. Our intermediary server, routing orders to TT does not hold orders other than target and stop child orders. Which are held until the parent fills. But this issue is completely unrelated. Orders are routed in under 50 µs. That is microseconds.

Our main concern, is to remove duplicate fills, if that is possible. But it will not be possible, if these fills have different identifiers. This is what we want to investigate.
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: 2021-02-18 13:55:59
[2021-02-18 14:15:15]
User282741 - Posts: 32
Guys, please when making changes make sure EUREX trading with AMP works fine.
[2021-02-18 14:19:58]
Sierra Chart Engineering - Posts: 104368
Yes regarding EUREX trading there will be no problem.

Everyone who is with AMP, refer to this post:
TT Based Order Routing Service: TT Interruption | Post: 252374
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
[2021-02-18 15:01:06]
nosast - Posts: 290
Looking at AMPs Support portal and searching for CQG shows much more issues/outages than they reported with TT. I will hold off another day and see if it get's finally resolved before switching over to AMP. I just love the SC order routing with all it's advantages and backup servers globally and not sure if CQG once integrated into SC order routing - will provide the same reliability than TT has beside the two issues since using SC order routing.
[2021-02-18 15:04:19]
User937576 - Posts: 24
I'm with Rithmic right now and no issues.
[2021-02-18 15:15:01]
theunknowntrader - Posts: 112
I just sent the order form with CQG. D


Sierra team, what is the target date to have your own routing in place??

You guys mention CQG and Sierra order routing service, isn't ourder routing service for stocks and other securities, Denali is for futures?
[2021-02-18 15:32:19]
user2837 - Posts: 76
Sierra has a sticky post strongly recommending against CQG. Does anyone know if sc has issues with Rithmic as well? This whole thing about CQG is poorly explained and appears hasty. AMP talks about a full accounting from TT. What does that mean? Going back to TT after that full accounting? Can people who remain with TT start trading after the full accounting and evaluation, whatever that means?
Date Time Of Last Edit: 2021-02-18 16:00:32
[2021-02-18 16:05:16]
user2837 - Posts: 76
I also get the sense that there is something here that is not being revealed to clients.
[2021-02-18 16:13:12]
User937576 - Posts: 24
User2837,

I agree. As that other user said when he had the call with TT and AMP, it's uncharted territory...
No one knows anything, yet that outage has been fixed from TT part, AMP won't reactivate and there's hundreds of trades that never should have taken place that instead were transacted against all common logic.
Whatever they decide, I'm afraid there might be ground for certain users for lawsuits. That's why they're taking so damn long, I guess.
In my opinion, the most graceful solution from TT/AMP would be to nullify all trades from Feb16th, clean slate, PnL to zero for the day for everyone involved.
Date Time Of Last Edit: 2021-02-18 16:14:07
[2021-02-18 16:19:58]
Kutyasa - Posts: 21
Transparency would be nice; you can't just bash CQG left and right and then, all of a sudden, state that this is a great solution (meanwhile stating "it's not my fault").
[2021-02-18 16:31:03]
theunknowntrader - Posts: 112
They dont recommend IB for futures but shit like this doesnt happen
[2021-02-18 16:33:19]
User937576 - Posts: 24
Rithmic is working perfectly with AMP via Sierra, once you download the bridge for SC, I traded hundreds of MNQ so far and not a single glitch. You can have as many accounts for a feed as you want (Rithmic, CQG, you name it), as long as you pay for the activation fee. AMP will connect all of those to your $ account.

As things are right now, TT is the one most likely to be at fault - the outage was theirs. Can't deny that. But hey, that's fine, just let us know, shit happens.
What cannot happen is to have delayed/phantom/duplicate trades that were placed manually by traders, that were instantly denied by the system because of the outage, and that should have never been executed AFTER the outage issue was fixed at prices that were not the NBBO at present. That's what in my understanding is causing all the problems and the delay in reporting from TT. That's a bad fuck up. Whoever is culpable (TT, AMP, or SC, or a combination of the 3 parties involved.)
[2021-02-18 16:33:34]
User236347 - Posts: 21
@user2837 -

AMP is telling me that TT is not being honest here, and that they are the ones telling AMP to disable trading (intraday trading is fixed, but the phantom order issue happened again yesterday... hence the continued trade outage as they do NOT want the problems to occur again - I’m assuming the extra caution is warranted here because on Monday night AMP sent out an email saying that the problem was “FIXED” and invited you to “trade as you wish”... we all know what happened after that...

AMP did not have any ETA for a Denali-CQG type connection, be aware that if you switch to CQG per email (you will lose full market depth data - you are switching to a normal CQG data connection, you are not still using Denali - which is what the Sierra Chart post implied).

(As an aside here, the 180 degree reversal in the attitudes of SC Engineering- in terms of CQG service functionality/reliability while using Sierra Chart is laughable... one month you are ending all support, the next it is a good solution..)

(considering the massive failure that has occurred with TT they may still be right... yikes)

————————

After reading the post from SC saying that TT cannot be sued...

AMP initially told me to contact TT directly for ALL further inquiries/disputes...

after clarifying if it would be possible to withdraw my account balance today, I was transferred to a manager. The manager made it clear that I should continue to contact AMP and NOT TT. He agreed with my sentiment that AMP has higher visibility with the situation and was in a better position to negotiate an amenable solution for us (AMP clients) vs having each affected user go it alone...

Let’s see if that continues to be the prevailing sentiment at AMP as we move further along this process... (I have to believe that getting the phantom ordering to stop was a big deal, but sorting out the mess this caused will be the real shit show)...

I agree with many other users here that the main thing lacking from all parties has been transparency...

It is however, very clear that all parties involved are trying to button things up and are in CYA mode. This disruption has not gone unnoticed from those with much deeper pockets than I... I’m going to hold out hope that I will also benefit from any possible resolution that they are able to achieve, but I’m not holding my breath.
Date Time Of Last Edit: 2021-02-18 16:35:09
[2021-02-18 16:35:55]
User937576 - Posts: 24
marcelperez, I also have an account with IB, been trading with it for 10 years. True, never had a similar issue, not even close.
But it won't offer the leverage/margin of AMP and other similar brokers.
[2021-02-18 16:39:53]
Sierra Chart Engineering - Posts: 104368
AMP did not have any ETA for a Denali-CQG type connection, be aware that if you switch to CQG per email (you will lose full market depth data - you are switching to a normal CQG data connection, you are not still using Denali (which is what the Sierra Chart post implied).
This is definitely not true in your case because you are continuing to use the Denali Exchange Data Feed which we definitively recommend you stay with.

(As an aside here, the 180 degree reversal in the attitudes of SC Engineering- in terms of CQG service functionality/reliability while using Sierra Chart is laughable... one month you are ending all support, the next it is a good solution..
There is no reversal. When we say we do not recommend CQG, we continue to affirm that position. We are referring to market data and connectivity and server-side bracket order issues and anything else we had a complaint about.

However, there is a big difference with a direct connection from end users to the CQG Web API and using their market data. We do not want users to follow that path but it is just an interim solution for a couple of weeks.

There is nothing to laugh at here at all.

When we have a FIX protocol connection from CQG and use it in the background strictly for order routing through one of our servers and replacing the TT connection for AMP users, there is a difference. The complaints we have with CQG, are not applicable in that case. Although we do not like CQG symbology. And the symbology does have limitations.
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: 2021-02-18 16:41:15
[2021-02-18 16:43:45]
user2837 - Posts: 76
And what comes after the interim?
[2021-02-18 16:44:03]
Sierra Chart Engineering - Posts: 104368
What cannot happen is to have delayed/phantom/duplicate trades that were placed manually by traders, that were instantly denied by the system because of the outage, and that should have never been executed AFTER the outage issue was fixed at prices that were not the NBBO at present. That's what in my understanding is causing all the problems and the delay in reporting from TT. That's a bad fuck up. Whoever is culpable (TT, AMP, or SC, or a combination of the 3 parties involved.)
This would strictly be the fault of TT. It could not be AMP unless they submitted orders on your behalf for risk purposes. And Sierra Chart is not at fault here either. We are not even aware of what is even going on in this regard.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account