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Date/Time: Wed, 24 Apr 2024 14:14:46 +0000



DTC related issue when modifying a buy limit order

View Count: 588

[2021-07-27 19:47:27]
onnb - Posts: 660
The following happens when using the "DTC Service"
SC is connected to a custom dtc bridge we are working on.

Trade Simulation Mode is off

Reproduce
Place a BUY limit order away from the market => observe all good, order is submitted and is updated on SC fine (we can see it on the chart).

Then modify the limit order on the chart (still away from the market). We see SC sending cancel to the existing order and then sending a SELL limit order.

This happens only with BUY limit orders. It does not happen with SELL limit orders.

Any ideas why this might happen?
Date Time Of Last Edit: 2021-07-27 19:49:11
[2021-07-27 22:30:03]
Sierra_Chart Engineering - Posts: 14071
Make sure this is set to 1 in the in the DTC logon response:
OrderCancelReplaceSupported

However, what we do not understand is why this does not happen consistently with buy and sell orders, and why the side is changing. That is of major concern. But we do not really know all of the surrounding details.

Provide us the lines in the Trade Activity Log, when you have this problem with the order modification:
Trade Activity Log: Providing Trade Activity Log Data Lines to Support

We need to look at this and understand why there is an issue with the side and why there is not consistent behavior on both the buy/sell side.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-07-27 22:30:43
[2021-07-27 23:26:02]
onnb - Posts: 660
Its probably something I'm doing wrong.

Attached is the TradeActivityLog
attachmentTradeActivityLog-DTC-Buy-Limit-Issue.txt - Attached On 2021-07-27 23:22:06 UTC - Size: 4.65 KB - 189 views
[2021-08-04 07:24:28]
Sierra Chart Engineering - Posts: 104368
We see the problem. As we suspected, when your server indicated the order is canceled it indicates the side is now a sell when it was previously a buy:

Orders  2021-07-27 12:29:33.729108  XBTUSD  DTC Service order update (Canceled)  8312  ec3ee6c6-1732-4f73-8d3c-11d3363eafa9  Limit    Sell      Cancel/Replace      DtcAcc  Open              0.00    8312.96609  Day

So it is the responses from your server, related to their order fields which is the source of the issue.
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: 2021-08-04 07:26:00

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