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Date/Time: Fri, 07 Oct 2022 09:15:44 +0000



Attached orders

View Count: 865

[2014-03-20 17:13:27]
User55800 - Posts: 15
Hello,
I'm having much difficulty trying to figure out how to configure attached orders to work properly. Basically, I put one long order and one short order on at the same time. They both have attached orders including stops and targets. When one order fills, it'd be nice if the other order canceled and the attached orders of the filled order remained. I can't figure out how to do it. I've been putting in the initial orders (with attachments and just manually cancelling the one that didn't fill immediately after a fill. That doesn't always work either becuase the attached orders get messed up and my stop only fills 1 contract of multiples, leaving my acct vulnerable. Can you help me configure this? Attached is a chartbook I use. I trade from "Supers 10 Min Bar Chart". Below are the error logs and order logs.
Thanks in advance,
Scott

TRADE SERVICE LOG:
Received a fill execution report from the TT FIX server: Service Order ID: 0KLK0B212. Symbol: ES-201406-CME | 2014-03-20 10:43:24
Received a fill execution report from the TT FIX server: Service Order ID: 0KLK0B213. Symbol: ES-201406-CME | 2014-03-20 10:43:24
Received a fill execution report from the TT FIX server: Service Order ID: 0KLK0B214. Symbol: ES-201406-CME | 2014-03-20 10:43:24
Trade Order Error - TT order update (Rejected). Info: From Gateway: WCNPP(8) > MxNPP(5) P1 B0S13F5NP8LP5SP8 X0614 B0S13F5WP-8. Internal Order ID: 3084. Service Order ID: 0KLK0B256. Symbol: ES-201406-CME | 2014-03-20 10:43:24
! NOTICE: Stop Attached Order with Internal Order ID: 3084 was rejected and is being resent as a Market order. | 2014-03-20 10:43:24
Trade Order Error - TT order update (Rejected). Info: From Gateway: WCNPP(9) > MxNPP(5) P1 B0S14F5NP9LP5SP9 X0614 B0S14F5WP-9. Internal Order ID: 3086. Service Order ID: 0KLK0B257. Symbol: ES-201406-CME | 2014-03-20 10:43:24
Trade Order Error - TT order update (Rejected). Info: From Gateway: WCNPP(10) > MxNPP(5) P1 B0S15F5NP10LP5SP10 X0614 B0S15F5WP-10. Internal Order ID: 3087. Service Order ID: 0KLK0B258. Symbol: ES-201406-CME | 2014-03-20 10:43:24
! NOTICE: Stop Attached Order with Internal Order ID: 3087 was rejected and is being resent as a Market order. | 2014-03-20 10:43:24
There was an error with the order cancellation: Order Cancel Reject. Info: Order is not in the market. Service order ID: 0KLK0B256 | 2014-03-20 10:43:24
There was an error with the order cancellation: Order Cancel Reject. Info: Order is not in the market. Service order ID: 0KLK0B258 | 2014-03-20 10:43:24
Trade Order Error - TT order update (Rejected). Info: From Gateway: WCNPP(8) > MxNPP(5) P1 B0S13F5NP8LP5SP8 X0614 B0S13F5WP-8. Internal Order ID: 3088. Service Order ID: 0KLK0B259. Symbol: ES-201406-CME | 2014-03-20 10:43:24
Trade Order Error - TT order update (Rejected). Info: From Gateway: WCNPP(9) > MxNPP(5) P1 B0S14F5NP9LP5SP9 X0614 B0S14F5WP-9. Internal Order ID: 3089. Service Order ID: 0KLK0B260. Symbol: ES-201406-CME | 2014-03-20 10:43:24
Received a fill execution report from the TT FIX server: Service Order ID: 0KLK0B254. Symbol: ES-201406-CME | 2014-03-20 10:57:44
Received a fill execution report from the TT FIX server: Service Order ID: 0KLK0B310. Symbol: ES-201406-CME | 2014-03-20 10:58:00
Trade Order Error: Unable to Flatten or Reverse because a position does not exist for the symbol: ES-201406-CME | 2014-03-20 11:12:20


MESSAGE LOG:
Software version: 1107 | 2014-03-20 10:01:41
Usage end date: 2014-06-13 | 2014-03-20 10:01:41
Enabled for: Sierra Chart Historical Data Service. | 2014-03-20 10:01:41
Allow Support for Sierra Chart Data Feeds is enabled. | 2014-03-20 10:01:41
Active service: TT FIX | 2014-03-20 10:01:41
Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2014-03-20 10:01:41
2014-03-20 07:01:41 Local computer clock time | 2014-03-20 10:01:41
2014-03-20 14:01:41 GMT time | 2014-03-20 10:01:41
2014-03-20 10:01:41 Time zone adjusted time | 2014-03-20 10:01:41
Time difference to server time: 7 seconds. | 2014-03-20 10:01:41
Program path: C:\SierraChart\SierraChartDeepDiscountTrading\ | 2014-03-20 10:01:41
Data Files path: C:\SierraChart\SierraChartDeepDiscountTrading\Data\ | 2014-03-20 10:01:41
OS Version Number: 6.1 | 2014-03-20 10:01:41


Date Time Of Last Edit: 2014-03-21 21:21:44
Private File
[2014-03-21 21:26:02]
Sierra Chart Engineering - Posts: 104268
For what you want to do, you will need to use one of the OCO order types documented here:
https://www.sierrachart.com/index.php?l=doc/doc_OrderTypes.html

This will do exactly what you want.

However, there is another problem. Some of your orders are getting rejected apparently due to position limits. This is what these messages are indicating:

Trade Order Error - TT order update (Rejected). Info: From Gateway: WCNPP(8) > MxNPP(5) P1 B0S13F5NP8LP5SP8 X0614 B0S13F5WP-8. Internal Order ID: 3084. Service Order ID: 0KLK0B256. Symbol: ES-201406-CME | 2014-03-20 10:43:24 (Contact your broker about this one and the others like it. We suspect this is due to position limits.)

! NOTICE: Stop Attached Order with Internal Order ID: 3084 was rejected and is being resent as a Market order. | 2014-03-20 10:43:24


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: 2014-03-21 21:27:18

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