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Date/Time: Mon, 29 Apr 2024 18:16:46 +0000



Missing Trade Data (Infinity Futures)

View Count: 1696

[2014-04-21 14:47:20]
User40877 - Posts: 16
I'm missing one trade in my trade activity log from this morning. Build 1123.

How can I get this missing trade into the Trade Activity Log?
[2014-04-21 17:30:23]
Sierra Chart Engineering - Posts: 104368
You probably will need to manually insert it. Refer to the documentation here about this:
http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#AutoInsertionMissingFills
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
[2014-04-21 18:00:13]
User40877 - Posts: 16
Got it, thank you.

I deleted all of todays trade activity, disconnected from my trade service and reconnected. This caused all of todays trade activity to be downloaded from my trade service.
[2014-04-22 14:51:10]
User40877 - Posts: 16
There are still problems with the 1124 build with pulling in orders from Infinity for the Trade Activity Log.

What information can I provide to help resolve this issue?
[2014-04-22 15:11:04]
Sierra Chart Engineering - Posts: 104368
You will only get the order fills for the current trading day. This would be starting at around 5 PM central time in the prior day.

Do you not get all of the order fills since this time?
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: 2014-04-22 15:11:25
[2014-04-22 15:22:32]
User40877 - Posts: 16
The orders are not being interpreted correctly when receiving the orders in real time from Infinity. Here is a screen shot of just one of the problems. I place a stop order in the Infinity DOM, it shows up on the chart as a limit order. http://screencast.com/t/8uC0ARdkLH
[2014-04-22 15:28:33]
Sierra Chart Engineering - Posts: 104368
We will test this 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
[2014-04-22 17:04:27]
Sierra Chart Engineering - Posts: 104368
This problem is now resolved. Update Sierra Chart by selecting Help >> Download Current Version. You need to be on version 1125.
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: 2014-04-22 17:04:55
[2014-04-22 17:08:56]
User40877 - Posts: 16
Thank you. I will install the update.
[2014-04-22 18:14:31]
User40877 - Posts: 16
The problems persist in build 1125.
[2014-04-22 21:05:53]
Sierra Chart Engineering - Posts: 104368
We need to be clear about what we said in post #8. What we fixed was an order ID handling problem which caused an order sent from Sierra Chart to remain in a Order Sent state and the order update received from the Trading service was not being matched to the order. This was the result of recent order ID handling changes made with TransAct.

What is described in post #6 we could not duplicate, does not make sense as to be related to the order ID issue, and we have not seen it before. It puzzled us, but we thought maybe in some unknown way it is related to the order ID issue. So we said the problem was resolved because we knew there was order ID problem, from testing we have done today, and thought somehow that problem would get resolved.

So that we are clear, please describe what exactly the issue is in posts #10 and #11.
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
[2014-04-22 22:00:14]
User40877 - Posts: 16
While making this video showing some of the problems I noticed the symbol for the orders I entered was wrong as well. I was entering the orders in the video from the ES DOM, not the TF DOM. http://screencast.com/t/B9mmvqijmOkl
[2014-04-22 23:08:57]
Sierra Chart Engineering - Posts: 104368
Thank you for this. This is the result of an order ID matching problem. We are checking on it now.


The order data you are seeing most likely is an existing order in Trade >> Orders and Positions >> Orders which new orders are getting matched to.
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
[2014-04-22 23:23:50]
Sierra Chart Engineering - Posts: 104368
We have determined the source of the problem. It is indeed due to an order ID matching problem . Although we did testing, we did not come across the scenario.

In the DTC protocol which Sierra Chart uses with TransAct, the client order identifier was being set by TransAct to "0". This is not considered valid in DTC. If the server is not using the Client order identifier, it should be set to an empty string. So we had to convert the zero to an empty string and that fixed the problem.

This was not a problem previously because of how the order IDs were handled, but there has been some changes to order ID handling in Sierra Chart to be consistent across all trading services and this is when the problem began.

We are putting out a new release 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
Date Time Of Last Edit: 2014-04-22 23:24:36
[2014-04-23 13:58:25]
User40877 - Posts: 16
It's working fine this morning. Thank you for the support.
[2014-04-23 14:21:57]
infpz - Posts: 826
Will existing users be notified to upgrade?
[2014-04-23 16:46:26]
Sierra Chart Engineering - Posts: 104368
Yes. We will do that now. Version 1122 through 1125 are affected.
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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