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Direct MessagesDate/Time: Fri, 26 Apr 2024 07:31:54 +0000
problem with orders on LMAX
View Count: 956
| [2014-05-06 09:09:23] |
| User20108 - Posts: 32 |
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I have the same old issue with orders showing on LMAX which are either canselled or deleted or executed in the past I clear the log but when i restart it i have the same issue can you please do something to correct this as it is confusing if i trade multiple instruments. The other problem if i close the exixting order the system opens a new position in the opposite direction |
| [2014-05-06 09:23:06] |
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We need to precisely understand what you are describing. We suspect that you are referring to the current Trade Position. For example it is showing a position quantity which is not your actual position? If so, then on the LMAX FIX system, this is difficult for us to resolve. And it is documented here: http://www.sierrachart.com/index.php?l=doc/LMAX.php#CurrentPositions There really is not much we can do to solve this as it is a limitation with the LMAX FIX system. We have raised this issue many times with LMAX but they do not believe it is a priority to provide position reports. This is what they last said: It is not a question of how long it takes to add the functionality but
rather when it can get prioritised over other software changes we are implementing. While I agree that this is a useful function to have, we do not have a strong business case to push this above some of our other development work. If you feel that you have a strong business case for this to get implemented, please put the volume per month expected and the new business that will result from the implementation of this new feature in our FIX Protocol. The other problem if i close the exixting order the system opens a new position in the opposite direction We must get a 100% clear description. What is your current Trade Position at the time you close the Position , What is the order quantity and what is the new Position quantity? Although ultimately in the end, we do not know how we can help with this if the issue has to do with the Trade Position quantity. 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: 2014-05-06 09:25:23
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| [2014-05-06 09:49:29] |
| User20108 - Posts: 32 |
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my orders on lmax are correct what i see on my charts is wrong i need to be able to delete all the false entries every time i delete the log it reloads again with the wrong positions every time i restart I just restarted sierra and i have an open position on GDAX which does not exist on lmax an open position on eurusd which is not where it should be 20 pips away from where it should be an open position on audusd which does not exist on lmax an open position on gbpjpy which does not exist on lmax If i now close these positions it will open a new position on LMAX Since this is an old issue it is usually resolved by deleting the trade logs but this is not resolved now as it reloads the positions when i restart sierra |
| [2014-05-06 18:04:39] |
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We think the safest thing to do is for Sierra Chart not to download any historical fills at all from LMAX. This is what we will do. If there is an incorrect Trade Position reported for a particular symbol and you are flat that symbol, you can clear the Trade Activity Data for that symbol to cause Sierra Chart to indicate a position of 0. You still have the ability to insert missing order fills manually into the Trade Activity Log as well. This change will be out in the next release coming out today or tomorrow. 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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