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Direct MessagesDate/Time: Sat, 20 Apr 2024 07:10:16 +0000
DTC allows duplicate ClientOrderIDs
View Count: 253
| [2023-01-27 03:07:44] |
| User5044343 - Posts: 67 |
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Per https://dtcprotocol.org/index.php?page=doc/DTCMessages_OrderEntryModificationMessages.php#Messages-SUBMIT_NEW_SINGLE_ORDER This is the Client supplied order identifier. The Server will maintain this order identifier throughout the life of the order and always provide it back through the ClientOrderID field in the ORDER_UPDATE messages for the order. This identifier cannot be an identifier used for a currently open order and it cannot be an identifier previously used in the current trading session. The trading session typically will be a 24-hour period defined by the Server. The Server shall reject an order with a client order identifier that is for a currently open order or which has already been used during the current trading session. Below I posted 2 orders to CME with the same ClientOrderID and the orders were accepted and working at the same time. {"Type":301,"RequestID":0,"TotalNumMessages":1,"MessageNumber":1,"OrderStatus":2,"OrderUpdateReason":3,"OrderType":4,"BuySell":1,"Price1":407400,"Price2":407500,"TimeInForce":1,"GoodTillDateTime":0,"OrderQuantity":1,"FilledQuantity":0, "RemainingQuantity":1,"AverageFillPrice":0,"LastFillPrice":0,"LastFillDateTime":0,"LastFillQuantity":0,"NoOrders":0,"Symbol":"MESH23_FUT_CME","Exchange":"","ServerOrderID":"1054781","ClientOrderID":"4","ExchangeOrderID":"1384041", "LastFillExecutionID":"","TradeAccount":"xxx","InfoText":"Teton CME Order Routing (New). Info: Order from DTC client #15. Sierra Chart.","ParentServerOrderID":"","OCOLinkedOrderServerOrderID":"","OpenOrClose":0, "PreviousClientOrderID":"","FreeFormText":"","OrderReceivedDateTime":1674788284,"LatestTransactionDateTime":1674788284.156,"Username":""} {"Type":301,"RequestID":0,"TotalNumMessages":1,"MessageNumber":1,"OrderStatus":2,"OrderUpdateReason":3,"OrderType":4,"BuySell":1,"Price1":407400,"Price2":407500,"TimeInForce":1,"GoodTillDateTime":0,"OrderQuantity":1,"FilledQuantity":0, "RemainingQuantity":1,"AverageFillPrice":0,"LastFillPrice":0,"LastFillDateTime":0,"LastFillQuantity":0,"NoOrders":0,"Symbol":"MESH23_FUT_CME","Exchange":"","ServerOrderID":"1054782","ClientOrderID":"4","ExchangeOrderID":"1384042", "LastFillExecutionID":"","TradeAccount":"xxx","InfoText":"Teton CME Order Routing (New). Info: Order from DTC client #15. Sierra Chart.","ParentServerOrderID":"","OCOLinkedOrderServerOrderID":"","OpenOrClose":0, "PreviousClientOrderID":"","FreeFormText":"","OrderReceivedDateTime":1674788311,"LatestTransactionDateTime":1674788310.662,"Username":""} Is this a bug or expected behavior for CME? |
| [2023-01-27 03:47:27] |
| Sierra_Chart Engineering - Posts: 14017 |
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We do not think there is a check on the server to enforce this. These client order IDs do not go to the exchange but do not use the same one.
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: 2023-01-27 03:47:38
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| [2023-01-27 04:48:39] |
| User5044343 - Posts: 67 |
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Is it a big ask for them to get checkedon the Sierra side? Looking for a way to guarantee a duplicate order will not get processed in an event that it gets re-queued.
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| [2023-01-27 05:19:45] |
| Sierra_Chart Engineering - Posts: 14017 |
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Yes this is something that would not be implemented. It is not critical to do. It causes no problem on the Sierra Chart server. It is only for the client 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 |
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