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Date/Time: Mon, 04 Mar 2024 20:44:10 +0000



[Programming Help] - DTC SUBMIT_NEW_SINGLE_ORDER does not submit order

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[2023-08-17 13:10:54]
User258363 - Posts: 11
When I place a trade through sending a `SUBMIT_NEW_SINGLE_ORDER` command no trade is placed and I see no response in the message log. I can see the command go through in the message log but there is no response or indication that a trade was placed. SC also shows no trades. If I remove "order_type" I get an error in the trade log that says:

DTC client #34. DTC Client. 127.0.0.1 | New order rejected. ClientOrderID: 10 | OrderType field is not set | Symbol: ESU3.CME | TradeAccount: <account_redacted> | 2023-08-17 04:40:15.068 *

so this leads me to believe something is happening but the trade isn't being placed. changing trade_account string doesn't seem to result in any error either. I've tried with tcp and websockets.


commands:

symbol=ESU3.CME,
exchange="CME",
trade_account="xxx",
client_order_id = "13",
order_type=1,
buy_sell=1,
quantity=1,
time_in_force=1,
is_automated_order=1,
open_or_close=1,
is_parent_order=0,

message log:
JSON data: {"BuySell": 1, "ClientOrderID": "13", "Exchange": "CME", "IsAutomatedOrder": 1, "IsParentOrder": 0, "OpenOrClose": 1, "OrderType": 1, "Quantity": 1, "Symbol": "ESU3.CME", "TimeInForce": 1, "TradeAccount": <redacted>, "Type": 208} | 2023-08-17 13:05:27.272


attached is a screenshot of my dtc server settings. trading is enabled. also a related post here: DTC Submit Market Order
Date Time Of Last Edit: 2023-08-17 13:14:34
imageScreenshot from 2023-08-17 08-06-59.png / V - Attached On 2023-08-17 13:08:14 UTC - Size: 17.13 KB - 47 views
[2023-08-17 14:16:47]
Sierra_Chart Engineering - Posts: 13087
Do you see the order listed in Trade >> Trade Orders Window?
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
[2023-08-17 14:26:18]
User258363 - Posts: 11
no I don't. That window is completely blank. I've sent many orders while fiddling with the values being sent and none of them have registered as a BUY.

edit: I just noticed that in the server settings for DTC there is a
dtc protocol clients "read only"
I can't set this to false. is that what's causing the issue? See my screenshot in the original post
Date Time Of Last Edit: 2023-08-17 15:16:48
[2023-08-17 16:45:39]
Sierra_Chart Engineering - Posts: 13087
No that is not the issue. So you are using JSON encoding?
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
[2023-08-17 17:05:19]
User258363 - Posts: 11
I've tried with 2 implementations

1. python + websockets + json encoding
2. golang + tcp + protocol buffers

both have the same result. no response from trade request. not even an error unless I remove a required field like order_type. to make it easier to debug I've uploaded the code here:

https://github.com/mason/python-ws-dtc-client/commits/master

the exact line that sends the trade is here:
https://github.com/mason/python-ws-dtc-client/blob/master/example_client.py#L39

run it like so
python example_client.py -n 127.0.0.1 -p 11099 -s -q 11098

might need to pip install dependencies


pip install websocket_client
pip install flask
pip install Flask-Sockets
pip install gevent-websocket

Date Time Of Last Edit: 2023-08-17 17:07:27
[2023-08-21 17:45:47]
User258363 - Posts: 11
Hi just checking up on this thread. Any ideas what could be wrong or are we still investigating? Thanks!

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