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Direct MessagesDate/Time: Sat, 27 Jul 2024 01:09:31 +0000
Trade Activity Export issue - FilledPrice field
View Count: 216
| [2023-09-16 23:27:33] |
| User990275 - Posts: 22 |
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Hello, I am having an issue with export of MNQ fills incorrectly exporting FilledPrice values. For example, my export contains FilledPrice value of 1559550.0000000, instead of 15595.00. The incorrect placement of the decimal is throwing off systems that try and import the Fills. When I view my fills in SC, the FilledPrice displays correctly. When I export it to a .txt file, the values change. I have updated Symbol Settings from Server and checked my Chart Settings for the Symbol (multipliers) to make sure they match other SC users that are not having this issue. Is there a setting that is causing the FilledPrice to be exported incorrectly? Thank you! Sample Export: ActivityType DateTime TransDateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username Fills 2023-09-13 17:31:36.212364 2023-09-13 17:31:37.000000 MNQZ3.CME Rithmic Direct - DTC (Partial fill) 142460 1671469021 Limit 1 Sell 1559550.0000000 Open 1559550.0000000 1 BX19 Open -1 3322652 SR MES 30-50-60.twconfig 0.00 1671469021 142460.53516 Day Fills 2023-09-13 17:31:36.212495 2023-09-13 17:31:37.000000 MNQZ3.CME Rithmic Direct - DTC (Partial fill) 142463 1671469022 Limit 1 Sell 1559550.0000000 Open 1559550.0000000 1 BX19 Open -2 3322653 SR MES 30-50-60.twconfig 0.00 1671469022 142463.83934 Day Fills 2023-09-13 17:31:36.212553 2023-09-13 17:31:37.000000 MNQZ3.CME Rithmic Direct - DTC (Partial fill) 142466 1671469023 Limit 1 Sell 1559550.0000000 Open 1559550.0000000 1 BX19 Open -3 3322654 SR MES 30-50-60.twconfig 0.00 1671469023 142466.36748 Day |
| [2023-09-17 23:47:07] |
| User990275 - Posts: 22 |
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I've done some more investigating and as far as I can tell, this appears to be a bug in the Trade Activity Export functionality. The Export is applying the incorrect multiplier (or not applying a multiplier at all), to the FillPrice field when fills are exported to CSV. The FillPrice displays correctly, but when exported, the field is multiplied by 100 (or is not having a .01 multiplier applied). This seems to be the case at least for Teton and Rithmic data. I believe it occurs for ES, MES, NQ, and MNQ. Thanks |
| [2023-09-18 11:43:14] |
| Sierra_Chart Engineering - Posts: 15584 |
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This is not a bug. The Export command exports the data in the raw format as it comes from the exchange. This is all fully documented here: Trade Activity Log: Importing and Exporting Data 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 |
| [2023-09-18 16:58:52] |
| User990275 - Posts: 22 |
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Thanks. This appears to be occurring even with fills from Sim trading. Some users' fills are in 15625.00 format. While mine are in 1562500.0000 format. What would cause this difference? My data is coming from Teton and my chart has the [M] next to the trade symbol. Thanks. |
| [2023-09-18 21:48:16] |
| Sierra_Chart Engineering - Posts: 15584 |
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Yes this makes sense even if you are using Trade Simulation Mode with Teton order routing selected.
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: 2023-09-18 21:48:25
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