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Date/Time: Fri, 29 Nov 2024 16:45:14 +0000
OpenCloseTradeEnum
View Count: 3837
| [2015-10-02 09:11:27] |
| vbmithr - Posts: 204 |
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The doc says This field is not used by futures
Why? |
| [2015-10-02 09:17:00] |
| vbmithr - Posts: 204 |
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I'm asking because I actually need this field to be set, for futures, in order to bind the OKCoin futures trade API. Whenever I submit an order via their API, I need to specify wether I open or close a position with this order. |
| [2015-10-02 09:28:57] |
| vbmithr - Posts: 204 |
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Moreover, in my experience, this field is not currently set by Sierra Chart 1301 in the case of Forex/Futures.
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| [2015-10-02 20:33:50] |
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We probably are not setting it in any case in Sierra Chart with the DTC Protocol. We will work on that today. Also, no futures exchange to our knowledge anywhere uses the concept of open/close due to the nature of futures markets. But if bitcoin futures use it, that is perfectly fine. Date Time Of Last Edit: 2015-10-02 20:34:11
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| [2015-10-03 08:48:18] |
| vbmithr - Posts: 204 |
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Yeah, since now the field is here, why not set it every time you know if the order is opening or closing a position :)
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| [2015-10-03 08:53:39] |
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We have discovered, that Open/Close was being set with the DTC Service in Sierra Chart, but it was not getting passed through to the binary encoding order structures. We have now fixed this and we will have a new release out today or tomorrow. This was merely a small programming oversight. We had thought it was not getting set because of what you had discovered and because it is relatively new for DTC. It turns out it was something else. |
| [2015-10-04 10:23:43] |
| vbmithr - Posts: 204 |
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Working now, thanks!
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| [2015-12-01 18:40:56] |
| onnb - Posts: 662 |
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following up on this thread, got a few questions related to this that you might shed light on: 1. I understand that the open/close behavior is not consistent across products. Do you have experience or information you can point me to as to where and what might be the differences? Like what is behavior dependent on? Is it dependent on product (forex, futures, options, stocks, options, bitcoin)? Or does it go to the exchange level? 2. As far as I know, the ACSIL api does not have this setting, does SC itself set this setting based on the order type that is used when calling the ACSIL trading api? 2. In the cases where the value is being used, what are possible behaviors? For example, if I have the following: position is open and I place a closing order. I then go flat but do not cancel the order? Will the order get canceled? If price hits it, will it get rejected? Will it get filled? 3. When using SC as a server, does SC "do" anything with this field or is it simply passed along to the data service SC is connected to? |
| [2015-12-01 19:04:19] |
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For us to best answer some of these questions, are you asking about Open/Close for orders from the perspective of a Server or Client? Sierra Chart will set Open/Close for all orders. This is determined by the current Trade Position Quantity and whether it is a buy or sell order. 2. Will the order get canceled? If price hits it, will it get rejected? Will it get filled?
In Sierra Chart Trade Simulation Mode these are the answers: No. No. Yes.3. When using SC as a server, does SC "do" anything with this field or is it simply passed along to the data service SC is connected to?
Sierra Chart only passes it through to the Trading server. It does not do anything with it.
Date Time Of Last Edit: 2015-12-01 19:08:20
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