Support Board
Date/Time: Sat, 23 Nov 2024 07:20:11 +0000
Interface between SC and T4 is seriously broken
View Count: 2034
| [2013-06-17 22:54:29] |
| vsh2m - Posts: 7 |
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There is a bug in your calculation of average position price. As the upper screenshot shows (see SC-T4-partial-fills.jpg), there is a lot of "Partial Fill" records, which are created by FCM's back office and which have zero quantity. I belive, you use them "as is" to calculate SC positions thus performing division by zero. That results in the weird Average Entry Price as the lower screenshot shows. Recall that I have already reported this problem (CTS T4 position shows weird price after Sierra restarted), but you decided to forget it. I understand that you are busy with completion of T4 FIX setup, but please fix this simple bug in the current T4 interface. Besides, after upgrading to SC 987 and 988, things became even worse, as now the member variable s_SCPositionData.AveragePrice can be populated with garbage like negative prices, for example. Still the SC window "Orders and Positions" shows correct prices for both orders and positions. I have another T4 account with another FCM, which has not had such issues so far, maybe because that FCM does not create "Partial Fill" records with zero quantities (see SC-T4-nice-and-clean.jpg). There is one more problem with SC and T4 setup, which appeared after upgrading to SC 987 and 988. Basically, SC does not show positions on the charts any more, although it shows fills and stop orders as the screenshot displays (SC-T4-no-position-on-chart.jpg). This problem is pertinent to both FCMs. I hope this info will help you fix these bugs. Thank you. Date Time Of Last Edit: 2013-06-17 23:02:34
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 SC-T4-partial-fills.jpg / V - Attached On 2013-06-17 22:53:33 UTC - Size: 162.22 KB - 595 views SC-T4-nice-and-clean.jpg / V - Attached On 2013-06-17 22:53:41 UTC - Size: 84.62 KB - 584 views SC-T4-no-position-on-chart.jpg / V - Attached On 2013-06-17 22:53:52 UTC - Size: 112.74 KB - 558 views |
| [2013-06-18 21:45:48] |
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We still need more time to review this.
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 |
| [2013-06-19 03:00:04] |
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Please refer to this section for information about how the Trade Positions Average Price is calculated and used: http://www.sierrachart.com/index.php?l=doc/doc_TradeStatusWindows.html#HowAvgPricePositionsCalcUsed There have been some recent changes with this. We will make sure that the fill quantity is nonzero before logging a fill from the T4 system. The problem obviously has to do with the fill data provided from T4. Inaccurate fill quantities and prices will definitely cause obvious issues. Sierra Chart has more reliance on fill data now than in the past for reporting PL and average prices. Basically, SC does not show positions on the charts any more, although it shows fills and stop orders as the screenshot displays (SC-T4-no-position-on-chart.jpg). This has to do with the Position Average Price which relates to the inaccurate fills. This is explained here:http://www.sierrachart.com/index.php?l=doc/doc_TradeStatusWindows.html#HowAvgPricePositionsCalcUsed 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: 2013-06-19 03:00:47
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| [2013-06-19 03:05:25] |
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We are going to put out a new prerelease in about 10 minutes with the changes. Please update after about 15 minutes from now by selecting Help >> Download Prerelease. All order fills that have a quantity of 0 are filtered and not logged.
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 |
| [2013-06-19 06:04:39] |
| vsh2m - Posts: 7 |
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Well, I installed SC 990 prerelease, cleared activity log, then performed disconnect/connect, but nothing changed. As the screenshot SC990-bad-pos-price.jpg shows, the "Trade Window for Chart" still has garbage in the position price field (the member variable s_SCPositionData.AveragePrice contains same garbage). The window "Orders and Positions" still shows the correct price. The "Trade Activity Log" shows weird fill price and quantity (see SC990-bad-trade-logs.jpg). |
| SC990-bad-pos-price.jpg / V - Attached On 2013-06-19 05:57:09 UTC - Size: 194.84 KB - 574 views SC990-bad-trade-logs.jpg / V - Attached On 2013-06-19 05:57:21 UTC - Size: 214.38 KB - 599 views |
| [2013-06-19 06:19:05] |
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We need to get your Trade Activity Log to look at this. We are seeing something that's not making sense. This is in your Sierra Chart folder. It is called TradeActivityLog.dat. Please send it to support _AT_SierraChart.com.
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 |
| [2013-06-20 17:39:40] |
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Please update by selecting Help >> Download Prerelease. Clear the Trade Activity Log data as you did before and let us know if you still see a problem. The underlying problem here is faulty order fill data from the T4 system. We have added some additional filtering. 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: 2013-06-20 17:40:44
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