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Date/Time: Sat, 11 Jan 2025 04:53:58 +0000



Trading Functionality in SC

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[2016-02-05 16:52:53]
User344478 - Posts: 148
Hi

I have traded GCJ6 today, live at 8:30 AM. There is a contradiction in Trade Activity Log (TAL) and Trade Service Log(TSL). TSL says: Apparent failed order modification for Internal Order ID:19175, but for the same order ID in TAL at the same time 08:30:06 it says : auto trial order modification. Rithmic Trading order update (order update). If order not modified please explain why. TSL says that failure happens but why?

TSL says : The order management system(OMS) rejected request. OMS used for automated trading, but I do not use it.

Sincerely
[2016-02-05 18:19:35]
Sierra Chart Engineering - Posts: 104368
First for us to really understand what is going on, we must see complete information. Not fragments.

We would have to see the complete Trade Service Log around that time and the complete Trade Activity Log around that time. Although we only rely upon the Trade Activity Log.


TSL says : The order management system(OMS) rejected request. OMS used for automated trading, but I do not use it.
This indicates some trading action was rejected by the trading service. We recommend contacting your broker about this.

Here are instructions to provide the order lines for the order from the Trade Activity Log:
https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport
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: 2016-02-05 18:21:14
[2016-02-08 02:00:04]
User344478 - Posts: 148
Hi,
I would like to follow instructions, But in EDIT there is no COPY SELECTION. I can copy only:
CHART IMAGE
CHART.bmp
CHART VALUES
Sincerely
[2016-02-08 02:12:59]
Sierra Chart Engineering - Posts: 104368
The instructions are referring to the Edit menu on the Trade >> Trade Activity Log window itself.
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
[2016-02-08 02:52:42]
User344478 - Posts: 148
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID
Order  2016-02-05 08:30:06.004  GCJ6-COMEX  Rithmic Trading order update (Order update)  19075  19793494  Triggered Trail Stop  1  Sell  1154.7    Filled  1159.6  1  104278  
      
In Trade Service Log:
Resetting last order modification Price and Quantity due to an apparent failed order modification. internal Order Id:19075|2016-02-05 08:30:06.
Rithmic Trading|Failure with order with Service Order ID:19793494. The order management system rejected request | 2016-02-05 08:30:06*
Order modification Error: Rithmic trading order update(Order cancel/replace reject). Info: the order management system rejected request. internal Order ID: 19075. Service Order ID: 19793494|2016-02-05 08:30:06*

Sincerely
[2016-02-08 20:10:28]
Sierra Chart Engineering - Posts: 104368
What has happened with order with internal order ID 19075 is that apparently Sierra Chart tried to modify the order at the same time when it filled but before it got notification of the fill. So the order modification was rejected by the Rithmic system.

It is not totally clear to us because you did not provide all of the order lines in the Trade Activity Log for the order, but it is fairly clear at this point what has happened.

This is not unusual to occur . It is just something to be aware of.
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: 2016-02-08 20:10:54
[2016-02-09 12:36:44]
User344478 - Posts: 148
ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID
Order  2016-02-05 08:08:54.000    Connected to server                Unspecified      None        
Order  2016-02-05 08:08:59.000    Requesting Open orders from trading service                Unspecified      None        
Order  2016-02-05 08:27:21.000    Trade Simulation Mode has been disabled                Unspecified      None        
Order  2016-02-05 08:29:58.000  GCJ6-COMEX  GCJ6-COMEX #6 | User order entry | Last: 1159.3. Attached Order  19075    Triggered Trail Stop  1  Sell  1157.2    Order Sent      104278        
Order  2016-02-05 08:29:58.001  GCJ6-COMEX  Rithmic Trading order update (New)  19075  19793494  Triggered Trail Stop  1  Sell  1157.2    Pending Open      104278        
Order  2016-02-05 08:29:58.002  GCJ6-COMEX  Rithmic Trading order update (Order update)  19075  19793494  Triggered Trail Stop  1  Sell  1157.2    Open      104278        
Order  2016-02-05 08:29:59.000  GCJ6-COMEX  GCJ6-COMEX #6 | User order entry | Last: 1159. Attached Order  19077    Triggered Trail Stop  1  Buy  1161.1    Order Sent      104278        
Order  2016-02-05 08:29:59.001  GCJ6-COMEX  Rithmic Trading order update (New)  19077  19793495  Triggered Trail Stop  1  Buy  1161.1    Pending Open      104278        
Order  2016-02-05 08:29:59.002  GCJ6-COMEX  Rithmic Trading order update (Order update)  19077  19793495  Triggered Trail Stop  1  Buy  1161.1    Open      104278        
Order  2016-02-05 08:30:05.000  GCJ6-COMEX  Auto trail order modification. Trigger price: 1158.300017. Requested Price: 1158.6. Requested Quantity: 1  19077  19793495  Triggered Trail Stop  1  Buy  1161.1    Pending Modify      104278        
Order  2016-02-05 08:30:05.001  GCJ6-COMEX  Rithmic Trading order update (Order update)  19077  19793495  Triggered Trail Stop  1  Buy  1158.6    Open      104278        
Fill  2016-02-05 08:30:05.002  GCJ6-COMEX  Rithmic Trading order update (Filled)  19077  19793495  Triggered Trail Stop  1  Buy  1163.6    Open  1160.3  1  104278  Open    1  76224:M:1828872TN0033452
Order  2016-02-05 08:30:05.003  GCJ6-COMEX  Rithmic Trading order update (Order update)  19077  19793495  Triggered Trail Stop  1  Buy  1163.6    Filled  1160.3  1  104278      1  
Order  2016-02-05 08:30:05.004  GCJ6-COMEX  Auto trail order modification. Trigger price: 1160.000017. Requested Price: 1159.7. Requested Quantity: 1  19075  19793494  Triggered Trail Stop  1  Sell  1157.2    Pending Modify      104278      1  
Order  2016-02-05 08:30:06.000  GCJ6-COMEX  Rithmic Trading order update (Order update)  19075  19793494  Triggered Trail Stop  1  Sell  1159.7    Open      104278      1  
Order  2016-02-05 08:30:06.001  GCJ6-COMEX  Auto trail order modification. Trigger price: 1160.800017. Requested Price: 1160.5. Requested Quantity: 1  19075  19793494  Triggered Trail Stop  1  Sell  1159.7    Pending Modify      104278      1  
Order  2016-02-05 08:30:06.002  GCJ6-COMEX  Rithmic Trading order update (Order update)  19075  19793494  Triggered Trail Stop  1  Sell  1154.7    Open      104278      1  
Fill  2016-02-05 08:30:06.003  GCJ6-COMEX  Rithmic Trading order update (Filled)  19075  19793494  Triggered Trail Stop  1  Sell  1154.7    Open  1159.6  1  104278  Close      76224:M:1829161TN0033495
Order  2016-02-05 08:30:06.004  GCJ6-COMEX  Rithmic Trading order update (Order update)  19075  19793494  Triggered Trail Stop  1  Sell  1154.7    Filled  1159.6  1  104278        
Order  2016-02-05 08:30:14.000  GCJ6-COMEX  Removing Position with quantity of 0                Unspecified      104278        
Order  2016-02-05 10:08:16.000    Trade Simulation Mode has been enabled                Unspecified      None        
Order  2016-02-05 11:54:13.000    Disconnected from server                Unspecified      None

Now I hope I've provided all of the order lines in the TAL.

Why I cant see OCO in the TAL, as I can see Attached Orders.
[2016-02-09 12:56:37]
User344478 - Posts: 148
The rule is:RT always reject order modification if it goes simultaneous with order fill?
[2016-02-09 18:36:15]
User344478 - Posts: 148
Your message says: so the order modification was rejected by the Rithmic system, but
I can see at TAL three times after phrase Auto trial order modification :
Rithmic Trading order update. Where is the true order modification rejects or updates, please explain.

Sincerely
[2016-02-09 20:10:20]
Sierra Chart Engineering - Posts: 104368
The Trade Activity Log provided does not indicate any order rejections for those particular orders.



Why I cant see OCO in the TAL, as I can see Attached Orders.
Not totally clear what you are asking.

The rule is:RT always reject order modification if it goes simultaneous with order fill?
Yes this is true.
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
[2016-10-08 23:17:10]
User344478 - Posts: 148
How I can change a speed of the move of the TRIAL STOP when it follows the current market price?
[2016-10-09 04:48:41]
Sierra Chart Engineering - Posts: 104368
Adjust the Chart Update Interval in the chart the orders originated from:
Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu)
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: 2016-10-09 04:50:31
[2016-10-11 13:51:47]
User344478 - Posts: 148
How I can change Trigger Trial Stop, in which after trigger price has been reached, but before parent order fills the stop order will trial the current market price in the distance prescribed in advance of him, that is in both market directions, and after parent order fills chase current market price, that is in only one market direction?
[2016-10-14 01:11:04]
User344478 - Posts: 148
How I can change Trigger Trial Stop, in which after trigger price has been reached, but before parent order fills the stop order will trial the current market price in the distance prescribed in advance of him, that is in both market directions, and after parent order fills chase current market price, that is in only one market direction?
[2016-10-27 02:09:28]
User344478 - Posts: 148
How I can manually and simultaneously move Buy Stop and Sell Stop up and down?

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