Support Board
Date/Time: Sat, 11 Jan 2025 04:53:58 +0000
Trading Functionality in SC
View Count: 1328
[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. 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
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[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
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[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?
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[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. 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?
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[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
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[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?
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[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?
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[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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