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Date/Time: Sun, 24 Nov 2024 10:29:36 +0000



CTS fix. serious issues.

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[2013-10-16 14:17:40]
User14266 - Posts: 225
I don't even know where to start with all the problems I'm having. Is it CTS problem? SC? The sequence problem seems to be fixed. But I am getting disconnected constantly and having order issues. When I place a market order, the order shows up on the DOM ladder and just sits there for a while(shows as a market order) and then fills eventually. Many many overfill errors. Disconnected every five minutes. Here are some logs. It has become unsafe and almost impossible to trade.


Trade Order Error: Unable to Flatten or Reverse because a position does not exist for the symbol: ES.CME_20131200_ESZ3.CME_Eq. Working orders for symbol are being canceled. | 2013-10-16 08:58:36
Not connected to the Trading service. Select 'File >> Connect to Data Feed' to connect. You may need to reconnect with 'File >> Disconnect' and 'File >> Connect to Data Feed' | 2013-10-16 09:07:20
Not connected to the Trading service. Select 'File >> Connect to Data Feed' to connect. You may need to reconnect with 'File >> Disconnect' and 'File >> Connect to Data Feed' | 2013-10-16 09:07:21
CTS FIX: Received LastRptRequested in execution report for account: ChrisAP1 | 2013-10-16 09:07:32
CTS FIX: Received LastRptRequested in execution report for account: cpeck | 2013-10-16 09:07:32
CTS FIX: Received all trade data for all accounts. | 2013-10-16 09:07:32
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3656, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3657, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3658, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3659, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3660, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3661, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3662, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3663, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37

-----------------------------------

Trade Order Error: Unable to Flatten or Reverse because a position does not exist for the symbol: ES.CME_20131200_ESZ3.CME_Eq. Working orders for symbol are being canceled. | 2013-10-16 08:58:36
Not connected to the Trading service. Select 'File >> Connect to Data Feed' to connect. You may need to reconnect with 'File >> Disconnect' and 'File >> Connect to Data Feed' | 2013-10-16 09:07:20
Not connected to the Trading service. Select 'File >> Connect to Data Feed' to connect. You may need to reconnect with 'File >> Disconnect' and 'File >> Connect to Data Feed' | 2013-10-16 09:07:21
CTS FIX: Received LastRptRequested in execution report for account: ChrisAP1 | 2013-10-16 09:07:32
CTS FIX: Received LastRptRequested in execution report for account: cpeck | 2013-10-16 09:07:32
CTS FIX: Received all trade data for all accounts. | 2013-10-16 09:07:32
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3656, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3657, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3658, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3659, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3660, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3661, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3662, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37
Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 3663, Overfill Quantity: 1, Symbol ES.CME_20131200_ESZ3.CME_Eq. | 2013-10-16 09:07:37

[2013-10-16 18:11:07]
User14266 - Posts: 225
What is this one? Is this a problem on my end?

Socket closed. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2013-10-16 13:08:46
The SSL socket was shut down successfully. | 2013-10-16 13:08:46
CTS FIX: Socket connection was closed without any logout messages sent or received. | 2013-10-16 13:08:46
Connection to the external service has been lost. | 2013-10-16 13:08:46
Ignored CloseSocket call based on current socket state. | 2013-10-16 13:08:46

[2013-10-16 19:05:02]
Sierra Chart Engineering - Posts: 104368
The overfill messages and also the network connection error are both server issues.
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
[2013-10-17 00:58:37]
Sierra Chart Engineering - Posts: 104368
We do plan to run a CTS T4 order test to see if we can duplicate these messages indicating an overfill.
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
[2013-10-18 01:40:23]
Sierra Chart Engineering - Posts: 104368
We have run the test and entered many market orders on the ES futures market and could not get the overfill messages which indicate we are receiving an additional fill notice for an order.

If this continues to happen, we will have to get your FIX logs and track down the orders and report this to CTS.

When I place a market order, the order shows up on the DOM ladder and just sits there for a while(shows as a market order) and then fills eventually. Many many overfill errors.
This is going to be a server-side issue.

CTS is working on the server disconnect problem. We have heard from them again today about 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
Date Time Of Last Edit: 2013-10-18 01:41:01

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