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Sierra Direct CME routing accounts

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[2021-12-02 15:21:51] #1 [Go To First Post]
ejtrader - Posts: 688
SC Team - I recently got added to CME direct order routing through 2 brokers. Advantage(direct) - have been using it for couple of weeks all good Dorman/Stage5(recent one) - got added recently Question: Previously with Sierra/TT order routing - I was able to pick the account through drop down to trade. Now It appears like only one account I can select for each instance. Essentially running 2 instances to trade 2 accounts. Could you please confirm if this is by design or I am doing something wrong? What if I have another account direct routing account? Do I have to run 3rd instance (Denali only supports 2 instances). Or is there any other way that I can trade using the single instance? Thanks

[2021-12-03 14:21:31] #2 [Go To First Post]
ejtrader - Posts: 688
SC Team - Do you have an update on this? I am planning to open another account and wondering how to handle these multiple accounts? It would have been nice to be able to select the account to trade from a single instance ( all Teton based ). This was possible in prior SC/TT based trading supported this. Thanks

[2021-12-06 17:31:00] #3 [Go To First Post]
ejtrader - Posts: 688
SC Team - any update on this? On a side note - For one of the accounts at advantage I am receiving the following message in a different instance(IB) trade service log ( though from trading point of view - don't seem to have an impact). This is not an issue for other account(stage5/dorman). Notice - An overfill UpdateOrder call has occurred. Overfill Quantity: x. Total filled quantity: x. Order quantity: x \| Symbol: ESZ21_FUT_CME \| TradeAccount: xxxx \| InternalOrderID: 1465 \| ServiceOrderID: 18504 \| Current Status: Filled \| 2021-12-06 11:26:47.976 * Date Time Of Last Edit: 2021-12-06 18:14:35


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[2021-12-06 22:30:10] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 18669
Now It appears like only one account I can select for each instance. Essentially running 2 instances to trade 2 accounts. Could you please confirm if this is by design or I am doing something wrong? Related to this, with the new Teton order routing service, you can only access accounts in a single instance of Sierra Chart that belong to the same clearing firm. In the background this is the same iLink. Each clearing firm uses a different iLink. Regarding post #3, that is very unexpected. We are looking into 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-06 22:36:46] #5 [Go To First Post]
Sierra_Chart Engineering - Posts: 18669
On a side note - For one of the accounts at advantage I am receiving the following message in a different instance(IB) trade service log ( though from trading point of view - don't seem to have an impact) So this is a separate instance of Sierra Chart connected to Interactive Brokers. Why would it be getting fills from another instance of Sierra Chart? Is it connected to another instance of Sierra Chart? 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-07 04:32:00] #6 [Go To First Post]
ejtrader - Posts: 688
So this is a separate instance of Sierra Chart connected to Interactive Brokers. Why would it be getting fills from another instance of Sierra Chart? Is it connected to another instance of Sierra Chart? I have sierra exchange feed(equities) & Denali exchange feed(futures). When I had TT order routing - this was my setup: Instance 1 (All data services) Instance 2 (both TT order routing accounts were using this instance) Instance 3 - Receive equities data from Instance 1. With the direct routing I had to change the setup like this: Instance 1 - Advantage(Denali) with support for Sierra exchange enabled (no overfill messages) Instance 2 - Stage5/Dorman(Denali) with Support for sierra exchange enabled (no overfill messages) Instance 3 (IB) - As I can't run third instance with equities - sharing the data from instance 1 (just for equities). This is where I am receiving the overfill messages (for advantage) Thanks Date Time Of Last Edit: 2021-12-07 04:36:44

[2021-12-08 00:12:02] #7 [Go To First Post]
Sierra_Chart Engineering - Posts: 18669
We will implement a solution for 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-12-26 16:58:18] #8 [Go To First Post]
ejtrader - Posts: 688
SC Team - Some clarification on this: - With upcoming NASDAQ feed support through Sierra how the following 3 instances would need to be setup (considering Denali limitation of 2 instances). Is NASDAQ feed is going to be restricted to any number of instances on the same system? - Instance 1 - Futures (Denali - Teton - Advantage) - Instance 2 - Futures (Denali - Teton - Dorman) - Instance 3 - Equities --- Is this instance going to be supported on it's own for NASDAQ feed or need to get the feed from one of the above 2 instances? Thanks

[2021-12-26 18:42:40] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Instance 3 would get its data direct from Sierra Chart servers providing the NASDAQ data feed. 2 to 3 connections are allowed per computer system. For exchanges, that originate from different data centers, which the NASDAQ would, they use their own independent connections. Data we offer out of Chicago, Frankfurt and New York are all independent from each other. And Sierra Chart makes independent connections for these. Not one common connection in one particular location. So Sierra Chart is able to pull data independently from Chicago, Frankfurt to New York. Which means you could access data from each of these exchanges on three different systems per Sierra Chart account and pay only one set of exchange fees. 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: 2021-12-26 18:46:04

[2022-01-04 17:49:25] #10 [Go To First Post]
ejtrader - Posts: 688
SC Team - I am trying to use sub-instance and noticing these messages whenever any study is used(these messages are in subinstance log and main instance doesn't have these messages). Could you please clarify what I should do to get rid of these messages? I tried to use refresh trade data from service and it didn't help. These messages populate every second in the subinstance log. Thanks Date Time Of Last Edit: 2022-01-04 17:52:44


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[2022-01-04 18:13:32] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Show us the messages you are referring to again. And let us know the version you are seeing them with. We did address the issue in post #3. 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

[2022-01-04 19:33:40] #12 [Go To First Post]
ejtrader - Posts: 688
Attached are the messages from subinstance. Version - 2341 Edit - Potentially - any study with the following seems to introduce this issue - sc.MaintainTradeStatisticsAndTradesData = true; Thanks Date Time Of Last Edit: 2022-01-05 14:09:52


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[2022-01-05 14:11:24] #13 [Go To First Post]
ejtrader - Posts: 688
SC Team - further tests showed it's more related to sc.UsesMarketDepthData = 1 If I disable this setting on the study don't receive those messages in the log when this study is inserted on the chart. Could you please review? Please note that the issue is only with subinstance log. Thanks Date Time Of Last Edit: 2022-01-05 14:11:43

[2022-01-05 14:13:55] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Disable this setting in a sub instance: https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#SubscribeMarketByOrderDataWhenMarketDepthSubscribe 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: 2022-01-05 14:14:07

[2022-01-05 14:43:41] #15 [Go To First Post]
ejtrader - Posts: 688
SC Team - solution from post# 14 worked for me. But this might be a workaround rather than a solution as this prevents the MBO data getting into subinstance. Any better solution which also allows MBO data to subinstances? Thanks

[2022-01-05 14:53:22] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will look at the underlying issue as soon as we can. 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

[2022-02-08 00:52:13] #17 [Go To First Post]
ejtrader - Posts: 688
SC team - Just thought of reminding this issue with subinstances - MBO data. Not urgent though. Probably turning off the trace might fix the issue. Thanks Trace \| + MarketOrdersRemove price not found \| Price=448450, OrderID=649418314707, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:47:38.584 Trace \| + MarketOrdersRemove price not found \| Price=448575, OrderID=649418314686, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:47:38.584 Trace \| + MarketOrdersRemove price not found \| Price=448200, OrderID=649418314170, Side=1. Symbol: ESH22_FUT_CME \| 2022-02-07 18:47:38.584 Trace \| + MarketOrdersRemove price not found \| Price=448150, OrderID=649418315425, Side=1. Symbol: ESH22_FUT_CME \| 2022-02-07 18:47:38.584 Trace \| + MarketOrdersRemove price not found \| Price=447900, OrderID=649418306490, Side=1. Symbol: ESH22_FUT_CME \| 2022-02-07 18:47:38.584 Trace \| + MarketOrdersRemove price not found \| Price=448775, OrderID=649418309314, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:47:38.584 Trace \| + MarketOrdersRemove price not found \| Price=448475, OrderID=649418294951, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:47:41.837 Trace \| + MarketOrdersRemove price not found \| Price=448650, OrderID=649418313051, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:47:50.500 Trace \| + MarketOrdersRemove price not found \| Price=449150, OrderID=649418309090, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:40.489 Trace \| + MarketOrdersRemove price not found \| Price=448500, OrderID=649418260256, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:41.517 Trace \| + MarketOrdersRemove price not found \| Price=448650, OrderID=649418294423, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:41.517 Trace \| + MarketOrdersRemove price not found \| Price=448525, OrderID=649418293074, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:41.517 Trace \| + MarketOrdersRemove price not found \| Price=449175, OrderID=649418293386, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:41.517 Trace \| + MarketOrdersRemove price not found \| Price=448825, OrderID=649418309080, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:41.517 Trace \| + MarketOrdersRemove price not found \| Price=449525, OrderID=649418292950, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:41.694 Trace \| + MarketOrdersRemove price not found \| Price=447850, OrderID=649418305157, Side=1. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:41.694 Trace \| + MarketOrdersRemove price not found \| Price=448950, OrderID=649418293239, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:46.188 Trace \| + MarketOrdersRemove price not found \| Price=448600, OrderID=649418314626, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:48:56.282 Trace \| + MarketOrdersRemove price not found \| Price=449550, OrderID=649418292877, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:03.266 Trace \| + MarketOrdersRemove price not found \| Price=448675, OrderID=649418295575, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:03.266 Trace \| + MarketOrdersRemove price not found \| Price=448575, OrderID=649418312298, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:05.859 Trace \| + MarketOrdersRemove price not found \| Price=449575, OrderID=649418291830, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:05.859 Trace \| + MarketOrdersRemove price not found \| Price=448600, OrderID=649418291441, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:08.091 Trace \| + MarketOrdersRemove price not found \| Price=448600, OrderID=649418299872, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:08.091 Trace \| + MarketOrdersRemove price not found \| Price=448600, OrderID=649418302892, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:08.091 Trace \| + MarketOrdersRemove price not found \| Price=448050, OrderID=649418306468, Side=1. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:08.091 Trace \| + MarketOrdersRemove price not found \| Price=448625, OrderID=649418291350, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:08.091 Trace \| + MarketOrdersRemove price not found \| Price=449275, OrderID=649418292053, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:08.091 Trace \| + MarketOrdersRemove price not found \| Price=447850, OrderID=649418296053, Side=1. Symbol: ESH22_FUT_CME \| 2022-02-07 18:49:22.029

[2022-02-08 04:14:10] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You will not get this message in newer versions. We do not know when we will get to this. It could be months from now. Analyzing issues like this is very very time-consuming and complex. 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: 2022-02-08 04:14:33

[2022-02-08 04:32:12] #19 [Go To First Post]
ejtrader - Posts: 688
You will not get this message in newer versions. if the messages are not popped up - it's good enough. But latest version 2353 as well has these messages as of now. Thanks Opened cached Intraday file: C:\SierraChart_Data\SierraChartInstance_2\Data\ESH22_FUT_CME.scid. Thread ID: 33572 \| 2022-02-07 22:35:38.828 Trace \| + MarketOrdersRemove price not found \| Price=447975, OrderID=649418508128, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 22:35:39.971 Trace \| + MarketOrdersRemove price not found \| Price=447875, OrderID=649418508742, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 22:35:43.335 Trace \| + MarketOrdersRemove price not found \| Price=447975, OrderID=649418482810, Side=2. Symbol: ESH22_FUT_CME \| 2022-02-07 22:35:54.803 Trace \| + MarketOrdersRemove price not found \| Price=447725, OrderID=649418502249, Side=1. Symbol: ESH22_FUT_CME \| 2022-02-07 22:36:00.228 Trace \| + MarketOrdersRemove price not found \| Price=447725, OrderID=649418508341, Side=1. Symbol: ESH22_FUT_CME \| 2022-02-07 22:36:21.480 Date Time Of Last Edit: 2022-02-08 04:37:05

[2022-02-08 04:45:44] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Ok we will check on 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

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