Support Board
Date/Time: Tue, 26 Nov 2024 06:45:24 +0000
Wrong "Move to breakeven" when connection is lost
View Count: 1207
| [2014-04-11 13:55:04] |
| User18601 - Posts: 31 |
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When connection is lost and then it is recovered, the "Move to Breakeven for Stop" is triggered even if the condition is not met. In this case the trigger should be CL-201405-CME <= 103.10 and that level was not met. This is not the first time that this happens (it ocurred at least 5 time before) and it always happens when the connection is lost and then recovered. I leave the traces in the Trade Activity Log regarding this today. I have removed that Account #. ActivityType DateTime Symbol Quantity FillPrice OrderActionSource InternalOrderID ServiceOrderID OrderType BuySell Price Price2 OrderStatus FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-04-11 14:51:32.000 CL-201405-CME 1 103.51 TT order update (Fill). Info: Fill. Exchange ID: 26DGA 29824 025JSG764 Limit Sell 103.51 Filled 1 Open Order 2014-04-11 14:51:33.000 CL-201405-CME 1 Auto-sent child from parent fill 29825 Limit Buy 102.73 Order Sent Close 29824 -1 Order 2014-04-11 14:51:33.001 CL-201405-CME 1 Auto-sent child from parent fill 29826 Stop Limit Buy 103.91 104.61 Order Sent Close 29824 -1 Order 2014-04-11 14:51:33.002 CL-201405-CME 1 TT order update (New). Exchange ID: 26DI9 29825 025JSG796 Limit Buy 102.73 Open Close 29824 -1 Order 2014-04-11 14:51:33.003 CL-201405-CME 1 TT order update (New). Exchange ID: 26DIA 29826 025JSG797 Stop Limit Buy 103.91 104.61 Open Close 29824 -1 Order 2014-04-11 14:59:56.006 CL-201405-CME 1 TT order update (Cancel). Exchange ID: 26DG9 29821 025JSG763 Limit Buy 102.89 Canceled Open -1 Order 2014-04-11 15:32:10.000 Connected to server Unspecified Unset Order 2014-04-11 15:32:10.001 CL-201405-CME 1 Auto trail order modification (Move to breakeven). Trigger price: 5170.000000 29826 025JSG797 Stop Limit Buy 103.91 104.61 Pending Modify 53216I6240 Close 29824 -1 Order 2014-04-11 15:32:10.002 CL-201405-CME 1 TT order update (Replace). Exchange ID: 26DOY 29826 025JSG797 Stop Limit Buy 103.50 104.20 Open Close 29824 -1 Order 2014-04-11 15:35:32.000 CL-201405-CME 1 CL-201405-CME 15 Min #6 | User order modification 29826 025JSG797 Stop Limit Buy 103.50 104.20 Pending Modify Close 29824 -1 Order 2014-04-11 15:35:32.001 CL-201405-CME 1 TT order update (Replace). Exchange ID: 26DSD 29826 025JSG797 Stop Limit Buy 103.93 104.63 Open Close 29824 -1 Order 2014-04-11 15:39:34.000 CL-201405-CME 1 CL-201405-CME 15 Min #6 | User order modification 29826 025JSG797 Stop Limit Buy 103.93 104.63 Pending Modify Close 29824 -1 Order 2014-04-11 15:39:34.001 CL-201405-CME 1 TT order update (Replace). Exchange ID: 26DWK 29826 025JSG797 Stop Limit Buy 103.92 104.62 Open Close 29824 -1 ActivityType DateTime Symbol Quantity FillPrice OrderActionSource InternalOrderID ServiceOrderID OrderType BuySell Price Price2 OrderStatus FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-04-11 15:48:44.000 CL-201405-CME 1 CL-201405-CME 15 Min #6 | User order modification 29826 025JSG797 Stop Limit Buy 103.92 104.62 Pending Modify Close 29824 -1 Order 2014-04-11 15:48:44.001 CL-201405-CME 1 TT order update (Replace). Exchange ID: 26E0N 29826 025JSG797 Stop Limit Buy 103.91 104.61 Open Close 29824 -1 |
| [2014-04-11 16:34:38] |
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We will test this. The trigger price is wrong: Auto trail order modification (Move to breakeven). Trigger price: 5170.000000
We will see if we can duplicate 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 |
| [2014-04-11 16:51:46] |
| User18601 - Posts: 31 |
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Yes, the Trigger price is always wrong when this happens. I will check if I can find this in previous failures and post them accordingly. Take into account that this only happens when the connection is recovered after it was lost (sometimes the connection is lost for just a few seconds).
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| [2014-04-11 17:01:08] |
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We see why this occurs. Thank you for pointing it out. It has to do with the initial bid ask data that is received. This will be resolved in the next release coming out today.
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 |
| [2014-04-11 17:10:37] |
| User18601 - Posts: 31 |
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Other examples (as you can see below this happens with different symbols): 2014-03-31 16:51:25.000 ES-201406-CME 2 Auto trail order modification (Move to breakeven). Trigger price: 93250.000000 27877 024291722 Stop Limit Buy 1871.50 1877.00 Pending Modify Close 27875 -2 2014-03-28 14:58:23.000 6J-201406-CME 2 Auto trail order modification (Move to breakeven). Trigger price: 4870.000000 27680 023PFJ262 Stop Limit Buy 0.9764 0.9819 Pending Modify Close 27678 -2 2014-03-12 18:21:06.000 ZB-201406-CME 2 Auto trail order modification (Move to breakeven). Trigger price: 66.125000 25267 022GDH483 Stop Limit Buy 132 14/32 132 29/32 Pending Modify Close 25265 -2 |
| [2014-04-11 17:12:14] |
| User18601 - Posts: 31 |
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OK, perfect. Thank you for your quick reaction.
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