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OCO changes its quantities instantly after executing entry order.

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[2014-04-21 14:19:43] #1 [Go To First Post]
User63232 - Posts: 9
This is extremely frustrating. I have continually had this issue, even after updating to the latest software. Last Wednesday, I had a buy stop entry order with OCO attached for 10 contracts. The market moved quickly, executed my entry of 10 contracts but then only partially filled my stop loss MARKET order for an exit. Between the microseconds of execution for entry and exit, the software revised my OCO to only represent 8 contracts. I am unaware as to why this is occurring. Here is a log of the activity: http://screencast.com/t/7wuFrp6RLWd Here is a snapshot of the chart and execution: http://screencast.com/t/OOT7VJNdge The other issue is that the platform did not properly show the correct P/L, or the remaining active long 2 contracts. Please contact me, this issue is costing me time and money. TheMetaGame

[2014-04-21 16:09:48] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is going to be caused by the CTS T4 system. Disable Global Settings >> Data/Trade Service Settings >> Use Server-Side OCO. This will resolve the problem. 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

[2014-04-21 16:21:20] #3 [Go To First Post]
User63232 - Posts: 9
Thank you, Does this mean that the whole OCO will be hosted and managed from my computer? Will any of the OCO orders be on the server-side?

[2014-04-21 16:35:13] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
For help with profit/loss values refer to help topic: https://www.sierrachart.com/index.php?l=doc/helpdetails77.html 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

[2014-04-21 16:39:37] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Does this mean that the whole OCO will be hosted and managed from my computer? The OCO functionality is performed locally on the client-side. Will any of the OCO orders be on the server-side? The orders will be transmitted to the server when the parent order fills, but the OCO functionality is performed locally on the client-side. 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

[2014-04-30 12:53:52] #6 [Go To First Post]
User63232 - Posts: 9
I have reinstalled my platform. My OCO also partially fills my market order stop losses, while simultaneously canceling the whole OCO. Also, today the platform completely crashed upon partially executing an entry into the market. The OCO had attached orders to it to bring the position to auto break even as well. This did not work, even though price moved beyond my trigger offset of 5 ticks. So, the original stop loss order/ market order was hit and only partially filled me, canceled the OCO and left me naked in the market. This is using the CTS T4 FIX and simulation server. I am not using Server-Side OCO. I would really like to understand what is happening as these issues have persisted for months now. Here is a snapshot video showing my settings: http://screencast.com/t/1YltDl2wL7L Please advise, Dion

[2014-04-30 15:17:59] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Also, today the platform completely crashed upon partially executing an entry into the market. We have had other reports of this. We are looking into this 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

[2014-04-30 17:35:56] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
My OCO also partially fills my market order stop losses, while simultaneously canceling the whole OCO. Also, today the platform completely crashed upon partially executing an entry into the market. The OCO had attached orders to it to bring the position to auto break even as well. This did not work, even though price moved beyond my trigger offset of 5 ticks. So, the original stop loss order/ market order was hit and only partially filled me, canceled the OCO and left me naked in the market. This is confusing to us and we do not fully understand it. We do not need all of these details because we will not take the time to understand them unless there is a very good reason. And the way that we would analyze a particular order related issue is through the Trade Activity Log . We have discovered the source of the abnormal shutdown problem when using Attached Orders and and we will be releasing a new release in about 15 minutes. It is going to be version 1130. Another problem that we found which relates to this abnormal shutdown, is that the quantities of the Attached Orders will not be set to the same quantity as the parent when there are partial fills of the parent order in quick succession. Maybe this is causing the other problem you are describing which we are not fully understanding. As long as you are not using server-side OCO, Attached Orders will function properly. You make mention of issues persisting for months, those prior issues were with the CTS handling of OCO orders which you are no longer using because you are not using server-side OCO. 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: 2014-04-30 18:47:05

[2014-04-30 18:47:35] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Version 1130 has now been released. Update with Help >> Download Current Version. 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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