Support Board
Date/Time: Fri, 29 Nov 2024 09:41:35 +0000
Disable downloading Historical Order Fills on Connect from External Server
View Count: 341
| [2023-02-25 17:55:50] |
| rahul - Posts: 167 |
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Hi, I am using Sierra Chart with CME Teton Order Routing + Denali data feed. I noticed today that my position data did not update in time, which caused issues with my code. It seems like I could rectify this by enabling "Use Order Fill Calculated Position" instead. How do I disable order fills from being downloaded by Dorman / Teton? There is no such setting anymore "Global Settings >> Data/Trade Service Settings >> Trade Settings >>Download Historical Order Fills on Connect" Thank you. |
| [2023-02-25 19:34:43] |
| Sierra_Chart Engineering - Posts: 17226 |
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Why did the position data not update in real time? There should not be any issue with this. Check Global Settings >>Sierra Chart Server Settings >>Maximum Historical Order Fills Days to Download. 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 Date Time Of Last Edit: 2023-02-25 19:35:00
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| [2023-02-25 19:41:05] |
| rahul - Posts: 167 |
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I don't understand why. It seems like the s_SCPositionData structure, where I retrieve the Open Quantity, Last Trade Profit Loss etc was not updated instantly (like it does in simulated trading). So when I run the backtest for the same day, it works fine with my study...but in Live Trading it gave me issues, which I believe is because of what I mentioned above. Currently I have Max Historical Order Fill Days to Download = 124. Should I set this to 0? I plan on using the "Use Order Fill Calculated Position" feature. |
| [2023-02-26 10:31:40] |
| Sierra_Chart Engineering - Posts: 17226 |
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This is the exact variable you are referring to: s_SCPositionData.PositionQuantity Refer to: Automated Trading Management: Differences Between Live Automated Trading and Simulated Automated Trading If you want to not download historical order fills then yes: Currently I have Max Historical Order Fill Days to Download = 124. Should I set this to 0?
However, at least one day might be downloaded anyway. 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 Date Time Of Last Edit: 2023-02-26 10:33:50
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| [2023-02-26 12:57:09] |
| rahul - Posts: 167 |
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Yes, I am referring to: s_SCPositionData.PositionQuantity Is there any other setting I should consider turning ON/OFF when using "Use Order Fill Calculated Position". I assume by using this feature, Sierra Chart will use its inbuilt trade stats instead (just like simulated trading). Since I am using Market Orders mostly, I want to be sure the data received from the trading service doesn't override SC Stats. |
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