Support Board
Date/Time: Wed, 27 Nov 2024 20:50:06 +0000
Phantom order in Sim acct
View Count: 324
| [2023-07-10 14:32:46] |
| Brookwood - Posts: 26 |
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I awoke this morning (Monday 7/10) to find that a Limit Chase order had been placed in my Sim account at the close of the RTH GC day on Friday (TransDateTime): 13:59:59.75. The DateTime shows as 7/9 at 22:15:56. It does not show up in the Trade Orders window and I only started experimenting with Limit Chase orders over the weekend on replay charts and would not have manually placed in at exactly that time. I've had similar problems in the past but chalked it up to user error, which it still may be, although I am in the habit of cancelling all orders manually, and any orders are set to close automatically at 4PM. Furthermore, the Trade Activity Log shows only that order for GC this month although I have Sim-traded it throughout. Any thoughts on what may be happening? Date Time Of Last Edit: 2023-07-10 14:47:25
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| [2023-07-10 16:15:52] |
| Sierra_Chart Engineering - Posts: 17198 |
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So you have Trade >> Trade Simulation Mode On enabled? This is a simulated order? From what you say that order is no longer working. Check the origin of the order: Trade Activity Log Analysis: Determining the Origin of a New/Modified Order 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 |
| [2023-07-10 17:22:07] |
| Brookwood - Posts: 26 |
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Trade Sim Mode = On. It is a simulated order. In the Open/Close column the status is "Open" and there is a fill-line on my chart. Something that I can't parse from the data: In the TransDateTime column, the fill seems to have come before the order so I don't really understand what's going on. Orders: 2023-07-09 22:15:56.906277 2023-07-09 22:15:56.906277 [Sim]GCQ23-COMEX Trade simulation fill: 1930.6 Fills : 2023-07-09 22:15:56.906278 2023-07-07 13:29:59.753001 [Sim]GCQ23-COMEX Trade simulation fill: 1930.6 Also something I don't understand: Further down the log it says for the order and the fill that the "Price" for both was 1978.7 but the "Fill Price" was 1930.6. As of this writing, the instrument is trading at 1931.6 and the fill line is showing a twenty tick profit (20t x 2 lots). I can attach the saved log if you find it relevant. |
| [2023-07-10 17:51:20] |
| Sierra_Chart Engineering - Posts: 17198 |
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The transaction time would be based upon the fill time which comes from the chart: Something that I can't parse from the data: In the TransDateTime column, the fill seems to have come before the order so I don't really understand what's going on. In this case it can be earlier than the order submission time if the data in the chart it filled from is earlier. This just means that it filled at a different price which can certainly be the case based upon the order type: Further down the log it says for the order and the fill that the "Price" for both was 1978.7 but the "Fill Price" was 1930.6. We really cannot tell, what exactly happened. There are many details we are aware of and the log does not have all of this information. 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: 2023-07-10 17:51:30
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| [2023-07-10 19:18:30] |
| Brookwood - Posts: 26 |
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The order type is set to chase a maximum of 5 ticks but the difference here is 480 ticks but again maybe there is something about it I don't understand. I have the general sense from this and my experiences in the past that there is something a bit wonky about orders in replay mode where for whatever reason they linger in the system. It's fine for a Sim order on replay to have a gremlin or two-- I just don't want to get a weird phantom fill 40 points away on a real order someday. |
| [2023-07-11 07:33:42] |
| Sierra_Chart Engineering - Posts: 17198 |
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No that cannot happen: I just don't want to get a weird phantom fill 40 points away on a real order someday.
One thing to understand about orders during replay is that they are not going to cancel when the replay is done and can fill, using the current data. They are going to be filled against the data that is replaying, and can fill after the replay is done. And if a simulated order remains, when you exit from Sierra Chart and you start Sierra Chart again, it will fill based upon current received data. 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: 2023-07-11 07:34:03
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| [2023-07-11 18:03:49] |
| Brookwood - Posts: 26 |
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OK, I can get my head around that. Thanks.
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