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Date/Time: Fri, 29 Nov 2024 14:44:07 +0000

How to Post a Message for Support

Post From: DTC - POSITION_UPDATE AveragePrice is zero With Open Position

[2020-07-13 19:17:04]
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User667559 - Posts: 27
This is on live market, AMP + Denali data feed

Sending to Sierra:
{ Type: 305, TradeAccount: 'XXXXXX', RequestID: 124 }

{
Type: 306,
RequestID: 129,
TotalNumberMessages: 1,
MessageNumber: 1,
Symbol: 'MESU20_FUT_CME',
Exchange: '',
PositionIdentifier: '',
TradeAccount: 'XXXXXXX',
Quantity: 1,
AveragePrice: 0,
NoPositions: 0,
Unsolicited: 0,
MarginRequirement: 0,
EntryDateTime: 1594666676,
OpenProfitLoss: 0,
HighPriceDuringPosition: 0,
LowPriceDuringPosition: 0
}


Why is AveragePrice 0??

This should have a value, this works perfectly fine in DEMO, but it completely breaks my system on live.
It should give my average position price. Is this a racing error and should I delay my position request after a fill?
I'm discovering my average price by requesting open positions after I get filled so I don't have to calculate them myself.

Is this a valid approach? It worked fine in demo....
Edit: this also worked fine when I use the Sierra Futures Data provider for practicing with a live server. Just not with actuall money.
Date Time Of Last Edit: 2020-07-13 19:19:07