Support Board
Date/Time: Fri, 21 Feb 2025 18:11:40 +0000
Post From: [Show Order Fills] Incorrect Fill and Running Quantity Displayed on Chart
| [2021-01-14 17:37:07] |
| SavantTrader - Posts: 110 |
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Again, I'm having this problem with fills on the chart being incorrect. This time, I have messages in the log about the issue, as the remote system apparently attempts to correct the discrepancy. This seems to be preventing other opening trades from filling (even though they're triggering), because SC thinks the maximum open quantity has been reached. However, let's ignore that repercussion and focus only on the root issue (sync), since solving it will likely resolve its side-effects. The [Trade Activity Log] is showing a continuous stream of messages such as: o Updating last modified price and quantity to current values due to an external modification or other reason o Updated Internal Position Quantity to -2. Previous: -4 o Removing position with quantity of 0 The [Trade Service Log] is showing (may or may not be related): o TradeActivity files query time: 0.014208 seconds. Entries: 0. Current queries: 1 | 2021-01-14 09:25:35.419 o TradeActivity files query time: 0.013960 seconds. Entries: 0. Current queries: 1 | 2021-01-14 09:25:35.901 o Order modification failed | SC Futures Order Routing/Data order update (Order cancel/replace reject). Info: Order modification failed (InternalOrderID) | Order is not in a working state. Order cannot be modified. Text: Attached order. Parent: 17683. Internal Order ID: 17685. Service Order ID: 4674632. Symbol: MESH21_FUT_CME. Account: ******** | 2021-01-14 11:34:52.603 * This problem is timing-specific (thus tricky to reproduce randomly): o All my opening trades consist of a market order with 3 target profit stops and 1 stop-loss. o SC executes the opening trade as 3 separate trades, milliseconds apart; one order group for each target and stop-loss. o Even though all 3 groups fill, SC syncs the 1st order but not the others that came milliseconds later. o The number of open orders is reported incorrectly internally, until some type of "sync" event takes place. I believe the above analysis is a correct and accurate deduction of the underlying sequences leading up to this issue. Date Time Of Last Edit: 2021-01-14 19:33:55
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