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Date/Time: Mon, 24 Feb 2025 03:06:15 +0000



Post From: From TT: We are currently investigating order routing issues for CME

[2021-02-16 09:21:43]
Sierra Chart Engineering - Posts: 104368
.. you’re telling me any trades I make can be voided at any time retroactively and that phantom trades can be placed on my behalf without my knowledge...
What actually happened on the TT side was that when they reconnected to the CME system, they used an older inbound sequence number causing the TT system to ask the CME to retransmit previous fills that they already received. So this would then cause their (TT) system to reprocess those fills, and cause a Trade Position quantity to change for the affected trading accounts.

No trades were ever voided. But there were "phantoms".

An issue like this with our own direct CME routing just would not occur, because as we said there is so much care and redundancy when it comes to sequence numbers because we realize the danger of using incorrect sequence numbers on a reconnection. And furthermore, we maintain a cache as we said of previous fills. And every new fill that comes in, is checked against this cache. To make sure that we do not reprocess a fill.

But this does not exist with TT routing because we assume they know what they are doing but we can see they do not.
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:
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Date Time Of Last Edit: 2021-02-16 09:23:45