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Date/Time: Tue, 26 Nov 2024 13:42:04 +0000



Post From: problem with orders on LMAX

[2014-05-06 09:23:06]
Sierra Chart Engineering - Posts: 104368
We need to precisely understand what you are describing. We suspect that you are referring to the current Trade Position.


For example it is showing a position quantity which is not your actual position? If so, then on the LMAX FIX system, this is difficult for us to resolve. And it is documented here:
http://www.sierrachart.com/index.php?l=doc/LMAX.php#CurrentPositions

There really is not much we can do to solve this as it is a limitation with the LMAX FIX system. We have raised this issue many times with LMAX but they do not believe it is a priority to provide position reports. This is what they last said:

It is not a question of how long it takes to add the functionality but
rather when it can get prioritised over other software changes we are
implementing. While I agree that this is a useful function to have, we do
not have a strong business case to push this above some of our other
development work. If you feel that you have a strong business case for this
to get implemented, please put the volume per month expected and the new
business that will result from the implementation of this new feature in our
FIX Protocol.


The other problem if i close the exixting order the system opens a new position in the opposite direction

We must get a 100% clear description. What is your current Trade Position at the time you close the Position , What is the order quantity and what is the new Position quantity?

Although ultimately in the end, we do not know how we can help with this if the issue has to do with the Trade Position quantity.
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:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-05-06 09:25:23