Support Board
Date/Time: Sun, 22 Dec 2024 17:18:32 +0000
Post From: FXCM/SC stop discrepancy
[2015-02-06 22:21:20] |
Sierra Chart Engineering - Posts: 104368 |
The numbers you give here look like internal order IDs. Not Service Order IDs and we cannot find any of them in the FIX log. We did find the order with a price 1.52100 in the FIX log and the FIX execution report indicated it was a Sell Stop. Therefore, the only explanation to what you are seeing is that there is a mapping problem with order IDs when orders are entered outside of Sierra Chart. We now see this. FXCM is using the same Client Order ID for different orders. This is a violation of the FIX protocol. This is directly from the FIX specification for ClOrdID: Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
We will bring this to their attention. 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: 2015-02-06 22:24:20
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