Support Board
Date/Time: Tue, 07 Jan 2025 20:23:47 +0000
Post From: ATM Strategy Issue - Contracts partially filled as price went through twice
| [2016-06-22 10:16:08] |
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The problem is this: ActivityType DateTime Symbol OrderActionSource InternalOrderID PositionQuantity Quantity ServiceOrderID OrderStatus OrderType FillPrice Price BuySell Price2 FilledQuantity TradeAccount OpenClose ParentInternalOrderID FillExecutionServiceID
Because the parent order partially filled, The OCO orders had to have their quantity increased from 3 to 14. But for reasons which we do not understand, the CTS server then set the quantity from 14 back down to 3.Order 2016-06-20 14:47:14.962 ES.20160900.CME_Eq CTS order update (Replace) 864 14 14 F128222C-C090-4F0C-AC3E-07EABF46AA3B Open Limit 2084.25 Sell * Close 863 Order 2016-06-20 14:47:14.992 ES.20160900.CME_Eq CTS order update (Replace) 864 14 3 F128222C-C090-4F0C-AC3E-07EABF46AA3B Open Limit 2084.25 Sell * Close 863 We have seen this behavior before and we asked CTS about this. It was a while ago and do not remember the reason why this behavior occurs. With the new order routing connection that we are working on for CTS, none of this will be relevant any longer because we will not be using CTS server-side OCO orders. They will be managed on our server. The problem is that because the parent order was a market order, this did not go through as an auto OCO order which would have avoided this problem. The most reliable thing to do is to disable Global Settings >> General Settings >>Use Server-Side OCO and Bracket Orders. 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 |