Support Board
Date/Time: Fri, 22 Nov 2024 13:07:10 +0000
LMAX, stop orders
View Count: 1952
| [2013-05-13 15:10:09] |
| heavyhucks - Posts: 18 |
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Hi, I am aware that sierra chart cannot currently modify stop orders through LMAX? I though this issue would have been sorted by now? Also there seems to be problems with orders just disappearing from Sierra chart although they are still present at LMAX. Often when I cancel and order through LMAX the same order fails to cancel on Sierra chart, causing a host of other problems. Just wondering on what time scale these problems can be fixed, or if indeed I am the only one experiencing these problems. Cheers |
| [2013-05-13 21:40:37] |
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1. We will have Stop Order Modification support out today. The issue is that LMAX does not support the modification of Stop orders. Sierra Chart has to do it as a two-step process. First we have to cancel the order and then when confirmed, we submit a new order. 2. In regards to orders, this appears to be due to failure of LMAX to be sending through Execution reports. When you have a problem, go to the Trade >> Trade Orders and Position >> Orders. Find the Service Order ID of the order that you have an issue with and post it here with a description and we will contact LMAX about it and then LMAX can review their logs to determine the problem. Please enable Global Settings >> Data/Trade Service Settings >> Enable Fix Logging. So you have a log on your side. For the record, we have reviewed our FIX Execution report processing and we do not see any issues. We have made a couple of minor changes, but nothing that would likely resolve this. 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 |
| [2013-05-13 22:24:12] |
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We have an idea now what is causing the disappearing orders. The LMAX FIX protocol has behavior which is unexpected and we did not see previously.
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: 2013-05-14 10:26:16
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| [2013-05-14 10:24:26] |
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We may have responded a little bit too quickly in our comments. We have discussed the situation with LMAX. The latest revision of version 974 supports the adjustment of Stop orders now. If you update with Help >> Download Prerelease, you will be able to adjust Stop orders. We also found a small problem where under certain conditions the request for an order status would be rejected and this is now resolved. In general, you should be fine as long as you do all of your trading from a single installation of Sierra Chart and use no other applications. Otherwise, there is the potential for some issues because Sierra Chart may not know about the 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 |
| [2013-05-14 11:25:49] |
| heavyhucks - Posts: 18 |
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Thankyou very much indeed. I will install the latest version and keep you updated.
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| [2013-05-15 01:43:06] |
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Next time you have a problem with this: Often when I cancel and order through LMAX the same order fails to cancel on Sierra chart, causing a host of other problems.
Please contact LMAX with this information:Your LMAX username, exact time (and time zone) as well as the corresponding LMAX OrderId. The Sierra Chart FIX log maybe helpful as well. That is going to be located in the Logs subfolder the folder that Sierra Chart is installed to. The main question is why does Sierra Chart not receive the "execution" report. And if we did, what was the problem with it that prevented it from being processed properly. 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: 2013-05-15 01:45:27
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