Support Board
Date/Time: Wed, 27 Nov 2024 22:27:42 +0000
Notice: Recent Notice about AMP/TT Net Positions
View Count: 2062
| [2014-10-21 16:44:15] |
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It has come to our attention that all of our users were seeing a notice about Trade Position calculations when using AMP/TT Net . This was a mistake. It only applies to AMP/TT Net. It did not apply to any other users. The basic problem was that the TT FIX adapter server which is used by AMP was sending position reports which are out of order compared to how they were requested and the position reports were overlapping each other. In the case of AMP/TT Net, in order to calculate a position, it is necessary to request the start of day position, and then request the order fills for the current day. All of these are added together to arrive at the position. It is expected that the start of day Trade Position comes first and then all of the order fills come after. Instead what was happening was that the start of day position report was randomly being sent within the reports for the order fills for the current day. This makes no sense, and we consider this a design flaw with the TT FIX adapter.. They may say this is how it is, but we consider this is something which can lead to this kind of problem and it creates a high degree of complexity for the client-side to calculate a position. The TT FIX adapter should calculate the position and send it as one value rather than going through an elaborate method that they are. While we have patched this issue in a recent release, we do not consider it a genuine programming error on our part. Rather the production FIX adapter was working different than the development FIX adapter and in a way which is not orderly and logical. Furthermore, there are different methods a TT FIX adapter can provide position data. The standard method is as a single report for each position that exists for a symbol and account. In the case of when using the TT FIX Service in Sierra Chart, this is how the Trade Positions work. There is not this more elaborate method used. 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: 2014-10-23 23:28:26
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