Support Board
Date/Time: Thu, 28 Nov 2024 00:30:07 +0000
minor issue with sim fills on futures
View Count: 1316
| [2014-10-23 14:56:35] |
| Joe Hobart - Posts: 89 |
|
http://screencast.com/t/a9OlM5HWP when i am trading sim, about 10% of the time, i will see a trade through without a fill. in this picture the limit order had been there for many minutes. What i saw in real time on the dom was the order flow hit, but never saw 'mark' change. I am using CTS4 'smarttrade' for buffering, wondering if that buffering during explosive moves (which this 3 tick pop was) is causing simfill issues. have never seen this be a problem with non-simulated. Not a life changing bug, but wanted to report it. |
| [2014-10-23 15:14:45] |
| |
|
There is definitely not a bug on the Sierra Chart side with this. There cannot be. Do you have Trade >> Trade Simulation Mode On enabled? 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 |
| [2014-10-23 15:26:18] |
| Joe Hobart - Posts: 89 |
|
thats correct. this only occurs with Trade-> trade simulation on the sierra side. Sorry if i wasnt clear, i didnt know cts offered some server side sim.
|
| [2014-10-23 15:37:07] |
| |
|
There must be some explanation for the problem. Refer to this section here: http://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#OrdersDoNotFill 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 |
| [2014-10-23 16:07:31] |
| Joe Hobart - Posts: 89 |
|
http://screencast.com/t/SHTzASdt7a i reviewed the suggested causes in that document. I don't think any of those are whats happening, other than my theory of CTS smart buffering throwing 'last trade' price off in the real time fill detection during bursty high volume. As you can see in this shot, the data came in good, it traded many times and the tick storage is setup correctly and the platform correctly recorded the tape correctly. Not worth a deep investigation, especially since its only in sim, i was just wanting to ensure you had a good bug report, since i see it happen often enough. no further reply needed |
| [2014-10-24 03:40:58] |
| |
|
Increase Global Settings >> Data/Trade Service Settings >>Number of Stored Time and Sales Records. Make it at least 5000.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: