Support Board
Date/Time: Sun, 22 Dec 2024 13:42:39 +0000
Having ATM setting problem
View Count: 1159
| [2015-04-30 16:19:51] |
| User41473 - Posts: 21 |
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Dear Sierra chart, In my Live trading,I put a market order to sell Gold with a 17tick stop and a 43tick Take Profit(Target) but as soon as the order got filled, it cancels and knocked out my order. This did not happen when I was demo trading. Can you help me with the simple way to set a market sell stop order with a 17tick stop and a 40tick Take Profit limit? this is a parent order. |
| [2015-04-30 16:54:08] |
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This is not clear for us. Here are instructions to use the Attached Order feature in Sierra Chart: https://www.sierrachart.com/index.php?page=doc/doc_AttachedOrders.html 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 |
| [2015-04-30 17:44:01] |
| User41473 - Posts: 21 |
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Dear support, I am not talking about attached order. I am talking about my main order. I submitted a market order to sell Gold at 1202 with a stop loss of 17tick and 34ticks profit target. This market order got filled and cancel out immediately. I dont know why. I used simple bracket. Please tell me how to put a market order with a definite target point set and the stop point using a simple bracket. |
| [2015-05-01 03:05:49] |
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Now we understand the problem. We need to see the Trade Activity Log lines for the 3 orders to understand why this is happening. Here are instructions to provide them: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport 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 |
| [2015-05-01 08:24:25] |
| User41473 - Posts: 21 |
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ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2015-04-30 08:06:34.000 Connected to server Unspecified None Order 2015-04-30 08:06:39.000 Requesting all orders from trading service Unspecified None Order 2015-04-30 08:07:36.000 Trade Simulation Mode has been disabled Unspecified None Order 2015-04-30 08:36:31.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order entry | Last: 1197.4. Attached Order 9533 Market if Touched Buy 1196.3 Pending Child 476821 Close 9532 Order 2015-04-30 08:36:31.001 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order entry | Last: 1197.4. Attached Order 9534 Stop Buy 1203.3 Pending Child 476821 Close 9532 Order 2015-04-30 08:36:31.002 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order entry | Last: 1197.4 9532 Limit 1 Sell 1201.3 Order Sent 476821 Open Order 2015-04-30 08:36:32.000 F.US.GCEM15 CQG order update (New). Exchange ID: 9532 1265715954 Limit 1 Sell 1201.3 Pending Open 476821 Open Order 2015-04-30 08:36:32.001 F.US.GCEM15 CQG order update (New). Exchange ID: 9532 1265715954 Limit 1 Sell 1201.3 Open 476821 Open Order 2015-04-30 08:36:36.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order cancel 9532 1265715954 Limit 1 Sell 1201.3 Pending Cancel 476821 Open Order 2015-04-30 08:36:36.001 F.US.GCEM15 Canceling child orders of internal order ID 9532 9533 Market if Touched Buy 1196.3 Pending Cancel 476821 Close 9532 Order 2015-04-30 08:36:36.002 F.US.GCEM15 Canceling child orders of internal order ID 9532 9533 Market if Touched Buy 1196.3 Canceled 476821 Close 9532 Order 2015-04-30 08:36:36.003 F.US.GCEM15 Canceling child orders of internal order ID 9532 9534 Stop Buy 1203.3 Pending Cancel 476821 Close 9532 Order 2015-04-30 08:36:36.004 F.US.GCEM15 Canceling child orders of internal order ID 9532 9534 Stop Buy 1203.3 Canceled 476821 Close 9532 Order 2015-04-30 08:36:36.005 F.US.GCEM15 CQG order update (Cancel). Exchange ID: 9532 1265715954 Limit 1 Sell 1201.3 Canceled 476821 Open Order 2015-04-30 08:47:32.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order entry | Last: 1195.7001. Attached Order 9536 Market if Touched Buy 1190.6 Pending Child 476821 Close 9535 Order 2015-04-30 08:47:32.001 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order entry | Last: 1195.7001. Attached Order 9537 Stop Buy 1196.8 Pending Child 476821 Close 9535 Order 2015-04-30 08:47:32.002 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order entry | Last: 1195.7001 9535 Market 1 Sell Order Sent 476821 Open Order 2015-04-30 08:47:32.003 F.US.GCEM15 CQG order update (New). Exchange ID: 9535 1265657696 Market 1 Sell Pending Open 476821 Open Order 2015-04-30 08:47:33.000 F.US.GCEM15 CQG order update (New). Exchange ID: 9535 1265657696 Market 1 Sell Open 476821 Open Order 2015-04-30 08:47:33.001 F.US.GCEM15 CQG order update (Fill). Exchange ID: 4386647704 9535 1265657696 Market 1 Sell Filled 1195.5 1 476821 Open Fill 2015-04-30 08:47:33.002 F.US.GCEM15 CQG order update (Fill). Exchange ID: 4386647704 9535 1265657696 Market 1 Sell Filled 1195.5 1 476821 Open -1 4386647704 Order 2015-04-30 08:47:33.003 F.US.GCEM15 Modifying Attached Order from parent modification/fill. Ref price: 1195.5. Requested Price: 1190.5. Requested Quantity: 0 9536 Market if Touched Buy 1190.6 Pending Modify 476821 Close 9535 -1 Order 2015-04-30 08:47:33.004 F.US.GCEM15 Order modified internally 9536 Market if Touched Buy 1190.5 Pending Child 476821 Close 9535 -1 Order 2015-04-30 08:47:33.005 F.US.GCEM15 Modifying Attached Order from parent modification/fill. Ref price: 1195.5. Requested Price: 1196.7. Requested Quantity: 0 9537 Stop Buy 1196.8 Pending Modify 476821 Close 9535 -1 Order 2015-04-30 08:47:33.006 F.US.GCEM15 Order modified internally 9537 Stop Buy 1196.7 Pending Child 476821 Close 9535 -1 Order 2015-04-30 08:47:33.007 F.US.GCEM15 Auto-sent child from parent fill 9536 Market if Touched 1 Buy 1190.5 Order Sent 476821 Close 9535 -1 Order 2015-04-30 08:47:33.008 F.US.GCEM15 Auto-sent child from parent fill 9537 Stop 1 Buy 1196.7 Order Sent 476821 Close 9535 -1 Order 2015-04-30 08:47:33.009 F.US.GCEM15 CQG order update (New). Exchange ID: 9536 1265633239 Market if Touched 1 Buy 1190.5 Pending Open 476821 Close 9535 -1 Order 2015-04-30 08:47:33.010 F.US.GCEM15 CQG order update (New). Exchange ID: 9537 1265633240 Stop 1 Buy 1196.7 Pending Open 476821 Close 9535 -1 Order 2015-04-30 08:47:33.011 F.US.GCEM15 CQG order update (New). Exchange ID: 9536 1265633239 Market if Touched 1 Buy 1190.5 Open 476821 Close 9535 -1 Order 2015-04-30 08:47:33.012 F.US.GCEM15 CQG order update (Fill). Exchange ID: 4386647707 9536 1265633239 Market if Touched 1 Buy 1190.5 Filled 1195.6 1 476821 Close 9535 -1 Fill 2015-04-30 08:47:33.013 F.US.GCEM15 CQG order update (Fill). Exchange ID: 4386647707 9536 1265633239 Market if Touched 1 Buy 1190.5 Filled 1195.6 1 476821 Close 4386647707 Order 2015-04-30 08:47:33.014 F.US.GCEM15 CQG order update (New). Exchange ID: 9537 1265633240 Stop 1 Buy 1196.7 Open 476821 Close 9535 Order 2015-04-30 08:47:33.015 F.US.GCEM15 CQG order update (Pending Cancel). Exchange ID: 9537 1265633240 Stop 1 Buy 1196.7 Pending Cancel 476821 Close 9535 Order 2015-04-30 08:47:33.016 F.US.GCEM15 CQG order update (Cancel). Exchange ID: 9537 1265633240 Stop 1 Buy 1196.7 Canceled 476821 Close 9535 Order 2015-04-30 08:47:41.000 F.US.GCEM15 Removing Position with quantity of 0 Unspecified 476821 Order 2015-04-30 09:36:15.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order entry | Last: 1184.9 9551 Stop 1 Sell 1184.6 Order Sent 476821 Open Order 2015-04-30 09:36:15.001 F.US.GCEM15 CQG order update (New). Exchange ID: 9551 1265653997 Stop 1 Sell 1184.6 Pending Open 476821 Open Order 2015-04-30 09:36:15.002 F.US.GCEM15 CQG order update (New). Exchange ID: 9551 1265653997 Stop 1 Sell 1184.6 Open 476821 Open Order 2015-04-30 09:36:32.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order modification. Requested Price: 1184.5. Requested Quantity: 1 9551 1265653997 Stop 1 Sell 1184.6 Pending Modify 476821 Open Order 2015-04-30 09:36:33.000 F.US.GCEM15 CQG order update (Replace). Exchange ID: 9551 1265634503 Stop 1 Sell 1184.5 Open 476821 Open Order 2015-04-30 09:36:45.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order modification. Requested Price: 1184.4. Requested Quantity: 1 9551 1265634503 Stop 1 Sell 1184.5 Pending Modify 476821 Open Order 2015-04-30 09:36:45.001 F.US.GCEM15 CQG order update (Replace). Exchange ID: 9551 1265664160 Stop 1 Sell 1184.4 Open 476821 Open Order 2015-04-30 09:36:55.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order cancel 9551 1265664160 Stop 1 Sell 1184.4 Pending Cancel 476821 Open Order 2015-04-30 09:36:56.000 F.US.GCEM15 CQG order update (Cancel). Exchange ID: 9551 1265664160 Stop 1 Sell 1184.4 Canceled 476821 Open Order 2015-04-30 09:37:32.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order entry | Last: 1185.2001 9552 Stop 1 Sell 1184.3 Order Sent 476821 Open Order 2015-04-30 09:37:33.000 F.US.GCEM15 CQG order update (New). Exchange ID: 9552 1265634544 Stop 1 Sell 1184.3 Pending Open 476821 Open Order 2015-04-30 09:37:33.001 F.US.GCEM15 CQG order update (New). Exchange ID: 9552 1265634544 Stop 1 Sell 1184.3 Open 476821 Open Order 2015-04-30 09:37:38.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order modification. Requested Price: 1184.5. Requested Quantity: 1 9552 1265634544 Stop 1 Sell 1184.3 Pending Modify 476821 Open Order 2015-04-30 09:37:38.001 F.US.GCEM15 CQG order update (Replace). Exchange ID: 9552 1265634552 Stop 1 Sell 1184.5 Open 476821 Open Order 2015-04-30 09:37:48.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order modification. Requested Price: 1184.4. Requested Quantity: 1 9552 1265634552 Stop 1 Sell 1184.5 Pending Modify 476821 Open Order 2015-04-30 09:37:48.001 F.US.GCEM15 CQG order update (Replace). Exchange ID: 9552 1265683153 Stop 1 Sell 1184.4 Open 476821 Open Order 2015-04-30 09:38:13.000 F.US.GCEM15 F.US.GCEM15 500 Trades #5 | User order cancel 9552 1265683153 Stop 1 Sell 1184.4 Pending Cancel 476821 Open Order 2015-04-30 09:38:13.001 F.US.GCEM15 CQG order update (Cancel). Exchange ID: 9552 1265683153 Stop 1 Sell 1184.4 Canceled 476821 Open Order 2015-04-30 12:06:07.000 Requesting all orders from trading service Unspecified None Order 2015-04-30 12:20:37.000 Disconnected from server Unspecified None Order 2015-04-30 13:33:53.000 Connected to server Unspecified None Order 2015-04-30 13:33:59.000 Requesting all orders from trading service Unspecified None Order 2015-04-30 13:34:00.002 F.US.GCEM15 Removing Position with quantity of 0 Unspecified 476821 Order 2015-04-30 13:40:32.000 Trade Simulation Mode has been enabled Unspecified None Order 2015-04-30 13:45:56.000 Disconnected from server Unspecified None Order 2015-04-30 13:46:04.000 Connected to server Unspecified None Order 2015-04-30 13:46:09.000 Requesting all orders from trading service Unspecified None Order 2015-04-30 13:46:11.002 F.US.GCEM15 Removing Position with quantity of 0 Unspecified 476821 Order 2015-04-30 14:08:53.000 Disconnected from server Unspecified None Order 2015-04-30 14:09:10.000 Connected to server Unspecified None Order 2015-04-30 14:09:15.000 Requesting all orders from trading service Unspecified None Order 2015-04-30 14:09:17.002 F.US.GCEM15 Removing Position with quantity of 0 Unspecified 476821 Order 2015-04-30 14:28:53.000 Trade Simulation Mode has been disabled Unspecified None Order 2015-04-30 15:04:23.000 Disconnected from server Unspecified None Order 2015-05-01 04:00:06.000 Connected to server Unspecified None Order 2015-05-01 04:00:11.000 Requesting all orders from trading service Unspecified None |
| [2015-05-01 19:05:32] |
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This thread has been corrected. The previous response was not correct. This is the problem: Order 2015-04-30 08:47:33.012 F.US.GCEM15 CQG order update (Fill). Exchange ID: 4386647707 9536 1265633239 Market if Touched 1 Buy 1190.5 Filled 1195.6 1 476821 Close 9535 -1 Notice how this buy order has a price of 1190.5 but it is immediately filled at 1195.6 The problem is Market if Touched orders are not supported by CQG and have been converted to a market order by the Sierra Chart code. This should not be happening especially in the case of an OCO order set. This has been resolved in version 1252. 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: 2015-05-02 06:27:25
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| [2015-05-01 22:50:01] |
| User11942 - Posts: 298 |
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Sorry for contribution but just FYI. Not sure if it's applicable for CQG FIX though... AFAIK CQG supports MIT orders with some certain exchanges only (if you have access to Integrated Client or QTrader you can easily find it). MIT orders are not supported for almost all US futures exchanges because they aren't native for those exchanges. That's what I was told by CQG when asked them to explain why MIT orders are not supported on their front-end applications. All others (CTS, Rithmic, IB etc) support MIT orders but as synthetic orders (processed by the respective vendors). You may want to check with exchanges and CQG what type of orders are supported. |
| [2015-05-01 23:24:35] |
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Actually in regards to MIT orders with CQG,this order type should not even get to the point of the order getting submitted. We have now looked into this and determined the problem. We are fixing it now. They were being submitted as market orders because the order type is unsupported so it defaulted to a market order. 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: 2015-05-02 06:29:02
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