Support Board
Date/Time: Sat, 23 Nov 2024 04:15:20 +0000
Canceling parent order due to no order update
View Count: 2157
| [2013-06-18 16:00:46] |
| User18601 - Posts: 31 |
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I have just seen that the child orders, that were in the "Pending Status", suddenly disappeared for two parent orders. That behaviour scared me as I have just started to work with Auto Trading and I am not checking the charts very often. This means that if one of the two parent orders was executed I would not have Stoploss order associated (no limit associated order either but that not is so important) to the trade and that could lead to serious losses. I have investigated the problem, through the Trade Activity Log, and it seems that the parent orders were canceled "due to no order update". When the parent orders were restated (some milliseconds later), the child orders were not restated together with the parent orders so the trade, if executed, has no stop loss associated. Have you seen this problem before? I understand that if the Parent order is restated the pending child orders should be restated as well. I work with TT. |
| [2013-06-18 16:09:13] |
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Submit a limit order that has Attached Orders. After this select Trade >>Refresh Trade Data from Service. Do you notice the Attached Orders cancel? They should not. After this test you can cancel the order. Please provide the lines in the Trade Activity Log that shows where the parent order and Attached Orders were canceled due to no order update and where they were restated. Here are the instructions: http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport No, we have not seen this problem before, but we have made some changes where orders which are not reported by the FIX adapter, that Sierra Chart has as working in its order list, are more quickly internally canceled. 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: 2013-06-18 16:10:34
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| [2013-06-18 16:24:52] |
| User18601 - Posts: 31 |
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OK, I did the test you requested and the attched orders were not canceled. When I had the problem I did not requested any refreshing trade data. It was done by its own. I attach the sequence of order cancellations and restating. ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2013-06-18 17:19:41.000 GC-201308-CME Canceling due to no order update 27883 020XVS865 Stop Limit 1 Buy 1389.6 1394.6 Pending Cancel XXXXXXXXXX Open Order 2013-06-18 17:19:41.001 GC-201308-CME Canceling due to no order update 27883 020XVS865 Stop Limit 1 Buy 1389.6 1394.6 Canceled XXXXXXXXXX Open Order 2013-06-18 17:19:41.002 GC-201308-CME Canceling child orders of internal order ID 27883 27884 Limit Sell 1394.0 Pending Cancel XXXXXXXXXX Close 27883 Order 2013-06-18 17:19:41.003 GC-201308-CME Canceling child orders of internal order ID 27883 27884 Limit Sell 1394.0 Canceled XXXXXXXXXX Close 27883 Order 2013-06-18 17:19:41.004 GC-201308-CME Canceling child orders of internal order ID 27883 27885 Stop Sell 1385.4 Pending Cancel XXXXXXXXXX Close 27883 Order 2013-06-18 17:19:41.005 GC-201308-CME Canceling child orders of internal order ID 27883 27885 Stop Sell 1385.4 Canceled XXXXXXXXXX Close 27883 Order 2013-06-18 17:19:41.006 GC-201308-CME Canceling due to no order update 27886 020XVS866 Stop Limit 1 Sell 1353.5 1348.5 Pending Cancel XXXXXXXXXX Open Order 2013-06-18 17:19:41.007 GC-201308-CME Canceling due to no order update 27886 020XVS866 Stop Limit 1 Sell 1353.5 1348.5 Canceled XXXXXXXXXX Open Order 2013-06-18 17:19:41.008 GC-201308-CME Canceling child orders of internal order ID 27886 27887 Limit Buy 1349.2 Pending Cancel XXXXXXXXXX Close 27886 Order 2013-06-18 17:19:41.009 GC-201308-CME Canceling child orders of internal order ID 27886 27887 Limit Buy 1349.2 Canceled XXXXXXXXXX Close 27886 Order 2013-06-18 17:19:41.010 GC-201308-CME Canceling child orders of internal order ID 27886 27888 Stop Buy 1357.6 Pending Cancel XXXXXXXXXX Close 27886 Order 2013-06-18 17:19:41.011 GC-201308-CME Canceling child orders of internal order ID 27886 27888 Stop Buy 1357.6 Canceled XXXXXXXXXX Close 27886 Order 2013-06-18 17:19:41.012 GC-201308-CME TT order update (Restated). Info: Order Book Download. Exchange ID: 1HS6H 27883 020XVS865 Stop Limit 1 Buy 1389.6 1394.6 Open XXXXXXXXXX Open Order 2013-06-18 17:19:41.013 GC-201308-CME TT order update (Restated). Info: Order Book Download. Exchange ID: 1HS6I 27886 020XVS866 Stop Limit 1 Sell 1353.5 1348.5 Open XXXXXXXXXX Open |
| [2013-06-18 16:32:27] |
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This appears to be due to a bug which we are going to be correcting now.
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 |
| [2013-06-18 16:37:31] |
| User18601 - Posts: 31 |
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OK, perfect! Because this could be very dangerous. I really prefer to lose the Parent order forever than to have it without the attached orders. By the way, the "Cancel Non-Child Orders" feature works really fine now. Regards |
| [2013-06-18 20:31:41] |
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This problem has been resolved and we have uploaded a new revision. We are going to put out a notice to TT users later today. We understand the seriousness of the problem.
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 |
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