Support Board
Date/Time: Fri, 27 Dec 2024 02:22:31 +0000
SC displaying wrong orders direction during live trading
View Count: 1819
| [2016-03-10 22:23:06] |
| Peter Power - Posts: 70 |
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Hello, I experienced quite a difficulties during my live trading today. SC cancelled the OCO orders by itself and then she began to connect wrong orders to each other. I documented the whole thing on a video. Please watch it and give me some solution because this is unacceptable during live trading. I was lucky to close the position in a profit this time but I would hate to experience the same situation again. Here is the video: https://www.youtube.com/watch?v=Q2VIo9t3-EI Peter |
| [2016-03-11 02:39:40] |
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A video is not how we will help with this problem. Refer to: Support Board Posting Information: Do Not Post Videos Unless Requested! We need to see the entries in the Trade Activity Log for the OCO orders you are referring to. Follow the instructions here to provide those: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport What exactly do you mean by this: then she began to connect wrong orders to each other.
Are you referring to the connecting lines between order fills displayed on the chart? If so, we do not provide help with that other than telling the user to clear the Trade Activity Data for the particular symbol and Trade Account: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#ClearingtheLog This is something Sierra Chart has no control over for various technical reasons. The information here gives you some more of an understanding about this: https://www.sierrachart.com/index.php?page=doc/doc_ChartTrading.html#OrderFillConnectingLinesDoNotDisplay Consider using another service other than Interactive Brokers. Refer to: Interactive Brokers Trading Service: Trading Related Issues 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: 2016-03-11 02:48:58
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| [2016-03-11 07:59:05] |
| Peter Power - Posts: 70 |
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What exactly do you mean by this:
then she began to connect wrong orders to each other. If you would watch the video you would know what I mean. All the reasons stated why I should not post a video are hillarious. The video I posted is in HD, has audio and it really clearly describes the problem. I will try to describe it (because it is so much easier, than for you to watch that damn thing). I entered long with my OCO orders connected to my parent order. Everything seemed to be working until SC decided to disconnect OCO orders from the parent order. It is clearly visible on the video because the entry line disappeares suddently. When the market reached my OCO order (profit target), SC didn't show that the position is closed but instead it showed that I am in an open short position. So I instantly hit the flatten all shortcut key to flatten the position. And on the SC screen it looked like I closed the position but in reality I opened new long. And I did the same 2 times until I realized that SC is connecting the orders the wrong way. I am posting also the SC statement and my broker statement (I hope it is not too much for you to look at them at least). |
10.PNG| [2016-03-11 13:22:24] |
| Peter Power - Posts: 70 |
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ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2016-03-10 07:50:28.000 Connected to server Unspecified None Order 2016-03-10 07:50:33.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:47:14.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4312. Server side bracket order 32056 Limit 1 Buy 4310.75 Order Sent U1295516 Open Order 2016-03-10 08:47:14.001 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4312. Attached Order. Server side bracket order 32057 Limit 1 Sell 4314.25 Order Sent U1295516 Close 32056 Order 2016-03-10 08:47:14.002 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4312. Attached Order. Server side bracket order 32058 Stop 1 Sell 4306.75 Order Sent U1295516 Close 32056 Order 2016-03-10 08:47:15.000 NQ-201603-GLOBEX IB open order update 32057 6982 Limit 1 Sell 4314.25 Open U1295516 Close 32056 Order 2016-03-10 08:47:15.001 NQ-201603-GLOBEX IB open order update 32058 6983 Stop 1 Sell 4306.75 Open U1295516 Close 32056 Order 2016-03-10 08:47:15.002 NQ-201603-GLOBEX IB open order update 32056 6981 Limit 1 Buy 4310.75 Open U1295516 Open Order 2016-03-10 08:47:15.003 NQ-201603-GLOBEX IB order fill (execution) 32056 6981 Limit 1 Buy 4310.75 Filled 4310.75 1 U1295516 Open Fill 2016-03-10 08:47:15.004 NQ-201603-GLOBEX IB order fill (execution) 32056 6981 Limit 1 Buy 4310.75 Filled 4310.75 1 U1295516 Open 1 0000e10e.56e0ae82.01.01 Order 2016-03-10 08:47:20.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:47:24.000 NQ-201603-GLOBEX Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U1295516 Order 2016-03-10 08:47:29.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:47:40.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4313.25. Requested Quantity: 1 32057 6982 Limit 1 Sell 4314.25 Pending Modify U1295516 Close 32056 Order 2016-03-10 08:47:40.001 NQ-201603-GLOBEX IB open order update 32057 6982 Limit 1 Sell 4313.25 Open U1295516 Close 32056 Order 2016-03-10 08:47:41.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4313. Requested Quantity: 1 32057 6982 Limit 1 Sell 4313.25 Pending Modify U1295516 Close 32056 Order 2016-03-10 08:47:41.001 NQ-201603-GLOBEX IB open order update 32057 6982 Limit 1 Sell 4313.00 Open U1295516 Close 32056 Order 2016-03-10 08:47:42.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4312.75. Requested Quantity: 1 32057 6982 Limit 1 Sell 4313.00 Pending Modify U1295516 Close 32056 Order 2016-03-10 08:47:42.001 NQ-201603-GLOBEX IB open order update 32057 6982 Limit 1 Sell 4312.75 Open U1295516 Close 32056 Order 2016-03-10 08:47:43.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4312.5. Requested Quantity: 1 32057 6982 Limit 1 Sell 4312.75 Pending Modify U1295516 Close 32056 Order 2016-03-10 08:47:43.001 NQ-201603-GLOBEX IB open order update 32057 6982 Limit 1 Sell 4312.50 Open U1295516 Close 32056 Order 2016-03-10 08:47:43.002 NQ-201603-GLOBEX IB order status update 32058 6983 Stop 1 Sell 4306.75 Canceled U1295516 Close 32056 Order 2016-03-10 08:47:43.003 NQ-201603-GLOBEX IB order fill (execution) 32057 6982 Limit 1 Sell 4312.50 Filled 4312.50 1 U1295516 Close 32056 Fill 2016-03-10 08:47:43.004 NQ-201603-GLOBEX IB order fill (execution) 32057 6982 Limit 1 Sell 4312.50 Filled 4312.50 1 U1295516 Open -1 0000e10e.56e0ae88.01.01 Order 2016-03-10 08:47:43.005 NQ-201603-GLOBEX User order modification ignored. New price is the same 32057 6982 Limit 1 Sell 4312.50 Filled 4312.50 1 U1295516 Close 32056 Order 2016-03-10 08:47:47.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry. Flatten&Cancel | Last: 4313.5. Current Position quantity: -1 32059 Market 1 Buy Order Sent U1295516 Close -1 Order 2016-03-10 08:47:47.001 NQ-201603-GLOBEX IB order fill (execution) 32059 6984 Market 1 Buy Filled 4313.50 1 U1295516 Close -1 Fill 2016-03-10 08:47:47.002 NQ-201603-GLOBEX IB order fill (execution) 32059 6984 Market 1 Buy Filled 4313.50 1 U1295516 Close 0000e10e.56e0ae8a.01.01 Order 2016-03-10 08:47:55.000 NQ-201603-GLOBEX Removing Position with quantity of 0 Unspecified U1295516 Order 2016-03-10 08:48:02.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:48:40.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4317. Server side bracket order 32060 Limit 1 Sell 4318.00 Order Sent U1295516 Open Order 2016-03-10 08:48:40.001 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4317. Attached Order. Server side bracket order 32061 Limit 1 Buy 4314.50 Order Sent U1295516 Close 32060 Order 2016-03-10 08:48:40.002 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4317. Attached Order. Server side bracket order 32062 Stop 1 Buy 4322.00 Order Sent U1295516 Close 32060 Order 2016-03-10 08:48:41.000 NQ-201603-GLOBEX IB open order update 32061 6986 Limit 1 Buy 4314.50 Open U1295516 Close 32060 Order 2016-03-10 08:48:41.001 NQ-201603-GLOBEX IB open order update 32062 6987 Stop 1 Buy 4322.00 Open U1295516 Close 32060 Order 2016-03-10 08:48:41.002 NQ-201603-GLOBEX IB open order update 32060 6985 Limit 1 Sell 4318.00 Open U1295516 Open Order 2016-03-10 08:48:42.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order cancel 32060 6985 Limit 1 Sell 4318.00 Pending Cancel U1295516 Open Order 2016-03-10 08:48:42.001 NQ-201603-GLOBEX IB order status update 32060 6985 Limit 1 Sell 4318.00 Canceled U1295516 Open Order 2016-03-10 08:48:42.002 NQ-201603-GLOBEX IB order status update 32061 6986 Limit 1 Buy 4314.50 Canceled U1295516 Close 32060 Order 2016-03-10 08:48:42.003 NQ-201603-GLOBEX IB order status update 32062 6987 Stop 1 Buy 4322.00 Canceled U1295516 Close 32060 Order 2016-03-10 08:48:57.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:48:58.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4316. Server side bracket order 32063 Limit 1 Sell 4316.00 Order Sent U1295516 Open Order 2016-03-10 08:48:58.001 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4316. Attached Order. Server side bracket order 32064 Limit 1 Buy 4312.50 Order Sent U1295516 Close 32063 Order 2016-03-10 08:48:58.002 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4316. Attached Order. Server side bracket order 32065 Stop 1 Buy 4320.00 Order Sent U1295516 Close 32063 Order 2016-03-10 08:48:58.003 NQ-201603-GLOBEX IB open order update 32064 6989 Limit 1 Buy 4312.50 Open U1295516 Close 32063 Order 2016-03-10 08:48:58.004 NQ-201603-GLOBEX IB open order update 32065 6990 Stop 1 Buy 4320.00 Open U1295516 Close 32063 Order 2016-03-10 08:48:58.005 NQ-201603-GLOBEX IB open order update 32063 6988 Limit 1 Sell 4316.00 Open U1295516 Open Order 2016-03-10 08:48:59.000 NQ-201603-GLOBEX IB order fill (execution) 32063 6988 Limit 1 Sell 4316.00 Filled 4316.00 1 U1295516 Open Fill 2016-03-10 08:48:59.001 NQ-201603-GLOBEX IB order fill (execution) 32063 6988 Limit 1 Sell 4316.00 Filled 4316.00 1 U1295516 Open -1 0000e10e.56e0ae9c.01.01 Order 2016-03-10 08:48:59.002 NQ-201603-GLOBEX Unable to modify order because it is no longer working 32063 6988 Limit 1 Sell 4316.00 Filled 4316.00 1 U1295516 Open Order 2016-03-10 08:49:05.000 NQ-201603-GLOBEX Canceling all orders for Symbol and Account. Flatten/Reverse. 32064 6989 Limit 1 Buy 4312.50 Open U1295516 32063 Order 2016-03-10 08:49:05.001 NQ-201603-GLOBEX Canceling all orders for Symbol and Account. Flatten/Reverse. 32064 6989 Limit 1 Buy 4312.50 Pending Cancel U1295516 Close 32063 -1 Order 2016-03-10 08:49:05.002 NQ-201603-GLOBEX Canceling all orders for Symbol and Account. Flatten/Reverse. 32065 6990 Stop 1 Buy 4320.00 Pending Cancel U1295516 Close 32063 -1 Order 2016-03-10 08:49:05.003 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry. Flatten&Cancel | Last: 4316.25. Current Position quantity: -1 32066 Market 1 Buy Order Sent U1295516 Close -1 Order 2016-03-10 08:49:05.004 NQ-201603-GLOBEX IB order status update 32065 6990 Stop 1 Buy 4320.00 Canceled U1295516 Close 32063 -1 Order 2016-03-10 08:49:05.005 NQ-201603-GLOBEX IB order status update 32064 6989 Limit 1 Buy 4312.50 Canceled U1295516 Close 32063 -1 Order 2016-03-10 08:49:05.006 NQ-201603-GLOBEX IB order fill (execution) 32066 6991 Market 1 Buy Filled 4316.75 1 U1295516 Close -1 Fill 2016-03-10 08:49:05.007 NQ-201603-GLOBEX IB order fill (execution) 32066 6991 Market 1 Buy Filled 4316.75 1 U1295516 Close 0000e10e.56e0ae9f.01.01 Order 2016-03-10 08:49:14.000 NQ-201603-GLOBEX Removing Position with quantity of 0 Unspecified U1295516 Order 2016-03-10 08:49:20.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:49:52.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4320.25. Server side bracket order 32067 Stop 1 Sell 4320.00 Order Sent U1295516 Open Order 2016-03-10 08:49:52.001 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4320.25. Attached Order. Server side bracket order 32068 Limit 1 Buy 4316.50 Order Sent U1295516 Close 32067 Order 2016-03-10 08:49:52.002 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4320.25. Attached Order. Server side bracket order 32069 Stop 1 Buy 4324.00 Order Sent U1295516 Close 32067 Order 2016-03-10 08:49:52.003 NQ-201603-GLOBEX IB open order update 32068 6993 Limit 1 Buy 4316.50 Open U1295516 Close 32067 Order 2016-03-10 08:49:52.004 NQ-201603-GLOBEX IB open order update 32069 6994 Stop 1 Buy 4324.00 Open U1295516 Close 32067 Order 2016-03-10 08:49:52.005 NQ-201603-GLOBEX IB open order update 32067 6992 Stop 1 Sell 4320.00 Open U1295516 Open Order 2016-03-10 08:49:53.000 NQ-201603-GLOBEX Modifying Attached Order from parent modification/fill. Ref price: 4320.50. Requested Price: 4317. Requested Quantity: 1 32068 6993 Limit 1 Buy 4316.50 Pending Modify U1295516 Close 32067 Order 2016-03-10 08:49:53.001 NQ-201603-GLOBEX Modifying Attached Order from parent modification/fill. Ref price: 4320.50. Requested Price: 4324.5. Requested Quantity: 1 32069 6994 Stop 1 Buy 4324.00 Pending Modify U1295516 Close 32067 Order 2016-03-10 08:49:53.002 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4320.5. Requested Quantity: 1 32067 6992 Stop 1 Sell 4320.00 Pending Modify U1295516 Open Order 2016-03-10 08:49:54.000 NQ-201603-GLOBEX IB open order update 32068 6993 Limit 1 Buy 4317.00 Open U1295516 Close 32067 Order 2016-03-10 08:49:54.001 NQ-201603-GLOBEX IB open order update 32069 6994 Stop 1 Buy 4324.50 Open U1295516 Close 32067 Order 2016-03-10 08:49:54.002 NQ-201603-GLOBEX IB open order update 32067 6992 Stop 1 Sell 4320.50 Open U1295516 Open Order 2016-03-10 08:49:54.003 NQ-201603-GLOBEX IB order fill (execution) 32067 6992 Stop 1 Sell 4320.50 Filled 4320.50 1 U1295516 Open Fill 2016-03-10 08:49:54.004 NQ-201603-GLOBEX IB order fill (execution) 32067 6992 Stop 1 Sell 4320.50 Filled 4320.50 1 U1295516 Open -1 0000e10e.56e0aead.01.01 Order 2016-03-10 08:49:58.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4322.25. Requested Quantity: 1 32069 6994 Stop 1 Buy 4324.50 Pending Modify U1295516 Close 32067 -1 Order 2016-03-10 08:49:58.001 NQ-201603-GLOBEX IB open order update 32069 6994 Stop 1 Buy 4322.25 Open U1295516 Close 32067 -1 Order 2016-03-10 08:49:58.002 NQ-201603-GLOBEX IB open order update 32068 6993 Limit Buy 4317.00 Canceled U1295516 Close 32067 -1 Order 2016-03-10 08:49:58.003 NQ-201603-GLOBEX IB order fill (execution) 32069 6994 Stop 1 Buy 4322.25 Filled 4322.50 1 U1295516 Close 32067 -1 Fill 2016-03-10 08:49:58.004 NQ-201603-GLOBEX IB order fill (execution) 32069 6994 Stop 1 Buy 4322.25 Filled 4322.50 1 U1295516 Close 0000e10e.56e0aeb5.01.01 Order 2016-03-10 08:50:06.000 NQ-201603-GLOBEX Removing Position with quantity of 0 Unspecified U1295516 Order 2016-03-10 08:50:13.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:55:30.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4324.25 32070 Stop 1 Sell 4321.75 Order Sent U1295516 Open Order 2016-03-10 08:55:30.001 NQ-201603-GLOBEX IB open order update 32070 6995 Stop 1 Sell 4321.75 Open U1295516 Open Order 2016-03-10 08:55:32.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order cancel 32070 6995 Stop 1 Sell 4321.75 Pending Cancel U1295516 Open Order 2016-03-10 08:55:32.001 NQ-201603-GLOBEX IB order status update 32070 6995 Stop 1 Sell 4321.75 Canceled U1295516 Open Order 2016-03-10 08:55:45.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4325.25 32071 Stop 1 Sell 4325.00 Order Sent U1295516 Open Order 2016-03-10 08:55:46.000 NQ-201603-GLOBEX IB open order update 32071 6996 Stop 1 Sell 4325.00 Open U1295516 Open Order 2016-03-10 08:55:46.001 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4325.25. Requested Quantity: 1 32071 6996 Stop 1 Sell 4325.00 Pending Modify U1295516 Open Order 2016-03-10 08:55:47.000 NQ-201603-GLOBEX IB open order update 32071 6996 Stop 1 Sell 4325.25 Open U1295516 Open Order 2016-03-10 08:55:49.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4326.5. Requested Quantity: 1 32071 6996 Stop 1 Sell 4325.25 Pending Modify U1295516 Open Order 2016-03-10 08:55:49.001 NQ-201603-GLOBEX IB open order update 32071 6996 Stop 1 Sell 4326.50 Open U1295516 Open Order 2016-03-10 08:55:52.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order modification. Requested Price: 4324.25. Requested Quantity: 1 32071 6996 Stop 1 Sell 4326.50 Pending Modify U1295516 Open Order 2016-03-10 08:55:52.001 NQ-201603-GLOBEX IB open order update 32071 6996 Stop 1 Sell 4324.25 Open U1295516 Open Order 2016-03-10 08:55:53.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order cancel 32071 6996 Stop 1 Sell 4324.25 Pending Cancel U1295516 Open Order 2016-03-10 08:55:53.001 NQ-201603-GLOBEX IB order status update 32071 6996 Stop 1 Sell 4324.25 Canceled U1295516 Open Order 2016-03-10 08:55:59.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order entry | Last: 4329.5 32072 Stop 1 Sell 4328.75 Order Sent U1295516 Open Order 2016-03-10 08:56:00.000 NQ-201603-GLOBEX IB open order update 32072 6997 Stop 1 Sell 4328.75 Open U1295516 Open Order 2016-03-10 08:56:01.000 NQ-201603-GLOBEX User order modification ignored. New price is the same 32072 6997 Stop 1 Sell 4328.75 Open U1295516 Open Order 2016-03-10 08:56:02.000 NQ-201603-GLOBEX NQ-201603-GLOBEX [CB] [M] 2 Min #5 | User order cancel 32072 6997 Stop 1 Sell 4328.75 Pending Cancel U1295516 Open Fill 2016-03-10 08:56:02.001 NQ-201603-GLOBEX IB order fill (execution) 32072 6997 Stop 1 Sell 4328.75 Pending Cancel 4328.50 1 U1295516 Open -1 0000e10e.56e0af35.01.01 Order 2016-03-10 08:56:02.002 NQ-201603-GLOBEX IB open order update 32072 6997 Stop 1 Sell 4328.75 Filled 4328.50 1 U1295516 Open -1 Order 2016-03-10 08:56:11.000 NQ-201603-GLOBEX Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U1295516 Order 2016-03-10 08:56:17.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:56:43.000 Disconnected from server Unspecified None Order 2016-03-10 08:56:47.000 Connected to server Unspecified None Order 2016-03-10 08:56:52.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:56:52.001 NQ-201603-GLOBEX Removing Position with quantity of 0 Unspecified U1295516 Order 2016-03-10 08:56:52.002 Requesting Open orders from trading service Unspecified None Order 2016-03-10 08:56:52.003 NQ-201603-GLOBEX Removing Position with quantity of 0 Unspecified U1295516 Order 2016-03-10 10:02:44.000 Disconnected from server Unspecified None Order 2016-03-10 10:23:14.000 Connected to server Unspecified None Order 2016-03-10 10:23:20.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 10:23:26.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 10:23:26.001 NQ-201603-GLOBEX Removing Position with quantity of 0 Unspecified U1295516 Order 2016-03-10 10:28:09.000 Disconnected from server Unspecified None Order 2016-03-10 13:50:06.000 Connected to server Unspecified None Order 2016-03-10 13:50:11.000 Requesting Open orders from trading service Unspecified None Order 2016-03-10 13:50:11.001 NQ-201603-GLOBEX Removing Position with quantity of 0 Unspecified U1295516 Order 2016-03-10 13:50:11.002 Requesting Open orders from trading service Unspecified None Order 2016-03-10 13:50:11.003 NQ-201603-GLOBEX Removing Position with quantity of 0 Unspecified U1295516 Order 2016-03-10 15:31:07.000 Disconnected from server Unspecified None |
| [2016-03-11 13:24:03] |
| Peter Power - Posts: 70 |
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I am sending the trading log as instructed in the post above
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| [2016-03-11 17:33:20] |
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Your description of the problem in the beginning was not correct. Not to be critical, just that we misunderstood it. This is not what happened: SC cancelled the OCO orders by itself
We understand what you mean by this: It is clearly visible on the video because the entry line disappeares suddently.
This kind of problem is not all that unusual with Interactive Brokers. There have been changes recently to solve this or greatly minimize it. You are running an older version of Sierra Chart. Update to the current version. See these version notes: https://www.sierrachart.com/index.php?page=doc/Whats_New.php#SCVer1342 Also the Trade Activity Log is critical for us when there is a trading related problem. Not a video. At this point, we do not need any further information. Just update Sierra Chart. If you encounter this problem again, then either discontinue use of Interactive Brokers and use another trading service, or Sierra Chart because we cannot do anything further. 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: 2016-03-11 21:10:40
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| [2016-03-11 21:11:56] |
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When we said the description of the problem in the beginning was not correct, we just did not understand it from the description. We were not being critical of this. Because we also know that you did provide a lengthy video. And in any case, it is always the Trade Activity Log is what we need to see for any kind of trading related issue. If we require a video, we will ask for that but that would be unlikely. We have certain standardized procedures for looking at things. It is always critical that our standard procedures are followed. We cannot deviate from those. 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: 2016-03-11 21:12:30
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| [2016-03-11 21:14:46] |
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We are locking out all versions of Sierra Chart when using Interactive Brokers, prior to version 1342. So you will need to update Sierra Chart by Monday. Here are instructions: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate 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: 2016-03-11 21:15:11
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| [2016-03-12 02:32:42] |
| i960 - Posts: 360 |
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Here's what happens: You enter an order and get filled and it does one of two things: 1. It shows the green position line and your OCO orders disappear entirely (they're still present on the IB side though). OR 2. The green position line disappears and you see the OCO orders only (this is less common). In all cases the real orders are actually correct on TWS. I think I have a hunch what might be causing some of these spurious order fill / disappearing orders issues with IB - or atleast one thing possibly contributing to it. If one has multiple symbols for the same instrument it's possible for SC/IB to have a mismatch on what's going where. For instance: GOIL-######-IPE GOIL-######-IPE-USD-100 D-######-ICEEUSOFT D-######-ICEEUSOFT-USD-10 C-######-ICEEUSOFT-GBP C-######-ICEEUSOFT-GBP-10 I use that as an example because I've seen this myself before with multiple ICE related symbols (although the ICE part might be purely coincidental because I had to do the work of adding multiple missing ICE symbols months back). I've seen this happen with DX, Robusta (D), Cocoa (C), Gasoil (GOIL), and ECF. While I *do not* have dupe symbols for DX and ECF, I do have dupe symbols for GOIL, D, and C. I have personally seen this behavior in GOIL and ECF as recent as 2-3 days ago and still have logs. It's a particularly bad behavior because if you flatten the position in Sierra it will *not* cancel the orders on IB side because it doesn't think they're related to the position you just canceled. In the past I've actually gotten burned by this. What we need to resolve here is what the actual symbol is that should be used within IB vs SC including when the currency and denomination is actually required. This is all over the map in SC's symbol list when it comes to IB symbols. Some have currency, some don't. If we know for sure that the most specific version will always work then we should update the symbols to use the fully spec'ed out version (aka SYMBOL-######-EXCHANGE-CUR-AMT). Here's an example of it happening to me. Look CLOSELY at the symbol here. The chart symbol used for trading is GOIL-######-IPE *without* USD-100 but you'll see in the log that it's associating things with GOIL-######-IPE-USD-100 for *some* parts of the trade. I have a big feeling this is contributing to the problems: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID
Order 2016-03-08 08:03:54.426 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:06:53.761 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:19:28.434 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:20:02.343 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:20:47.410 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:31:57.918 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:45:37.083 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:48:57.403 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:49:26.436 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:54:37.711 Requesting Open orders from trading service Unspecified None Order 2016-03-08 08:56:43.797 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:02:57.863 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #6 | User order entry | Last: 365.25. Server side bracket order 28615 Limit 1 Sell 365.50 Order Sent U145**** Open Order 2016-03-08 09:02:57.864 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #6 | User order entry | Last: 365.25. Attached Order. Server side bracket order 28616 Limit 1 Buy 359.50 Order Sent U145**** Close 28615 Order 2016-03-08 09:02:57.865 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #6 | User order entry | Last: 365.25. Attached Order. Server side bracket order 28617 Stop Limit 1 Buy 367.50 373.75 Order Sent U145**** Close 28615 Order 2016-03-08 09:02:58.396 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.50 Open U145**** Close 28615 Order 2016-03-08 09:02:58.489 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.50 373.75 Open U145**** Close 28615 Order 2016-03-08 09:02:58.490 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.50 Open U145**** Open Order 2016-03-08 09:02:58.691 GOIL-201604-IPE Modifying Attached Order from parent modification/fill. Parent ref. price: 365.25. Requested Price: 359.25. Requested Quantity: 1 28616 34014 Limit 1 Buy 359.50 Pending Modify U145**** Close 28615 Order 2016-03-08 09:02:58.692 GOIL-201604-IPE Modifying Attached Order from parent modification/fill. Parent ref. price: 365.25. Requested Price: 367.25. Requested Quantity: 1 28617 34015 Stop Limit 1 Buy 367.50 373.75 Pending Modify U145**** Close 28615 Order 2016-03-08 09:02:58.693 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #6 | User order modification. Requested Price: 365.25. Requested Quantity: 1 28615 34013 Limit 1 Sell 365.50 Pending Modify U145**** Open Order 2016-03-08 09:02:58.770 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.25 Open U145**** Close 28615 Order 2016-03-08 09:02:58.848 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.25 373.50 Open U145**** Close 28615 Fill 2016-03-08 09:02:58.941 GOIL-201604-IPE IB order fill (execution) 28615 34013 Limit 1 Sell 365.50 Pending Modify 365.25 1 U145**** Open -1 0000de2d.56de1b21.01.01 Order 2016-03-08 09:02:58.957 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.25 Pending Open 365.25 1 U145**** Open -1 Order 2016-03-08 09:02:58.958 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.25 Filled 365.25 1 U145**** Open -1 Order 2016-03-08 09:03:03.678 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:03:03.694 GOIL-201604-IPE Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** You'll notice less than 1 second later after requesting open orders it thinks my GOIL-201604-IPE position is 0 when it just got filled by IB as a sell, so it should be -1. Order 2016-03-08 09:03:03.695 GOIL-201604-IPE-USD-100 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145****
^ The real problem! It thinks I have a short position in GOIL-201604-IPE-USD-100 and *not* GOIL-201604-IPE, hence why the chart for GOIL-201604-IPE never reflects that! Order 2016-03-08 09:03:13.896 Requesting Open orders from trading service Unspecified None
Order 2016-03-08 09:03:13.897 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.25 365.00 Pending Open U145**** Close 28615 Order 2016-03-08 09:03:16.724 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.25 368.25 Open U145**** Close 28615[/b] ^ Second problem, these OCO orders are for the trade I put on with SC, and I still see them in SC at the time - but I do *not* see my actual position (green line) in SC. To close the trade I have to close it from TWS or let it hit stop or limit. It thinks these OCO orders are associated with GOIL-201604-IPE (correctly) but thinks my main position is associated with GOIL-201604-IPE-USD-100. Order 2016-03-08 09:03:35.526 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #5 | User order modification. Requested Price: 357.5. Requested Quantity: 1 28616 34014 Limit 1 Buy 359.25 Pending Modify U145**** Close 28615
Order 2016-03-08 09:03:35.651 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 357.50 Open U145**** Close 28615 Order 2016-03-08 09:03:48.498 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 987 Volume #5 | User order modification. Requested Price: 360.75. Requested Quantity: 1 28616 34014 Limit 1 Buy 357.50 Pending Modify U145**** Close 28615 Order 2016-03-08 09:03:48.623 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 360.75 Open U145**** Close 28615 Order 2016-03-08 09:04:03.502 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:04:07.720 GOIL-201604-IPE GOIL-201604-IPE [CV] [M] 377 Volume #10 | User order modification. Requested Price: 359.5. Requested Quantity: 1 28616 34014 Limit 1 Buy 360.75 Pending Modify U145**** Close 28615 Order 2016-03-08 09:04:07.845 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.50 Open U145**** Close 28615 Order 2016-03-08 09:04:22.954 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:11:55.402 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:12:31.363 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:12:59.947 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:14:27.857 Requesting Open orders from trading service Unspecified None Fill 2016-03-08 09:15:05.000 GOIL-201604-IPE-USD-100 IB historical fills data (Restored) 2147483647 1 Buy Filled 366.75 U145**** 0000de2d.56de1b58.01.01 Order 2016-03-08 09:15:05.394 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.50 Canceled U145**** Close 28615 Order 2016-03-08 09:15:05.395 GOIL-201604-IPE IB order status update. 28617 34015 Stop Limit 1 Buy 367.25 368.25 Canceled U145**** Close 28615 Order 2016-03-08 09:15:11.362 GOIL-201604-IPE-USD-100 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-08 09:17:29.490 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:18:14.321 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:24:14.668 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:30:18.815 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:33:14.513 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:36:14.624 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:56:35.125 Disconnected from server Unspecified None Order 2016-03-08 09:56:38.226 Connected to server Unspecified None Order 2016-03-08 09:57:27.784 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:57:27.848 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:57:32.777 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:57:32.793 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:58:40.028 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 09:59:20.827 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:01:38.052 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:04:37.825 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:07:37.864 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:10:37.847 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:13:37.848 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:16:37.853 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:16:58.477 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:17:26.043 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:17:58.669 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:18:07.433 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:18:24.245 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:18:50.010 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:18:57.401 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:19:12.667 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:19:22.159 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:22:16.797 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:25:16.928 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:28:16.884 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:31:20.488 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:31:29.986 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:31:37.518 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:32:03.767 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:37:41.717 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:38:55.625 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:39:24.596 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:39:30.921 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:39:40.421 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:40:14.909 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:42:35.707 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:46:36.583 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:46:53.490 Requesting Open orders from trading service Unspecified None Order 2016-03-08 10:52:41.267 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:55:40.872 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 10:57:29.848 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 11:01:40.769 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 11:04:40.688 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 11:07:41.076 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-08 11:10:42.110 GOIL-201604-IPE-USD-100 Removing Position with quantity of 0 Unspecified U145**** Here's what IB has for the same trade above (note: the times are in PST, so hence there's an 8-hour offset to UTC in the SC logs): SLD 1 GOIL Apr12'16 @IPE 365.25 USD IPE MAR 8 01:02:58 2.40
BOT 1 GOIL Apr12'16 @IPE 366.75 USD IPE MAR 8 01:15:05 2.40 -154.80 Here's another one where I got kinda screwed but to be fair I don't think it was Sierra's fault in this case: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID
Order 2016-03-09 02:43:54.699 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:44:10.635 ECF-201612-IPE-EUR-1000 ECF-201612-IPE-EUR-1000 [CV] [M] 987 Volume #9 | User order entry | Last: 5.04. Server side bracket order 28647 Limit 1 Buy 4.47 Order Sent U145**** Open Order 2016-03-09 02:44:10.636 ECF-201612-IPE-EUR-1000 ECF-201612-IPE-EUR-1000 [CV] [M] 987 Volume #9 | User order entry | Last: 5.04. Attached Order. Server side bracket order 28648 Limit 1 Sell 4.71 Order Sent U145**** Close 28647 Order 2016-03-09 02:44:10.637 ECF-201612-IPE-EUR-1000 ECF-201612-IPE-EUR-1000 [CV] [M] 987 Volume #9 | User order entry | Last: 5.04. Attached Order. Server side bracket order 28649 Stop Limit 1 Sell 4.39 4.14 Order Sent U145**** Close 28647 Order 2016-03-09 02:44:10.901 ECF-201612-IPE-EUR-1000 IB open order update 28648 34048 Limit 1 Sell 4.71 Open U145**** Close 28647 Order 2016-03-09 02:44:10.979 ECF-201612-IPE-EUR-1000 IB open order update 28649 34049 Stop Limit 1 Sell 4.39 4.14 Open U145**** Close 28647 Order 2016-03-09 02:44:17.362 ECF-201612-IPE-EUR-1000 IB open order update 28647 34047 Limit 1 Buy 4.47 Canceled U145**** Open Order 2016-03-09 02:44:17.486 ECF-201612-IPE-EUR-1000 IB order status update. 28648 34048 Limit 1 Sell 4.71 Canceled U145**** Close 28647 Order 2016-03-09 02:44:17.502 ECF-201612-IPE-EUR-1000 IB order status update. 28649 34049 Stop Limit 1 Sell 4.39 4.14 Canceled U145**** Close 28647 Order 2016-03-09 02:44:25.690 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:45:12.342 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:45:21.920 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:45:52.240 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:47:06.326 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:47:43.331 Requesting Open orders from trading service Unspecified None Order 2016-03-09 02:52:31.867 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:24:58.564 Disconnected from server Unspecified None Order 2016-03-09 04:26:27.288 Connected to server Unspecified None Order 2016-03-09 04:26:32.289 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:26:32.585 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:26:58.550 Disconnected from server Unspecified None Order 2016-03-09 04:27:24.425 Connected to server Unspecified None Order 2016-03-09 04:27:29.425 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:27:29.487 Requesting Open orders from trading service Unspecified None Order 2016-03-09 04:59:32.048 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:18:57.050 Disconnected from server Unspecified None Order 2016-03-09 05:19:02.674 Connected to server Unspecified None Order 2016-03-09 05:19:36.349 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:19:38.274 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:29:37.508 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:29:54.681 Requesting Open orders from trading service Unspecified None Order 2016-03-09 05:30:33.721 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:22:04.871 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:38:18.860 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:38:40.553 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:39:52.824 Requesting Open orders from trading service Unspecified None Order 2016-03-09 07:40:11.702 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:01:27.172 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:03:18.478 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:03:48.216 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:08:42.179 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:27:16.202 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:58:33.909 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:58:49.597 Requesting Open orders from trading service Unspecified None Order 2016-03-09 08:59:07.534 Requesting Open orders from trading service Unspecified None Order 2016-03-09 09:00:28.574 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:09:49.882 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:20:48.930 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:43:11.335 Requesting Open orders from trading service Unspecified None Fill 2016-03-09 10:44:21.000 ECF-201612-IPE-EUR-1000 IB historical fills data (Restored) 2147483647 1 Buy Filled 5.06 U145**** 0000de2d.56df6d40.01.01 Order 2016-03-09 10:44:26.327 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 1 Unspecified U145**** Order 2016-03-09 10:46:46.788 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:47:01.994 Requesting Open orders from trading service Unspecified None Order 2016-03-09 10:53:59.362 Requesting Open orders from trading service Unspecified None Order 2016-03-09 11:14:43.538 Requesting Open orders from trading service Unspecified None Order 2016-03-09 18:09:48.819 Disconnected from server Unspecified None Order 2016-03-09 18:09:53.319 Connected to server Unspecified None Order 2016-03-09 18:09:53.402 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-09 18:12:17.816 Requesting Open orders from trading service Unspecified None Order 2016-03-09 18:12:17.850 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 1 Unspecified U145**** Order 2016-03-09 18:12:20.097 Requesting Open orders from trading service Unspecified None Order 2016-03-09 18:13:23.569 Requesting Open orders from trading service Unspecified None Order 2016-03-09 18:21:07.083 Requesting Open orders from trading service Unspecified None Order 2016-03-09 19:03:12.679 Requesting Open orders from trading service Unspecified None Order 2016-03-09 19:27:57.222 Requesting Open orders from trading service Unspecified None Order 2016-03-09 20:50:04.834 Requesting Open orders from trading service Unspecified None Order 2016-03-09 21:34:04.830 Requesting Open orders from trading service Unspecified None Order 2016-03-09 23:03:12.697 Requesting Open orders from trading service Unspecified None Order 2016-03-10 03:03:12.413 Requesting Open orders from trading service Unspecified None Order 2016-03-10 03:20:04.236 Disconnected from server Unspecified None Order 2016-03-10 03:20:07.423 Connected to server Unspecified None Order 2016-03-10 03:20:08.564 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-10 03:20:22.329 Requesting Open orders from trading service Unspecified None Order 2016-03-10 03:20:22.376 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 1 Unspecified U145**** Order 2016-03-10 03:20:25.610 Requesting Open orders from trading service Unspecified None Order 2016-03-10 06:00:48.473 Disconnected from server Unspecified None Order 2016-03-10 06:00:51.754 Connected to server Unspecified None Order 2016-03-10 06:00:51.833 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-10 06:01:43.480 Requesting Open orders from trading service Unspecified None Order 2016-03-10 06:01:43.498 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 1 Unspecified U145**** Order 2016-03-10 06:01:48.620 Requesting Open orders from trading service Unspecified None Order 2016-03-10 07:03:12.027 Requesting Open orders from trading service Unspecified None Order 2016-03-10 09:23:26.389 ECF-201612-IPE-EUR-1000 ECF-201612-IPE-EUR-1000 [CV] [M] 987 Volume #8 | User order entry. Flatten&Cancel | Last: 5.02. Current Position quantity: 1 28684 Market 1 Sell Order Sent U145**** Close 1 Order 2016-03-10 09:23:26.624 ECF-201612-IPE-EUR-1000 IB order fill (execution) 28684 34080 Market 1 Sell Filled 5.02 1 U145**** Close 1 Fill 2016-03-10 09:23:26.625 ECF-201612-IPE-EUR-1000 IB order fill (execution) 28684 34080 Market 1 Sell Filled 5.02 1 U145**** Close 0000de2d.56e0bdcb.01.01 Order 2016-03-10 09:23:31.646 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 09:23:41.381 Requesting Open orders from trading service Unspecified None Order 2016-03-10 09:25:00.358 Requesting Open orders from trading service Unspecified None Order 2016-03-10 09:26:36.051 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 09:32:35.986 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 09:40:14.722 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 09:49:14.576 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 09:52:14.847 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 09:53:30.489 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 09:53:40.239 Requesting Open orders from trading service Unspecified None Order 2016-03-10 09:56:34.613 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 09:57:30.213 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 10:02:34.521 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 10:05:34.715 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 10:08:34.816 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 10:14:34.530 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 10:17:30.177 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 10:23:34.556 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-10 10:26:34.478 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Fill 2016-03-10 14:27:20.000 ECF-201612-IPE-EUR-1000 IB historical fills data (Restored) 2147483647 1 Sell Filled 4.89 U145**** 0000de2d.56e0c181.01.01 Order 2016-03-10 18:20:34.280 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145**** Order 2016-03-10 18:20:40.015 Disconnected from server Unspecified None Order 2016-03-10 18:21:12.271 Connected to server Unspecified None Order 2016-03-10 18:21:13.053 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-10 18:21:23.411 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:21:23.537 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145**** Order 2016-03-10 18:21:32.990 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:31:17.156 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:31:56.503 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:32:31.377 Requesting Open orders from trading service Unspecified None Order 2016-03-10 18:52:11.601 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:03:24.894 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:24:40.939 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:28:31.161 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:29:59.769 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:30:47.096 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:31:07.877 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:32:15.878 Requesting Open orders from trading service Unspecified None Order 2016-03-10 19:36:19.361 Requesting Open orders from trading service Unspecified None Order 2016-03-11 01:48:52.725 Disconnected from server Unspecified None Order 2016-03-11 01:48:56.636 Connected to server Unspecified None Order 2016-03-11 01:48:57.600 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-11 01:50:22.523 Requesting Open orders from trading service Unspecified None Order 2016-03-11 01:50:22.601 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145**** Order 2016-03-11 01:50:37.571 Requesting Open orders from trading service Unspecified None Order 2016-03-11 02:22:41.029 Disconnected from server Unspecified None Order 2016-03-11 02:28:09.173 Connected to server Unspecified None Order 2016-03-11 02:28:09.845 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-11 02:29:18.954 Requesting Open orders from trading service Unspecified None Order 2016-03-11 02:29:19.033 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145**** Order 2016-03-11 02:29:21.673 Requesting Open orders from trading service Unspecified None Order 2016-03-11 03:49:58.637 Disconnected from server Unspecified None Order 2016-03-11 04:09:39.744 Connected to server Unspecified None Order 2016-03-11 04:09:39.791 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-11 04:09:44.759 Requesting Open orders from trading service Unspecified None Order 2016-03-11 04:09:44.776 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145**** Order 2016-03-11 04:09:45.385 Requesting Open orders from trading service Unspecified None Order 2016-03-11 05:26:36.508 Disconnected from server Unspecified None Order 2016-03-11 05:26:40.055 Connected to server Unspecified None Order 2016-03-11 05:26:40.617 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-11 05:26:55.133 Requesting Open orders from trading service Unspecified None Order 2016-03-11 05:26:55.179 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145**** Order 2016-03-11 05:26:56.726 Requesting Open orders from trading service Unspecified None Order 2016-03-11 05:39:35.539 Disconnected from server Unspecified None Order 2016-03-11 05:39:38.617 Connected to server Unspecified None Order 2016-03-11 05:39:38.679 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-11 05:39:48.961 Requesting Open orders from trading service Unspecified None Order 2016-03-11 05:39:48.977 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145**** Order 2016-03-11 05:39:49.008 Requesting Open orders from trading service Unspecified None Fill 2016-03-11 07:05:16.000 ECF-201612-IPE-EUR-1000 IB historical fills data (Restored) 2147483647 1 Buy Filled 5.01 U145**** 0000de2d.56e210c2.01.01 Order 2016-03-11 07:05:21.755 ECF-201612-IPE-EUR-1000 Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-11 07:11:26.299 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 07:14:25.702 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 07:17:25.809 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 07:26:25.838 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 07:35:26.004 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 07:38:25.850 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 07:41:25.907 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 07:53:26.241 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:02:25.933 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:05:25.903 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:09:31.192 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:09:31.208 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:14:26.178 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:20:25.985 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:38:26.283 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:53:56.894 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:53:56.895 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:53:57.331 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 08:54:26.096 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:54:47.741 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:56:05.568 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:56:27.757 Requesting Open orders from trading service Unspecified None Order 2016-03-11 08:57:01.463 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 09:01:15.746 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 09:01:25.293 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:03:22.744 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 09:03:41.352 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:04:01.336 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:17:17.819 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:22:30.404 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:25:39.757 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 09:26:13.225 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:28:39.749 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 09:31:39.747 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 09:35:06.694 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:35:26.616 Requesting Open orders from trading service Unspecified None Order 2016-03-11 09:40:39.879 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 09:46:39.876 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 09:55:40.095 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 10:01:40.104 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 10:04:40.038 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 10:07:40.203 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 17:40:41.499 Disconnected from server Unspecified None Order 2016-03-11 17:40:45.477 Connected to server Unspecified None Order 2016-03-11 17:41:57.706 Requesting Open orders from trading service Unspecified None Order 2016-03-11 17:41:57.753 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 17:44:00.093 Requesting Open orders from trading service Unspecified None Order 2016-03-11 17:44:00.108 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 17:46:05.019 ECF-201612-IPE-EUR-1000 Removing Position with quantity of 0 Unspecified U145**** Order 2016-03-11 18:07:00.328 Requesting Open orders from trading service Unspecified None Order 2016-03-11 18:07:17.859 Requesting Open orders from trading service Unspecified None Order 2016-03-11 18:47:49.412 Requesting Open orders from trading service Unspecified None Order 2016-03-11 19:39:14.697 Requesting Open orders from trading service Unspecified None Order 2016-03-11 23:10:41.604 Disconnected from server Unspecified None Order 2016-03-11 23:10:44.736 Connected to server Unspecified None Order 2016-03-11 23:10:49.737 Requesting Open orders from trading service Unspecified None Order 2016-03-11 23:16:28.670 Disconnected from server Unspecified None Order 2016-03-11 23:16:31.781 Connected to server Unspecified None Order 2016-03-11 23:16:36.848 Requesting Open orders from trading service Unspecified None BOT 1 ECF Dec19'16 @IPE 5.06 EUR IPE MAR 9 02:44:21 6.00
SLD 1 ECF Dec19'16 @IPE 5.02 EUR IPE MAR 10 01:23:26 6.00 -52.00 SLD 1 ECF Dec19'16 @IPE 4.89 EUR IPE MAR 10 06:27:20 6.00 BOT 1 ECF Dec19'16 @IPE 5.01 EUR IPE MAR 10 23:05:16 6.00 -132.00 I entered an order from TWS (was testing if ECF was available for trading again) and got filled, Sierra then recognizes the fill *but does not recognize the OCO orders that TWS had submitted live after the fill*. I flatten the position from Sierra the next day only to forget about the resting OCO orders still on TWS and at the exchange (at the time probably thinking the position was flattened, but forgetting SC never even saw the OCO orders to cancel them). I then get filled some hours later without any risk control (because it tripped that orphaned OCO stop order that was still live) with myself eventually flattening that rogue position a day after later. Luckily this wasn't a fast moving contract and while I don't think that specifically was SC's fault I do think this can be more reliable here to diminish the possibility of people ending up in these type of situations. Also look closely and you'll see the "removing position with quantity of 0" over and over again long after the position had been closed from the TWS side. It's like there's some kind of split-brain problem going on here. You have to remember here that if I added my own symbols months ago for things that SC didn't know about and then later SC comes along and adds their own symbols for the same instruments - but with slightly different versions (GOIL-######-IPE vs GOIL-######-USD-100) then that's going to be a hidden problem I'd never even detect without being aware of every single potential duplicate symbol. I can repro things with GOIL, C, or D instruments pretty easily (and they all happen to be symbols who have "dupe" entries in my symbol list). I think SC should make an extra safety check here for *similar* positions which could for the same underlying symbol to help guard against some of this. In the ECF case above (the 2nd one) that doesn't fall into it and has to be something different, but in the GOIL case it's definitely related. At the minimum SC needs <SYMBOL>-<MONTH>-<EXCHANGE> to even trade with IB, so if a position comes back from IB as GOIL-######-IPE-USD-100 then I think a safe thing for SC to do at that point is *also* check on the first 3 parts of the symbol for conflicts in it's own internal position table, just to be on the safe side. |
| [2016-03-13 22:14:51] |
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In the case of Orders and Positions, duplicate symbols( same but with additional symbol parameters) does not matter: In all cases the real orders are actually correct on TWS. I think I have a hunch what might be causing some of these spurious order fill / disappearing orders issues with IB - or atleast one thing possibly contributing to it. If one has multiple symbols for the same instrument it's possible for SC/IB to have a mismatch on what's going where.
For instance: GOIL-######-IPE GOIL-######-IPE-USD-100 D-######-ICEEUSOFT D-######-ICEEUSOFT-USD-10 C-######-ICEEUSOFT-GBP C-######-ICEEUSOFT-GBP-10 For futures Positions only the first 3 or 5 parts are used and you can see that in Trade >> Trade Orders and Positions >> Positions. And for orders, it is only the Service Order ID which is used for matching. Not the symbol so long as the order is in the order list in Sierra Chart and it should be. If you do not see the Position there, it was never provided by TWS. The problem the user encountered most likely was due to changes to solve the problem with 2016 contracts and due to an issue which arose from those changes which was later fixed. 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: 2016-03-14 01:32:12
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| [2016-03-14 00:22:18] |
| i960 - Posts: 360 |
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What I'm telling you is that I can reproduce issues in the latest SC as of now. It's not like it happened to me at some point and then went away, it's reproduceable. Read what I posted again: Order 2016-03-08 09:02:58.770 GOIL-201604-IPE IB open order update 28616 34014 Limit 1 Buy 359.25 Open U145**** Close 28615
Order 2016-03-08 09:02:58.848 GOIL-201604-IPE IB open order update 28617 34015 Stop Limit 1 Buy 367.25 373.50 Open U145**** Close 28615 Fill 2016-03-08 09:02:58.941 GOIL-201604-IPE IB order fill (execution) 28615 34013 Limit 1 Sell 365.50 Pending Modify 365.25 1 U145**** Open -1 0000de2d.56de1b21.01.01 Order 2016-03-08 09:02:58.957 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.25 Pending Open 365.25 1 U145**** Open -1 Order 2016-03-08 09:02:58.958 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.25 Filled 365.25 1 U145**** Open -1 Order 2016-03-08 09:03:03.678 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:03:03.694 GOIL-201604-IPE Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** ^^^ You'll notice less than 1 second later after requesting open orders it thinks my GOIL-201604-IPE position is 0 when it just got filled by IB as a sell, so it should be -1. Order 2016-03-08 09:03:03.695 GOIL-201604-IPE-USD-100 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145****
^ The real problem! It thinks I have a short position in GOIL-201604-IPE-USD-100 and *not* GOIL-201604-IPE, hence why the chart for GOIL-201604-IPE never reflects that! For this trade: SLD 1 GOIL Apr12'16 @IPE 365.25 USD IPE MAR 8 01:02:58 2.40
BOT 1 GOIL Apr12'16 @IPE 366.75 USD IPE MAR 8 01:15:05 2.40 -154.80 Again: Order 2016-03-08 09:02:58.958 GOIL-201604-IPE IB open order update 28615 34013 Limit 1 Sell 365.25 Filled 365.25 1 U145**** Open -1 Order 2016-03-08 09:03:03.678 Requesting Open orders from trading service Unspecified None Order 2016-03-08 09:03:03.694 GOIL-201604-IPE Synchronized Internal Position to current Service Position. Current Position quantity: 0 Unspecified U145**** Order 2016-03-08 09:03:03.695 GOIL-201604-IPE-USD-100 Synchronized Internal Position to current Service Position. Current Position quantity: -1 Unspecified U145**** We can sit all day and say the symbols don't matter when practical reality shows they actually do. It ain't a TWS problem here as far as I can see. I'll be happy to max out TWS logging and SC logging and demonstrate it during a GOIL, C, or D trade along with parallel GOIL-201604-IPE vs GOIL-201604-IPE-USD-100 charts. Date Time Of Last Edit: 2016-03-14 00:23:12
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| [2016-03-14 01:39:07] |
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We made a mistake. Correction: For futures Positions only the first 3 or 5 parts are used and you can see that in Trade >> Trade Orders and Positions >> Positions. The number of parts actually depends upon the particular security type. 5 parts will be used if a symbol containing 5 parts is found in the Symbol Settings. So if you have the same futures contract in the Symbol Settings twice with a different number of parts, then there can be a problem. So you need to avoid this. It ain't a TWS problem here as far as I can see.
Yes in this particular case it is not, but you have added your own Symbol Settings which conflict with existing settings, or we changed a symbol and there were symbol settings in there twice for it.Although in newer versions of Sierra Chart when we change a symbol, duplicates are eliminated. And this particular problem where a Position will be tracked using five parts rather than than three parts, began when Interactive Brokers released support for the mini DAX, which has not been for very long. None of this is relevant though to the original post. 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: 2016-03-14 01:40:13
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| [2016-03-14 02:06:27] |
| i960 - Posts: 360 |
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Yes in this particular case it is not, but you have added your own Symbol Settings which conflict with existing settings, or we changed a symbol and there were symbol settings in there twice for it. That's what I was making the reference to earlier. But remember I added these symbols much earlier on than when Sierra did and then later provided the symbol data for Sierra to add (and/or other people requested it). There's very little way for me to know you added one at some point later. What I was asking much earlier though is: what symbol format should we be predominantly using? The 3 part or the 5 part? Are all the 3-part symbols going to be replaced with 5-parts at some point or preserved for backwards compatibility? |
| [2016-03-14 18:58:43] |
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New futures symbols should have five parts. Any time we add a new futures symbol it is always five parts. Three parts are there just for back compatibility.
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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