Support Board
Date/Time: Fri, 10 Jan 2025 23:00:33 +0000
Attached Orders and Daily P&L
View Count: 3147
| [2016-10-17 14:19:57] |
| hursthead - Posts: 28 |
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Hi, I entered into 3 trades on 14 OCT 2016 and all 3 OCO orders attached to it did not flow through and I had to manually enter the OCO myself. Below are the logs for the trade. Appreciate if you could tell me what is wrong with it? I am checking with Interactive Brokers on their side as well. Today I did a few trades and attached orders are getting through but my daily P&L does not update after the position is closed. Trade Activity Log: File read result: 1395 records inserted. 0 records filtered. ; 2016-10-14 09:18:39 Trade Activity Log: File date-time limits: Sim records date-time limit is 2016-09-29 00:00:00. Non-sim records date-time limit is 2016-07-13 00:00:00. Non-sim fill record date-time limit is 2015-10-15 00:00:00. ; 2016-10-14 09:18:39 Interactive Brokers ; Requesting Open orders. ; 2016-10-14 09:18:54 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 09:18:54 Inserted missing order fill for symbol: CL-201611-NYMEX. Account: U**964. Date-Time: 2016-10-14 09:17:26. ; 2016-10-14 09:18:54 Interactive Brokers ; Requesting Open orders. ; 2016-10-14 09:18:59 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 09:18:59 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 190. ; 2016-10-14 09:44:49 Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 955, Overfill Quantity: 1, Symbol: CL-201611-NYMEX. ; Symbol: CL-201611-NYMEX ; TradeAccount: U**964 ; InternalOrderID: 955 ; 2016-10-14 09:44:49 * Interactive Brokers ; Requesting Open orders. ; 2016-10-14 09:45:04 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 09:45:04 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 191. ; 2016-10-14 09:46:25 Interactive Brokers ; Requesting Open orders. ; 2016-10-14 09:46:39 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 09:46:39 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 193. ; 2016-10-14 09:49:39 Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 960, Overfill Quantity: 1, Symbol: CL-201611-NYMEX. ; Symbol: CL-201611-NYMEX ; TradeAccount: U**964 ; InternalOrderID: 960 ; 2016-10-14 09:49:39 * Interactive Brokers ; Requesting Open orders. ; 2016-10-14 09:49:53 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 09:49:53 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 194. ; 2016-10-14 10:05:06 Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 961, Overfill Quantity: 1, Symbol: CL-201611-NYMEX. ; Symbol: CL-201611-NYMEX ; TradeAccount: U**964 ; InternalOrderID: 961 ; 2016-10-14 10:05:07 * Interactive Brokers ; Requesting Open orders. ; 2016-10-14 10:05:21 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 10:05:21 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 195. ; 2016-10-14 10:05:56 Interactive Brokers ; Requesting Open orders. ; 2016-10-14 10:06:11 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 10:06:11 Interactive Brokers ; Requesting Open orders. ; 2016-10-14 10:07:08 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 10:07:08 Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 965, Overfill Quantity: 1, Symbol: CL-201611-NYMEX. ; Symbol: CL-201611-NYMEX ; TradeAccount: U**964 ; InternalOrderID: 965 ; 2016-10-14 10:09:05 * Interactive Brokers ; Requesting Open orders. ; 2016-10-14 10:16:55 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 10:16:55 Interactive Brokers ; Requesting Open orders. ; 2016-10-14 13:18:43 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 13:18:43 Interactive Brokers ; Requesting Open orders. ; 2016-10-14 17:18:43 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 17:18:43 Interactive Brokers ; Requesting Open orders. ; 2016-10-14 21:18:43 Interactive Brokers ; Received Open orders end message. ; 2016-10-14 21:18:43 |
| [2016-10-17 15:16:49] |
| hursthead - Posts: 28 |
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I had 10 trades today but my trade report showing nothing. I have trade orders fill enabled on my chart and I dont see anything on the chart either. Is it related to the problem above? Thanks. |
Private File |
| [2016-10-17 17:45:23] |
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Hi, I entered into 3 trades on 14 OCT 2016 and all 3 OCO orders attached to it did not flow through and I had to manually enter the OCO myself. Below are the logs for the trade. Appreciate if you could tell me what is wrong with it? Follow the instructions here:http://www.sierrachart.com/index.php?page=doc/TradeActivityLogAnalysis.php#SupportAssistedTradeActivityLogAnalysis Today I did a few trades and attached orders are getting through but my daily P&L does not update after the position is closed. http://www.sierrachart.com/index.php?page=doc/DailyProfitLossValue.html I had 10 trades today but my trade report showing nothing.
Refer to:http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#MissingOrderFills 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 |
| [2016-10-17 18:33:28] |
| hursthead - Posts: 28 |
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hi, for I had 10 trades today but my trade report showing nothing. Refer to: http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#MissingOrderFills i read it and the 10 trades are all executed today. i have attached the orders and fills log. if orders show trades executed, should there be something in the fills log? another question: Notice - An overfill UpdateOrder call has occurred. InternalOrderID: 965, Overfill Quantity: 1, Symbol: CL-201611-NYMEX. ; Symbol: CL-201611-NYMEX ; TradeAccount: U**964 ; InternalOrderID: 965 ; 2016-10-14 10:09:05 * Whta does an overfill mean? or rather, what does this notice mean to me? thanks. |
Private File Private File Private File Private File |
| [2016-10-17 21:23:10] |
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We think we know what the cause of this is. Just give us about an hour to look into this and we will respond in this thread with more information.
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 |
| [2016-10-17 22:08:35] |
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This problem is *not* related to any changes Sierra Chart has made and released. The conclusion at this point, is that when an IB execution message is received which indicates an order fill, the Total Filled Quantity field is zero which leads to the following issues: - An overfill error occurs. - The fill is not logged. This also affects any profit/loss calculations which depend on this. - The internal position quantity is not immediately updated and will be updated eight seconds later. 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: 2016-10-17 22:09:00
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