Support Board
Date/Time: Sun, 12 Jan 2025 18:55:01 +0000
LMAX DTC Demo server not in sync with LMAX account
View Count: 991
| [2017-03-10 16:44:58] |
| gomifromparis - Posts: 244 |
|
Hi, I'm doing some tests with the LMAX API, so I enter multiple trades on the web site, some using the API, and also using Sierra DTC. Today again I managed to make my Sierra local fills and the LMAX server off sync, i.e. the local Sierra thinks I'm long 20 contracts, the LMAX server shows I'm flat. To be sure I emptied the fill log and reloaded, same thing. Here are the logs, you can see that all the trades PnL is in sync up to 15:14, then all is off. I nailed it down to one trade , here's what I found, hope you can have a look. PS : on the LMAX log, 85BC Limit +90 means 90 long limit order, with only a 85 fill (partial) Thanks |
 tradesdtc.PNG / V - Attached On 2017-03-10 16:40:18 UTC - Size: 26.76 KB - 282 views dtclog.png / V - Attached On 2017-03-10 16:40:24 UTC - Size: 119.62 KB - 293 views lmaxlog.png / V - Attached On 2017-03-10 16:40:29 UTC - Size: 97.43 KB - 299 views |
| [2017-03-10 17:52:49] |
| |
|
We need some time to look this over, but if there are any incorrect fills, they would be originating from the LMAX FIX server.
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 |
| [2017-03-13 10:23:00] |
| |
|
This is what we see: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition
Order 2017-03-10 14:14:16.881 GDAXI LMAX order update (New) | New order originated from external service 13475 AAAEBgAAAAAJ57DD Limit 900 Buy 12010.6 Open 196968894 Fill 2017-03-10 14:14:16.883 GDAXI LMAX order update (Partial) 13475 AAAEBgAAAAAJ57DD Limit 150 Buy 12010.6 Open 12010.6 150 196968894 Open C72BvgAAAAAeYxi4 Fill 2017-03-10 14:14:17.169 GDAXI LMAX order update (Partial) 13475 AAAEBgAAAAAJ57DD Limit 100 Buy 12010.6 Open 12010.6 250 196968894 Open C72BvgAAAAAeYxi7 Fill 2017-03-10 14:14:19.984 GDAXI LMAX order update (Partial) 13475 AAAEBgAAAAAJ57DD Limit 150 Buy 12010.6 Open 12010.6 400 196968894 Open C72BvgAAAAAeYxjE Fill 2017-03-10 14:14:22.163 GDAXI LMAX order update (Partial) 13475 AAAEBgAAAAAJ57DD Limit 100 Buy 12010.6 Open 12010.6 500 196968894 Open C72BvgAAAAAeYxjg Fill 2017-03-10 14:14:24.891 GDAXI LMAX order update (Partial) 13475 AAAEBgAAAAAJ57DD Limit 150 Buy 12010.6 Open 12010.6 650 196968894 Open C72BvgAAAAAeYxj3 Fill 2017-03-10 14:16:07.968 GDAXI LMAX order update (Partial) 13475 AAAEBgAAAAAJ57DD Limit 200 Buy 12010.6 Open 12010.6 850 196968894 Open C72BvgAAAAAeYx6S Fill 2017-03-10 14:16:15.000 GDAXI LMAX historical fills data (Restored) AAAEBgAAAAAJ57Oe 100 Sell Filled 12012.6 196968894 C72BvgAAAAAeYx9B Fill 2017-03-10 14:16:17.000 GDAXI LMAX historical fills data (Restored) AAAEBgAAAAAJ57Oe 100 Sell Filled 12012.6 196968894 C72BvgAAAAAeYx9T Order 2017-03-10 14:16:17.202 GDAXI LMAX order update (Canceled) 13475 AAAEBgAAAAAJ57DD Limit 850 Buy 12010.6 Canceled 12010.6 850 196968894 After looking this over, the problem is the client order ID is the same for different orders: 4808038290974466859 Not sure where that Identifier originates from. It is not from Sierra Chart. This should not be happening and is causing execution reports to be mapped to the wrong order causing some unusual issues. We are putting a patch in for this. 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 |
| [2017-03-14 18:21:52] |
| |
|
We have released a solution to this on the LMAX demo DTC server. Please test and let us know if you see any further 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: