Support Board
Date/Time: Wed, 15 Jan 2025 18:03:13 +0000
GTD (Good Till Date Time) Orders Not Matching
View Count: 28635
| [2017-08-03 01:30:32] |
| User515092 - Posts: 11 |
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Hello, I am utilizing GTD orders to keep trades live during a certain period of the trading day. If they don't get filled, ideally, I'd like them to cancel. This automates a significant portion of my trading. When I enter the Time next to the date with "TimeInForce:Good Till Date Time" selected, it populates fine. However, when I put in the actual order for a live trade, that order does not match the time I put in. I've attached an example of this where I put in a time of 12:00:00, and then enter the order (where the time populates as "00:00:00"). How can I make the time entered in the Good till Date Time order match the live order? |
| Attachment Deleted. |
GTD 1.png| [2017-08-03 01:56:00] |
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We looked into this and this is the reason why: Conditionally required if TimeInForce = GTD.
The CQG gateway does not support ExpireTime (tag 126). Only expiration date can be set. Orders expire at the end of the trading session. 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: 2017-08-03 01:56:39
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| [2017-08-03 02:00:39] |
| User515092 - Posts: 11 |
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So I should contact CQG about the possibility of setting ExpireTime?
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| [2017-08-03 02:23:22] |
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Yes, you could do that.
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 |
| [2017-08-03 02:27:24] |
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But first try using the CQG Web API. We checked and it appears as though a time is supported. Certainly the time is passed through to their system for good till Date-Time orders. You can set this through Global Settings >> Data/Trade Service Settings >> Service. 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 |
| [2017-08-03 02:50:54] |
| User515092 - Posts: 11 |
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Yep, that worked with an order I put through. If it doesn't also work live tomorrow, I'll give you guys an update. Thank you!
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| [2017-08-03 16:23:26] |
| User515092 - Posts: 11 |
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Update: So now I can type in the time in force and it populates to the live order entry, but when I go to check the orders screen after the trade is live, it shows that the parent order (the limit order) is marked for 00:00:00 time today (which is weird, because the orders are still live) and that the OCO orders (a stop and target) are scheduled to cancel at the alloted time (in this case 13:00:00 and 14:30:00). But it's bizarre that the initial limit order wouldn't stop being in force there.
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| [2017-08-03 18:46:42] |
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We are looking into this and doing some testing. The expiration date-time needs to be passed in the UTC time zone and that is not currently the case. This is at least part of the issue. But this does not explain why you see an expiration time of 0:00:00.
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: 2017-08-03 18:48:49
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| [2017-08-04 00:20:53] |
| User515092 - Posts: 11 |
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Ok thank you
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| [2017-08-04 00:23:22] |
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We determined the underlying issue and we will have this resolved by the end of the day tomorrow.
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 |
| [2017-08-04 13:50:06] |
| User515092 - Posts: 11 |
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Sounds good, let me know when and I'll try it live
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| [2017-08-04 23:55:48] |
| User515092 - Posts: 11 |
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Was the issue resolved?
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| [2017-08-05 01:29:05] |
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Yes, but we have yet to release it. Will be done tomorrow.
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 |
| [2017-08-23 14:10:05] |
| User515092 - Posts: 11 |
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Hello, has this feature been released yet? It still isn't working on my end. Thanks
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| [2017-08-23 14:18:13] |
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Yes about two weeks ago. Update with Help >> Download Current Version. Refer to: Software Download: Fast Update 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: 2017-08-23 14:18:48
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| [2017-08-23 14:18:58] |
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Prior post has been updated.
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 |
| [2017-08-23 17:18:55] |
| User515092 - Posts: 11 |
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Thank you. The orders are going through, but not canceling at the designated time. I set the order out this morning to expire at 13:00:00 hours and it didn't expire at that time. Please advise. (The time is set for EST)
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| [2017-08-26 03:48:14] |
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Is the Good Till Date Time in the Trade >> Trade Orders and Positions >> Orders tab displaying the correct date and time after the order is submitted?
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 |
| [2017-08-30 14:39:59] |
| User515092 - Posts: 11 |
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Hello, for the open order it says "Good till Date Time" for Time in Force column and then in the Good Till DateTime column it says "2017-08-30 00:00:00" (for example) For the child orders it gives the correct date and time - so the target and limit say "2017-08-30 11:00:00" (for example). However for both the child orders it says the Time in Force is "Day" So in the Time in Force column it correctly says "Good till Date Time" ; whereas the child orders say "Day" (as in day order). In the Good Til DateTime column the main limit order has a time of "00:00:00" whereas the child orders have a (correct) time of 11:00:00 On other trading systems with Good till Date Time orders both the parent and child orders will match up and cancel at the ascribed time. |
| [2017-08-30 19:53:26] |
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OK so you want to be able to set a particular Good till Date-Time for Attached orders. Only Day and Good till canceled are supported for Attached Orders. Refer to: Attached Orders: Time In Force We will have to work on support for Good Till Date-Time for Attached Orders. 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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