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Date/Time: Thu, 25 Apr 2024 12:47:51 +0000



Unsubscribed from market depth data

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[2019-01-14 23:10:52]
User143681 - Posts: 45
Hello, receiving this log event multiple times a day. The setup environment is main instance Cqg-Fix on computer 1 and DTC-Subinstance on computer 2. Platforms work in sync until the event occurs, causing data sync discord between the two sessions.


C.US.EW3F1926800 #2 | Reloading chart. | 2019-01-14 12:26:55
C.US.EW3F1926800 5 Min #1 | Reloading chart. | 2019-01-14 12:26:55
C.US.EW3F1926800 1 Min #12 | Reloading chart. | 2019-01-14 12:26:55
Unsubscribed from market depth data for C.US.EW3F1926700 | 2019-01-14 12:26:56
CQG FIX Trading | Requesting market data for C.US.EW3F1926700 | 2019-01-14 12:26:56
Requesting market depth updates for: C.US.EW3F1926800 if supported. | 2019-01-14 12:26:56
CQG FIX Trading | Requesting market data including full depth for C.US.EW3F1926800 | 2019-01-14 12:26:56
DTCServer (2) | Socket gracefully closed by remote side. | 2019-01-14 12:41:29
DTCServer (2) | Close event error. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2019-01-14 12:41:29 *
DTCServer (2) | Max send buffers used during socket life: 37 | 2019-01-14 12:41:29
DTCServer (2) | Signaling to core to close socket | 2019-01-14 12:41:29
DTCServer (2) | Write in progress. Shutdown being delayed. | 2019-01-14 12:41:29
DTCServer (2) | Socket send error. Windows error code 10054: An existing connection was forcibly closed by the remote host. | 2019-01-14 12:41:29
DTCServer (2) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2019-01-14 12:41:29
DTCServer (2) | Closed. | 2019-01-14 12:41:29
Unsubscribed from market depth data for P.US.EW3F1924500 | 2019-01-14 12:41:33
CQG FIX Trading | Requesting market data for P.US.EW3F1924500 | 2019-01-14 12:41:33
Deleting individual DTC server: DTC client #9. Sierra Chart. 10.10.12.61 | 2019-01-14 12:41:56
[2019-01-15 18:58:43]
Sierra Chart Engineering - Posts: 104368
causing data sync discord between the two sessions.
Do you mean with the market depth data?
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
[2019-01-15 22:18:19]
User143681 - Posts: 45
After the event the DTC-Subinstance DOM on computer 2 doesn't show open positions or position p/l. Also order placement is not reflected across both sessions after the event and new orders show only on the session from where the order was placed.

To reestablish common sync between the sessions, we close the session on computer 1 and login as CQG-Fix from computer 2, then close out computer 2 and log the CQG-Fix session back on computer 1 and DTS-Subinstance on computer 2.

Is the issue related to Sierra Chart or a network or tcpip event?
[2019-01-17 01:53:19]
User143681 - Posts: 45
Please find attached an image of the Dtc-Subinstance DOM and QuoteBoard. After the event occurs the DOM doesn't show the QuoteBoard highlighted position P/L as it did before the event, and we cannot any longer manage the position on the DOM through the DTC session.
Private File
[2019-01-17 19:07:33]
Sierra Chart Engineering - Posts: 104368
Messages like
Unsubscribed from market depth data for P.US.EW3F1924500

are wholly unrelated to anything trading related. There is no connection between the two at all.

This is hard for us to analyze from our perspective. We would need you to demonstrate this to us doing a remote assistance session for us to understand it. Could you do that?

We need you to set your full name and details including telephone number here:
https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo
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
[2019-01-17 19:15:15]
User143681 - Posts: 45
Hello, I am available to schedule a remote session. Please advise, thank you.
[2019-01-18 19:04:51]
Sierra Chart Engineering - Posts: 104368
Please advise and as to the reliability of using DTC-Subinstance feature or is it an unreliable feature of Sierra Chart?
It is 100% reliable. This functionality is used for CTS and LMAX order routing and does work 100% reliably.

We need to gain an understanding of what the issue is in your case.

We called and we only got voicemail. We left you a message.
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: 2019-01-18 19:05:19
[2019-01-20 23:04:47]
User143681 - Posts: 45
We trade emini contracts and options.

The issues we experienced were in live sessions using a DTC-SubInstance connection to another local computer running CQG Fix trading.

Since first informing about the multiple disconnect events these seem to have been less last week. However, the issue itself does still occur where the DTC session will experience loss of position data that previously displayed in the Quoteboard and DOM P/L. Therefore after the occurrence, the active trades cannot be managed from the DTC session using the Quoteboard or DOM. Notice in the picture of the linked DOM and Quoteboard, the Quoteboard highlights the active position and the DOM shows no open position P/L. One way we seem to reproduce the event is disconnecting the DTC session, and after a short time period reconnecting the DTC session again.

Another unexpected event we experienced last week was placing an emini contract trade from the DTC-subinstance session. The trades were executed from the DOM and it actively showed the open position and the close, and shows the NPL: profit. However, the trade log showed the activity as a [sim] trade, aside the live options trade activity, while the log display setting was set to show all-symbols non-sim. Checking with the AMP trade desk reported no emini contract trade activity in the account.

I am attaching pictures that are helpful, and look forward to another opportunity of scheduling a call with you. Thank you!
imageDTC-Subinstance_Quoteboard_DOM.png / V - Attached On 2019-01-20 22:41:54 UTC - Size: 305.88 KB - 260 views
imageDTC-Subinstance_emini_DOM_PL view.png / V - Attached On 2019-01-20 22:42:07 UTC - Size: 292.61 KB - 253 views
imageTrade Log.png / V - Attached On 2019-01-20 22:42:14 UTC - Size: 213.19 KB - 278 views
[2019-01-21 00:56:13]
Sierra Chart Engineering - Posts: 104368
We think that these problems all center around not having the Trade Account on the Trading DOM in the sub instances set to your actual account. It is instead set to a simulation account or the wrong account. Check that:
Basic Trading and the Trade Window: Main/C >> Trade Account (Selecting Trade Account for Chart / Trade DOM)

However, the trade log showed the activity as a [sim] trade, aside the live options trade activity, while the log display setting was set to show all-symbols non-sim.
This would mean that the trade was actually simulated. And if you have All Symbols (Non-simulated) selected in the Trade Activity Log, it should not display any simulated order activity in the latest version. We did verify 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
Date Time Of Last Edit: 2019-01-21 01:04:20
[2019-01-21 01:54:07]
Sierra Chart Engineering - Posts: 104368
Make sure the sub instance is connected to the main instance and that the main instance is connected to your CQG trading account. It should receive the live account numbers. If there still is a problem, let us know. But anyway, it is quite clear that this is the reason for the issue.
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
[2019-01-21 03:29:04]
User143681 - Posts: 45
After checking the Trade Window both DOM's are set to the Sim1 setting. Only after toggling the ControlBar TSM item to live trading did the Trade Window drop-down menu show the live account option.

However, toggling the ControlBar TSM item back to trade simulation changes the Trade Window back to Sim1 automatically, but toggling the ControlBar TSM item back to live trading doesn't automatically change/return the Trade Window to the live account.

This event happens only in the DTC-SubInstance connection. The main account CQG Fix connection does automatically change the Trade Window from Sim to live trading, when toggling the ControlBar TSM item.

Your thoughts about making the ControlBar TSM item in a DTC session operate similarly as seen in the main session?

Another note, the Trade Windows of all Chartbooks in the main session will change/update to the status of the ControlBar TSM item i.e. live or sim, making the entire session live or simulated. But in the DTC session regardless of the Controlbar TSM item state, each Chartbook Trade Window requires manual switching to change the status.

Thank you, much appreciated!
Date Time Of Last Edit: 2019-01-21 14:27:37
[2019-01-21 15:39:16]
AlexPereira - Posts: 197
However, toggling the ControlBar TSM item back to trade simulation changes the Trade Window back to Sim1 automatically, but toggling the ControlBar TSM item back to live trading doesn't automatically change/return the Trade Window to the live account.

I can confirm this also happened to me. Connection is LMAX.
On single instance SC, changing from Live to Simulation, changes the accounts accordingly in the trade window. Doing the same on a sub-instance, does not, and leaves the trade window trading account on SIM1.
Date Time Of Last Edit: 2019-01-21 15:39:46
[2019-01-21 20:19:39]
Sierra Chart Engineering - Posts: 104368
We are fairly sure it works this way due to a recent support request where this was the behavior that was wanted.

You just have to really make sure the trade account is set correctly and/or do not enable or disable Trade Simulation Mode in a sub instance.

A simulation account is also valid account that can be used when not in Trade Simulation mode in a sub instance.
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: 2019-01-21 20:20:04
[2019-01-22 02:26:12]
User143681 - Posts: 45
Since the ControlBar is always in view and the Trade Window isn't, the ControlBar TSM status should always reference the current Chartbook trade mode status.

As in the main account session the ControlBar TSM controls the entire session for all open Chartbooks and Trade Windows, therefore displays the true trade mode status of the Chartbooks.

If the ControlBar TSM in a sub-instance session could control and display the trade mode status of individual Chartbooks and therefore the Trade Window of the Chartbook would change too, it then would operate similar to how it does in the main account session, and still support the option to assign individual Chartbooks in a sub-instance session to sim and another to a different account.

By allowing a Chartbook in a sub-instance session to remain in sim mode even though the ControlBar TSM can be toggled and appear to show live trading mode, which is also stated in the popup message when toggling the ControlBar TSM status, is confusing, unless the trader opens the Trade Window to confirm the true Chartbook mode.

Thank you, Sierra Chart is a great program and appreciate your thoughts and consideration.
Date Time Of Last Edit: 2019-01-22 05:59:52
[2019-02-06 18:21:54]
Sierra Chart Engineering - Posts: 104368
Refer to our response here in regards to this:
Trade Window status - sub-instance

We have implemented a proper solution to 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

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