Support Board
Date/Time: Fri, 31 Jan 2025 22:43:38 +0000
SIM unexpected order filled on startup
View Count: 1051
| [2019-05-22 09:22:43] |
| User745789 - Posts: 356 |
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I started SC and an order was filled. I am sure I did not place that order. The last thing I did before the RTH market shut was flatten and cancel. I was flat as a result, with no open orders, and have chart screenshot to show this. It is not the first time I have suspected this has happened. What can I do to audit this? It is likely my error, but I would like to resolve. Please see attached screen shot for the last things that happened. - Position = -2 - Flatten and cancel at 14:41hrs. - RTH session closed at 1515hrs. SC was still running. - SC was shut down before the next session started at 1630hrs. I had no open orders that I know of. - SC restarted at 17:58hrs. A Buy Limit order was filled. |
 orders.PNG / V - Attached On 2019-05-22 09:21:49 UTC - Size: 592.37 KB - 253 views |
| [2019-05-22 15:04:03] |
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Refer to: Trade Activity Log Analysis: Determining the Origin of a New/Modified Order 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 |
| [2019-05-22 23:29:12] |
| User745789 - Posts: 356 |
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Audited accordingly. I did not enter an order. An order was filled when SC started. This was in SIM. Sequence: 1. Position = -2. Orders = Buy 2 Limit 2. Flatten and Cancel initiated 3. Position = 0. Orders = none. 4. RTH closes. 5. SC shut down. 5. Evening session starts. 6. SC started. 7. Buy 2 Limit order immediately executed. I hope it never happens if I ever go live with SC. |
| [2019-05-23 00:20:05] |
| User745789 - Posts: 356 |
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Additional: - Flatten and Cancel initiated via a hotkey - Cancel Orders on Flat Position = True. Date Time Of Last Edit: 2019-05-23 00:22:12
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| [2019-05-23 03:09:13] |
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That is not the information we need. Provide the order lines for the unexpected order from the Trade Activity Log. Instructions: Trade Activity Log: Providing Trade Activity Log Data Lines to Support If you cannot find it, then there was never any order submitted to begin with. In which case there must be some other explanation like the reported position was different for some other reason. Which brings up the question, how do you come to the conclusion that you do in the subject line? 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: 2019-05-23 03:10:16
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| [2019-05-23 04:55:39] |
| User745789 - Posts: 356 |
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Please excuse my incorrect choice of words.. I'll edit the subject line. I am trying to help you, like I did in the past. Trade Activity attached. I can also show a screenshot of a chart with no open positions or open orders indicated. See Flatten and Cancel at 14:41hrs. Then order fill at 17:58, which is when I restarted. That is the "unexpected" order. I am extremely busy, and to be honest do not actually remember shutting down SC during the period of concern here. I was away from my trading desk for some time. When I returned at 17:58hrs, SC was not running which I recall was odd. I recall this now, and so looked into the log for that session. Maybe this is relevant: From the very end of the log, when I assume SC shut down. I note other logs do not end like this: DTCServer (3) | Close event error. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2019-05-22 15:55:52
DTCServer (3) | Socket gracefully closed by remote side. | 2019-05-22 15:55:52 DTCServer (3) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2019-05-22 15:55:52 DTCServer (3) | Closed. | 2019-05-22 15:55:52 Deleting individual DTC server: DTC client #1. 127.0.0.1 | 2019-05-22 15:56:44 Unsubscribed from market depth data for F.US.JY6M19 | 2019-05-22 15:59:53 CQG WebAPI | Requesting market data for F.US.JY6M19 | 2019-05-22 15:59:53 |
 TradeActivityLogExport_2019-05-23.txt - Attached On 2019-05-23 04:53:59 UTC - Size: 3.53 KB - 370 views |
| [2019-05-23 05:07:38] |
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We do not see this order in the log: Then order fill at 17:58, which is when I restarted.
There is no order with this timestamp. Actually we see it but it has a different timestamp. That order was previously entered but it was canceled. We will have to think about this some more so we have a better understanding of this. But certainly this would never happen with live trading. 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: 2019-05-23 05:15:53
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| [2019-05-23 05:18:53] |
| User745789 - Posts: 356 |
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It appears that File > Export uses UTC time stamps. The on-screen report uses local machine time stamps. See attached, via Edit > Copy Selected method, which captures the on-screen time stamps. |
| NEW_TradeActivityLogExport.txt - Attached On 2019-05-23 05:18:49 UTC - Size: 3.35 KB - 333 views |
| [2019-05-23 05:48:25] |
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We have a working theory about the problem. We just want to consider it some more. But we think there was an abnormal shut down of Sierra Chart and you seem to have indicated that. If there was an abnormal shutdown, then that would likely explain this but we just need to examine this more. We can implement a solution for a scenario like 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 Date Time Of Last Edit: 2019-05-23 05:49:02
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| [2019-06-03 02:45:43] |
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We have implemented a solution to this kind of problem when there is an abnormal shutdown of Sierra Chart. This will be out in the next release. Although the abnormal shutdown is something exceptionally rare to begin with. Maybe you are running a custom study: Sierra Chart Unexpectedly Shutting Down | Memory Errors | Unusual Software Problems | Exception Errors | Freezing of User Interface 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 |
| [2019-06-10 18:07:12] |
| User745789 - Posts: 356 |
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The only custom study in use that I am aware of is "Clock - Realtime" applied to a Trading DOM. I was not at the PC when the crash occurred. I checked my system log for the time of the crash and did not see anything of note, but researching the log in detail and accurately is not so easy IMO. I checked to see if a Google Drive sync process ran at the time of the SC crash, and it did not. Some trading platforms do not like concurrent cloud sync of files that are in use. I have not found SC to have a problem with this. |
| [2019-06-10 18:29:19] |
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The abnormal shutdown issue is of concern to us but we don't know what caused it in your case and we are not observing anything ourselves and are not aware of anything that would cause it, so we don't have any explanation for it. In any case, a solution to this order related issue related to the abnormal shutdown has been implemented and released. 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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