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Date/Time: Fri, 29 Mar 2024 08:34:26 +0000



Ghost order, LMAX has no open positions

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[2019-08-21 17:37:45]
Mack - Posts: 83
Sierra Chart shows I have a position open, but this does not reflect in LMAX.
(at LMAX I have no positions).

Can you please reset my account at the Sierra Chart server, so the positions
are correctly synced? Please note that I make use of the Sierra Chart custom
API integration.
Attachment Deleted.
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[2019-08-21 18:21:40]
Sierra Chart Engineering - Posts: 104368
This is easily corrected. Refer to the steps here for this and for an understanding of why you see this:
LMAX Trading Service: How Current Trade Positions Are Determined
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: 2019-08-21 18:22:00
[2019-08-21 19:13:52]
Mack - Posts: 83
Thanks!


So to fix this:

- You dive into the Trade Activity log, filter on right symbol.
- Try to delete a few fills to make sure which fill is the wrong one.
- Reconnect to get all fills back.
- Delete the ghost fill.
- Copy the Date-Time from that fill, add say one hour, and put that in "Order Fills Start Date-Time"*.

After this, my ghost fill went away and didn't come back.

* Chart >> Chart Settings >> Advanced Settings >> Order Fills Start Date-Time.
Date Time Of Last Edit: 2019-08-21 19:20:18
[2019-08-21 19:25:00]
Sierra Chart Engineering - Posts: 104368
We do not recommend going through all of this. And you should not have a "ghost fill". What does that mean? It would be incredibly surprising if there is actually a true "wrong" fill. If there is we would have to ask LMAX about that. That would be a serious issue.

You just need to adjust Chart >> Chart Settings >> Advanced Settings >> Order Fills Start Date-Time to the present time if at the present time you are flat the market for the symbol.
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
[2019-08-21 20:38:22]
Mack - Posts: 83
ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID \
OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount\
OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition \
LowDuringPosition Note AccountBalance
Fill 2019-08-20 21:40:01.000 EURUSD LMAX Live Trading - DTC historical fill (LMAX order update (Trade))
298693 1 Buy Filled 1.11035 1863020838 bwtxJgAAAARwqvVv

This is the offending entry. (that I managed to get rid of with the above procedure). I called it a ghost fill, because SC thinks we are currently short (-.1 on EURUSD). However, there is no short open position in LMAX. Ghost fill is not an accurate description, I understand now. I think, SC somehow did not download the opening fill, and kept showing a short position even though I already closed the trade.

Yesterday I had a short position that I flattened. This morning I opened up SC, and I still saw a 'buy stop', that I put in through the web interface of LMAX. I think this buy stop was associated with AAGJHQAAAANCX5EM. I hit flatten, and I created a losing trade short (AAGJHQAAAANCYaaG entry, exit AAGJHQAAAANCYadZ). After this, I still saw this 'ghost' position in SC even though there was nothing open in the web interface.

I think this has happened because I entered the stops through the webinterface, and then press flatten later?

update: my 'ghost fill' doesn't appear anymore, after deleting and reconnecting. It seems that the corresponding opening fill (bwtxJgAAAARwqhsZ) now is downloaded too, so my "ghost" fill (bwtxJgAAAARwqvVv) is properly offset.
Date Time Of Last Edit: 2019-08-21 20:52:48

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