Support Board
Date/Time: Thu, 06 Mar 2025 09:59:08 +0000
Canceling of order is being delayed.
View Count: 751
| [2022-01-28 17:49:22] |
| User860187 - Posts: 31 |
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Hi Sierra Chart Engineering. Using Sierra Denali data Feed + CQG order/execution only (will move to Teton new order&execution once AMP is ready). Now, here's my question I'm trying to get help with: LMT order submitted and ACKed at 11:17:14.462440 today 01/28/2022--> user CXLs an order at 11:17:34.996402 --> getting msg "Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account" --> then getting "Canceling of order is being delayed.". It did finally get CXLed at 11:17:48.126884. Never happened before. This is first time. Could you please explain where's the delay and who's holding it ? Kindly find below excerpt from TradeLog: Many thanks in advance for all the help with this. /************* Today's( 01/28/2022 ) order ************** Orders 2022-01-28 11:17:14.411564 F.US.EPH22 F.US.EPH22[M] #4 | Trade DOM/User order entry | Last: 4355.5 | AO=0 6837 Limit 1 Sell 4357.50 Order Sent ACCOUNTHere Open 0.00 Day Orders 2022-01-28 11:17:14.462248 F.US.EPH22 CQG order update. Status: IN_TRANSIT 6837 175186231 Limit 1 Sell 4357.50 Pending Open ACCOUNTHere Open 0.00 6837.18959 Day Orders 2022-01-28 11:17:14.462440 F.US.EPH22 CQG order update. Status: ACK_PLACE 6837 175186231 Limit 1 Sell 4357.50 Open ACCOUNTHere Open 0.00 6837.18959 Day Orders 2022-01-28 11:17:34.996402 F.US.EPH22 F.US.EPH22[M] #4 | User order cancel 6837 175186231 Limit 1 Sell 4357.50 Pending Cancel ACCOUNTHere Open 0.00 6837.18959 Day Orders 2022-01-28 11:17:46.948117 F.US.EPH22 Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account 6837 175186231 Limit 1 Sell 4357.50 Pending Cancel ACCOUNTHere Open 0.00 6837.18962 Day Orders 2022-01-28 11:17:46.948144 F.US.EPH22 Canceling of order is being delayed. (F.US.EPH22[M] #4 | User cancel orders for Symbol and Account) 6837 175186231 Limit 1 Sell 4357.50 Pending Cancel ACCOUNTHere Open 0.00 6837.18962 Day Orders 2022-01-28 11:17:48.126884 F.US.EPH22 CQG order update. Status: ACK_CANCEL 6837 175186231 Limit 1 Sell 4357.50 Canceled ACCOUNTHere Open 0.00 6837.18960 Day //************** And below is an example of how it usually/normally works **************** Orders 2022-01-27 13:24:38.222068 F.US.EPH22 F.US.EPH22[M] #4 | Trade DOM/User order entry | Last: 4307.25 | AO=0 6833 Limit 1 Buy 4304.75 Order Sent ACCOUNTHere Open 0.00 Day Orders 2022-01-27 13:24:38.262863 F.US.EPH22 CQG order update. Status: IN_TRANSIT 6833 173557571 Limit 1 Buy 4304.75 Pending Open ACCOUNTHere Open 0.00 6833.82412 Day Orders 2022-01-27 13:24:38.263780 F.US.EPH22 CQG order update. Status: ACK_PLACE 6833 173557571 Limit 1 Buy 4304.75 Open ACCOUNTHere Open 0.00 6833.82412 Day Orders 2022-01-27 13:25:17.576682 F.US.EPH22 F.US.EPH22[M] #4 | User order cancel 6833 173557571 Limit 1 Buy 4304.75 Pending Cancel ACCOUNTHere Open 0.00 6833.82412 Day Orders 2022-01-27 13:25:17.618466 F.US.EPH22 CQG order update. Status: ACK_CANCEL 6833 173557571 Limit 1 Buy 4304.75 Canceled ACCOUNTHere Open 0.00 6833.82413 Day |
| [2022-01-28 19:10:22] |
| User860187 - Posts: 31 |
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Could you please let me know whether it is safe to trade. Holding off for now. Would be greatly appreciated.
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| [2022-01-28 20:00:59] |
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There was a delay and this is not something we have any control over. The delay either was due to network connectivity or on the CQG side. So long as Sierra Chart was not in a completely frozen/interoperable state during that time, then this is an issue completely external to Sierra Chart. We really would like to know if this was a problem on the CQG side. The log actually is implying that but that is not 100% certain. It could also be a network connectivity 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 Date Time Of Last Edit: 2022-01-28 20:01:43
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| [2022-01-28 20:25:03] |
| User860187 - Posts: 31 |
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Thank you very much for checking this. Sierra was perfectly fine, behaving flawlessly, as usual. CPU usage was at 3% ( ~2.1% was Sierra ), memory at 21%. Everything was as usual, just this CXL thing didn't happen as always. I got scared and CXLed twice after that and those were rejected by Sierra as expected since original order was already CXLed. Kind of scary to be honest. Don't know what to do. You prob have visibility into Sierra's code. When(in what case Sierra does generate that msg : " Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account " and "Canceling of order is being delayed"), it's Sierra's msg, right? Do I need to provide anything else to assist? It did look to me like something was going on on CQG side hence those messages from Sierra while waiting for CQG's response. Just wanted to make sure it is safe to trade till AMP is ready and I move to Teton's order/execution. Kindly let me know if anyhting is needed from my side ( if you're going to look into this ). Thank you again for all the help. |
| [2022-01-28 21:57:02] |
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This means Sierra Chart is delaying the second cancellation of the order because one is already already pending. "Canceling of order is being delayed" If you tried to cancel that one single order specifically, the cancellation request would be sent out immediately again. 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: 2022-01-28 21:57:33
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| [2022-01-28 22:32:27] |
| User860187 - Posts: 31 |
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Scenario: User LMT Order sent --> ACK --> User CXLs order from DOM --> no response --> user CXls again --> no response --> user performs CancelAll --> and checks TradeLog --> and sees this picture(please find below). This happened first time. Usually CXL ACK comes right away( see example of 'normal' behaviour above ). Yet, this time we're getting "Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account" after first CXL, so: User sends an order --> ACK --> user CXLs an order --> and gets msg "Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account". Why ? what caused Sierra to generate this message? why wasn't it generated it before? As a matter of fact, This never happened before. Question is: why such a delay forcing user to attempt a second/third cancellation? Kindly let me know if this one won't be looked into. Know you're swamped and it prob difficult to debug, but, well . . thought, at least we should know in what case Sierra generates this message that I've never seen before (right after user CXL attempt) Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account what causes it? Guess I'll have to take a risk and try again next week, but, at least, that msg gets generated for a reason and there's a place for it in the code. thx much indeed for help with this. Orders 2022-01-28 11:17:14.411564 F.US.EPH22 F.US.EPH22[M] #4 | Trade DOM/User order entry | Last: 4355.5 | AO=0 6837 Limit 1 Sell 4357.50 Order Sent ACCOUNTHere Open 0.00 Day Orders 2022-01-28 11:17:14.462248 F.US.EPH22 CQG order update. Status: IN_TRANSIT 6837 175186231 Limit 1 Sell 4357.50 Pending Open ACCOUNTHere Open 0.00 6837.18959 Day Orders 2022-01-28 11:17:14.462440 F.US.EPH22 CQG order update. Status: ACK_PLACE 6837 175186231 Limit 1 Sell 4357.50 Open ACCOUNTHere Open 0.00 6837.18959 Day Orders 2022-01-28 11:17:34.996402 F.US.EPH22 F.US.EPH22[M] #4 | User order cancel 6837 175186231 Limit 1 Sell 4357.50 Pending Cancel ACCOUNTHere Open 0.00 6837.18959 Day Orders 2022-01-28 11:17:46.948117 F.US.EPH22 Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account 6837 175186231 Limit 1 Sell 4357.50 Pending Cancel ACCOUNTHere Open 0.00 6837.18962 Day Orders 2022-01-28 11:17:46.948144 F.US.EPH22 Canceling of order is being delayed. (F.US.EPH22[M] #4 | User cancel orders for Symbol and Account) 6837 175186231 Limit 1 Sell 4357.50 Pending Cancel ACCOUNTHere Open 0.00 6837.18962 Day Orders 2022-01-28 11:17:48.126884 F.US.EPH22 CQG order update. Status: ACK_CANCEL 6837 175186231 Limit 1 Sell 4357.50 Canceled ACCOUNTHere Open 0.00 6837.18960 Day Orders 2022-01-28 11:17:48.126946 F.US.EPH22 Order cancellation failed | Reject text: Request OrigClOrderID (6837.18960) does not correspond to ClOrderID of working order (6837.18959) 6837 175186231 Limit 1 Sell 4357.50 Canceled ACCOUNTHere Open 0.00 6837.18959 Day Orders 2022-01-28 11:17:48.126976 F.US.EPH22 Order cancellation failed | Reject text: Request OrigClOrderID (6837.18961) does not correspond to ClOrderID of working order (6837.18959) 6837 175186231 Limit 1 Sell 4357.50 Canceled ACCOUNTHere Open 0.00 6837.18959 Day |
| [2022-01-28 22:59:57] |
| User860187 - Posts: 31 |
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Now I'm thinking, who knows . . what if it was a blip and something was on my side. I mean network prob . . . would that msg Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account make sense ?? If that explains, I'm OK with it :-( for now. INdeed, anything can happened. And if it was a quick "communication"/network prob on my side and that msg is explained, then. . well, who says I'm perfect here. It's just I never had it before.and as long as it explains it. Sierra generates it for a reason. It could be on my side, could it ? thx again very much. Date Time Of Last Edit: 2022-01-28 23:01:16
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| [2022-01-29 00:02:46] |
| User860187 - Posts: 31 |
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To make it really simple: normally, in USer new order --> CXL scenario, after CXL we get //**************** Orders 2022-01-27 13:25:17.576682 F.US.EPH22 F.US.EPH22[M] #4 | User order cancel 6833 173557571 Limit 1 Buy 4304.75 Pending Cancel ACCOUNTHere Open 0.00 6833.82412 Day Orders 2022-01-27 13:25:17.618466 F.US.EPH22 CQG order update. Status: ACK_CANCEL 6833 173557571 Limit 1 Buy 4304.75 Canceled ACCOUNTHere Open 0.00 6833.82413 Day (full excerpt is above in prev posting) today, after user CXL we got //*********** Orders 2022-01-28 11:17:34.996402 F.US.EPH22 F.US.EPH22[M] #4 | User order cancel 6837 175186231 Limit 1 Sell 4357.50 Pending Cancel ACCOUNTHere Open 0.00 6837.18959 Day Orders 2022-01-28 11:17:46.948117 F.US.EPH22 Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account 6837 175186231 Limit 1 Sell 4357.50 Pending Cancel ACCOUNTHere Open 0.00 6837.18962 Day (full excerpt is above in prev posting) Question would be: when Sierra generates this " Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account " message ? Would network prob explain it? Thank you much for help. |
| [2022-01-31 21:26:19] |
| User860187 - Posts: 31 |
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Just wanted to let you know I'm good here. Works as expected. Sierra,as always, flawless. All is good. Don't know what was that. Knowing when/in_what_case Sierra puts that msg: "Initiating: F.US.EPH22[M] #4 | User cancel orders for Symbol and Account" after user sends CXL request would prob help to guess what could've happened in that particular case. But, yeah, all is good. Thank you again very much for all the help. really appreciated. Best wishes. P.S. you can close this ticket I guess. thx again much. |
| [2022-01-31 22:01:31] |
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Yes we could not be spending further time on this. Understand that the way all of this is handled is very correct and stable in Sierra Chart. There was no issue on the Sierra Chart side.
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 |
| [2022-01-31 22:12:59] |
| User860187 - Posts: 31 |
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Yes, I'm happy very much with Sierra. thx again for all the time and efforts. PLease close the ticket. Best wishes. note: will move to Teton as soon as AMP is ready. Thx. |
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