Support Board
Date/Time: Thu, 02 Jan 2025 19:21:52 +0000
2561 - erroneous order fills in trade activity log
View Count: 475
| [2023-11-01 02:22:15] |
| mattvk - Posts: 32 |
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Traded all day (Oct 31) using 2555. No issues visible with order fills during the day. Updated to 2561 and now seeing erroneous order fills in log and on chart. Example: - Close NQ position at 8:37 am, confirmed by email alert - Account Flat - Trade log showing 2 entries around that time with different OrderActionSource - "Trade simulation fill..." and then "CQG fills data (Restored)" - Now all trades after this time are showing as the opposite (long <-> short) I'm currently flat the market but SC is showing an open position because of the "extra" trade in the log Trade Activity Log attached. |
Private File Attachment Deleted. |
| [2023-11-01 02:49:19] |
| Sierra_Chart Engineering - Posts: 17769 |
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There was an issue in prior versions, not 2561, which was adding simulated fills for live orders: "Trade simulation fill..."
What you are seeing was from the prior version. You just need to remove those: Trade Activity Log: Trade Activity Data Editing Menu Commands (Trade >> Trade Activity Log) This cannot be the case: but SC is showing an open position because of the "extra" trade in the log Most likely you are referring to the Trade Statistics for Charts:Trade Activity Log: Solving Inaccurate Trade Statistics for Charts Field Values 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-11-01 02:51:04
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| [2023-11-01 05:36:57] |
| Sierra_Chart Engineering - Posts: 17769 |
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Confirming there are no erroneous order fills in version 2561. This issue was resolved from a prior version and may not have caused any obvious problem previously in most cases.
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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-11-01 05:37:11
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| [2023-11-01 13:21:24] |
| mattvk - Posts: 32 |
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Deleting the "Trade simulation fill..." order log resolved the issue. Thanks.
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| [2024-11-14 00:29:09] |
| User745789 - Posts: 344 |
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I have this issue. There is a fake position from the previous session created by an entry with "CQG fills data (Restored)". The fake position was not there as at close of the previous session - I was flat, no positions. My broker statement proves it. It caused a bit of panic and a lot of confusion when I started SC this morning! When I look at FillExecutionServiceID, they are the same for the real fill and teh fake fill. I understand that I can delete this trade activity, is that what I should do? I would really prefer this didn't happen at all. It confuses everything. I am on v2697. Date Time Of Last Edit: 2024-11-14 00:51:31
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| [2024-11-14 01:38:27] |
| Sierra_Chart Engineering - Posts: 17769 |
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When I look at FillExecutionServiceID, they are the same for the real fill and teh fake fill.
If these are the same, then the fill should have been filtered out assuming the symbol and trade account are the same. Is the symbol and trade account of these two fills the same? Yes delete the duplicate order fill. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-11-14 01:39:09
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| [2024-11-14 01:49:32] |
| User745789 - Posts: 344 |
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Is the symbol and trade account of these two fills the same?
Yes, the same for both. I have deleted it and all looks correct now. I only noticed it AFTER my first fill for the new session. And I thought my spreadsheet trading had issued some erroneous trade. In response I almost flattened and cancelled trading... this would have been a terrible response to what turned out to be a fake position. I hope for this to never happen again, but for now I have edited my SoP to manually check for a fake position on every new session. |
| [2024-11-14 05:42:13] |
| Sierra_Chart Engineering - Posts: 17769 |
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This order fill would not have affected the current Position Quantity. Was the Position Quantity incorrect? If you had an incorrect Position Quantity, the cause of that would be on the side of CQG. There are some rare cases where we have seen an incorrect position from CQG upon connection. It is not common, and rare but it does happen. It has been a while since we have analyzed this kind of an issue but we understand why it happens with CQG. It has to do with a poor design on the side of CQG regarding positions. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-14 06:23:21] |
| User745789 - Posts: 344 |
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My position qty was correct. But my daily PL was wrong and the trade connection lines very wrong. It gave the impression that I had entered a position incorrectly, but it was just the dummy position from the previous day. In the middle of trading I had to very quickly reconcile my statements and Trade Activity Log to work out what I was seeing. It was then that I found the dummy trade. I'd rather this never happened in the first place.
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| [2024-11-15 22:12:30] |
| Sierra_Chart Engineering - Posts: 17769 |
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The other question is whether the timestamps of the two fills, that are the same, are different and what exactly were those timestamps.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-16 01:05:37] |
| User745789 - Posts: 344 |
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It is deleted now so too late. I will check next time. |
| [2024-11-19 00:53:32] |
| User745789 - Posts: 344 |
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It has happened again. I have a CQG "Restored" trade that remained open from the previous session. I was flat at the end of the previous session. The "Restored" dummy fill and another fill have the same FillExecutionServiceID. They are marked in the attached image. Green is the real fill. Yellow is restored. The other question is whether the timestamps of the two fills, that are the same, are different and what exactly were those timestamps.
Noting attached image, the fill timestamps are very close, but not the same. I have deleted the "Restored" fill. What is the cause of this? Thankfully my positions are always correct, but it is still very disconcerting. Date Time Of Last Edit: 2024-11-19 01:18:14
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 image3.png / V - Attached On 2024-11-19 00:53:21 UTC - Size: 456.28 KB - 24 views |
| [2024-11-19 02:44:00] |
| Sierra_Chart Engineering - Posts: 17769 |
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We are checking on this. What is the global time zone setting that you have in Sierra Chart?
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-11-19 02:58:51] |
| User745789 - Posts: 344 |
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Thank you. Time zone is Tokyo (+9 JST)
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| [2024-11-19 23:03:46] |
| Sierra_Chart Engineering - Posts: 17769 |
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Okay we are looking into the issue. We might have an idea why this is happening. It seems fairly obvious that the problem is, that the two timestamps, are actually in different dates UTC. So the file containing the fill was not actually checked. We are implementing a 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-11-19 23:27:43
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| [2024-11-20 00:09:39] |
| User745789 - Posts: 344 |
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I am glad you are working on it because it happened once again. Two days in a row and three times in 2 weeks. Is there any info you would like from this latest instance before I delete the "restored" trade? If it matters, it has always been the same symbol, MJNK. Date Time Of Last Edit: 2024-11-20 00:19:58
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| [2024-11-20 02:01:05] |
| Sierra_Chart Engineering - Posts: 17769 |
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We do not need any further information. A solution has been implemented and will be out, 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-11-20 02:01:15
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