Support Board
Date/Time: Sat, 23 Nov 2024 18:36:17 +0000
Trailing Stop OCO order not immediately canceling when target filled (Rithmic/Apex)
View Count: 196
| [2024-07-30 14:36:37] |
| PepeTrader - Posts: 12 |
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Hi I'm having a problem recently (Rithmic/Apex): - I'm using an OCO bracket, limit target, trailing stop. - Target gets hit - But stop doesn't cancel for a few seconds, SC keeps continuing to try and move the trailing stop up as price continues to moves up, then it snaps back again, until it stops moving after 5 seconds or so, then I'm able to click on the x button and it disappears. I get these errors from SC trade log: (FYI I hide my account, and randomized internal ID, and service ID in case it's sensitive information.) ``` 2024-07-30 10:13:36.766 | Order Modification Error: NQU4.CME/MNQU4.CME [CBV][M] Flex Renko 39-29-0 #9 | User order modification ignored. New price is the same during a price modify. Internal Order ID: 123456. Service Order ID: 789012. Account: XXXXXX 2024-07-30 10:16:47.004 | Order modification failed | Rithmic Direct - DTC (Order cancel/replace reject). Internal Order ID: 123456. Service Order ID: 789012. Symbol: MNQU4.CME. Account: XXXXXX | Number times message added: 18 2024-07-30 10:16:50.198 | Stopping trail order modification due to multiple failed modifications | Symbol: MNQU4.CME | TradeAccount: XXXXXX | InternalOrderID: 123456 | ServiceOrderID: 789012 | Current Status: Pending Modify 2024-07-30 10:16:50.198 | Order modification failed | Rithmic Direct - DTC (Order cancel/replace reject). Internal Order ID: 123456. Service Order ID: 789012. Symbol: MNQU4.CME. Account: XXXXXX I also see Rithmic Trader Pro flagging up some errors, but didn't get time to read fully. Something about further actions may cause me to be force logged out/disconnected. (Potentially because SC is trying to modify an order that no longer exists, but I haven't confirmed this yet, so I will keep R Trader open positions up on my 2nd monitor next time to check). Thank you Date Time Of Last Edit: 2024-07-30 14:42:02
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| [2024-07-30 15:40:14] |
| John - SC Support - Posts: 36238 |
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We really need to see the entire "Trade Service Log" to better understand the full situation. But, we can say that this is a Rithmic thing. We are not sure what order everything is occurring in, but since your Stop is not going away, this means that Rithmic is not informing Sierra Chart that the Stop was closed out. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-07-30 16:45:52] |
| PepeTrader - Posts: 12 |
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So assuming that this is a problem with Rithmic not informing SC that the stop was closed out, my main question is: Is there a risk that if price trades back through that stop before I can remove it from the SC UI, that I could get put back into a position by SC? Here's the full Trade Service Log from today's session: ``` 2024-07-30 08:17:49.328 | TradeActivity files query time: 0.194666 seconds. Entries: 0. Current queries: 2 2024-07-30 08:17:49.332 | TradeActivity files query time: 0.003602 seconds. Entries: 24. Current queries: 1 2024-07-30 08:20:39.626 | Rithmic Direct - DTC | Requesting trade accounts from server. 2024-07-30 08:20:39.729 | Rithmic Direct - DTC | Performing query for most recent account balances Date-Time for Trade Account: ACCOUNT-REDACTED. 2024-07-30 08:20:39.729 | Rithmic Direct - DTC | Received 1 accounts from service. 2024-07-30 08:20:39.812 | TradeActivity files query time: 0.082354 seconds. Entries: 0. Current queries: 1 2024-07-30 08:20:39.812 | Rithmic Direct - DTC | Requesting historical account balances for account ACCOUNT-REDACTED. Start date-time UTC: 2024-03-28 12:20:39 2024-07-30 08:20:39.891 | Rithmic Direct - DTC | Requesting Trade Positions data. 2024-07-30 08:20:40.238 | TradeActivity files query time: 0.009620 seconds. Entries: 0. Current queries: 1 2024-07-30 08:20:40.750 | Denali Data Feed | MaxConnectionsDifferentDevices = 1, NumCurrentConnectionsDifferentDevices = 1 2024-07-30 08:20:40.750 | Denali Data Feed | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1 2024-07-30 08:20:44.235 | TradeActivity files query time: 0.004249 seconds. Entries: 0. Current queries: 1 2024-07-30 08:20:46.376 | TradeActivity files query time: 0.008536 seconds. Entries: 0. Current queries: 1 2024-07-30 08:20:46.889 | TradeActivity files query time: 0.004915 seconds. Entries: 0. Current queries: 1 2024-07-30 08:20:47.379 | TradeActivity files query time: 0.005662 seconds. Entries: 0. Current queries: 2 2024-07-30 08:20:48.633 | TradeActivity files query time: 0.004949 seconds. Entries: 0. Current queries: 3 2024-07-30 08:20:51.182 | TradeActivity files query time: 0.005928 seconds. Entries: 0. Current queries: 1 2024-07-30 08:20:51.620 | TradeActivity files query time: 0.005004 seconds. Entries: 0. Current queries: 2 2024-07-30 08:20:52.831 | TradeActivity files query time: 0.004258 seconds. Entries: 0. Current queries: 1 2024-07-30 08:20:59.766 | TradeActivity files query time: 0.003903 seconds. Entries: 0. Current queries: 1 2024-07-30 08:48:39.927 | TradeActivity files query time: 0.004937 seconds. Entries: 0. Current queries: 1 2024-07-30 08:48:40.213 | Delayed Data Feed | MaxConnectionsDifferentDevices = 4, NumCurrentConnectionsDifferentDevices = 1 2024-07-30 08:48:40.213 | Delayed Data Feed | MaxConnectionsForSameDevice = 4, NumCurrentConnectionsForSameDevice = 1 2024-07-30 08:48:48.056 | TradeActivity files query time: 0.004262 seconds. Entries: 24. Current queries: 1 2024-07-30 08:48:50.631 | TradeActivity files query time: 0.004455 seconds. Entries: 24. Current queries: 1 2024-07-30 08:48:50.794 | TradeActivity files query time: 0.004475 seconds. Entries: 0. Current queries: 2 2024-07-30 08:48:52.439 | TradeActivity files query time: 0.004591 seconds. Entries: 24. Current queries: 1 2024-07-30 08:48:55.385 | TradeActivity files query time: 0.004304 seconds. Entries: 24. Current queries: 1 2024-07-30 08:49:01.153 | TradeActivity files query time: 0.004133 seconds. Entries: 24. Current queries: 1 2024-07-30 08:49:05.916 | TradeActivity files query time: 0.004060 seconds. Entries: 24. Current queries: 1 2024-07-30 08:49:21.873 | TradeActivity files query time: 0.004141 seconds. Entries: 24. Current queries: 1 2024-07-30 08:49:27.705 | TradeActivity files query time: 0.005473 seconds. Entries: 24. Current queries: 1 2024-07-30 10:09:37.246 | TradeActivity files query time: 0.004385 seconds. Entries: 24. Current queries: 1 2024-07-30 10:13:36.766 | Order Modification Error: NQU4.CME/MNQU4.CME [CBV][M] Flex Renko 39-29-0 #9 | User order modification ignored. New price is the same during a price modify. Internal Order ID: 399837. Service Order ID: 1660652770. Account: ACCOUNT-REDACTED 2024-07-30 10:16:47.004 | Order modification failed | Rithmic Direct - DTC (Order cancel/replace reject). Internal Order ID: 399837. Service Order ID: 1660652770. Symbol: MNQU4.CME. Account: ACCOUNT-REDACTED * | Number times message added: 18 2024-07-30 10:16:50.198 | Stopping trail order modification due to multiple failed modifications | Symbol: MNQU4.CME | TradeAccount: ACCOUNT-REDACTED | InternalOrderID: 399837 | ServiceOrderID: 1660652770 | Current Status: Pending Modify * 2024-07-30 10:16:50.198 | Order modification failed | Rithmic Direct - DTC (Order cancel/replace reject). Internal Order ID: 399837. Service Order ID: 1660652770. Symbol: MNQU4.CME. Account: ACCOUNT-REDACTED * ``` Thanks again for your time. |
| [2024-07-30 22:00:07] |
| Sierra_Chart Engineering - Posts: 17150 |
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We have seen issues like this before. It has to do with an incorrect Order Status sent by Rithmic. Not sure what can be done about this other than Rithmic resolving the problem.
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: 2024-07-30 22:00:18
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