Support Board
Date/Time: Thu, 13 Feb 2025 17:11:44 +0000
Auto-trade Error with Sierra Routing
View Count: 876
| [2020-12-10 17:38:36] |
| User440656 - Posts: 14 |
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Autotrade generated the following error messages today: Auto-trade: MNQZ20_FUT_CME[M] 1 Min #2 | buyclose | BuyExit | Bar start date-time: 2020-12-10 07:01:00.000 | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2020-12-10 07:00:59.697 SC Futures Order Routing/Data order update (Order reject). Info: TT order update (Rejected). Text: Unsupported order type. | SenderSubID: AMPT130540. Text: Attached order. Parent: 58367. Tag: SimpleBracket.twconfig. Internal Order ID: 58368. Service Order ID: 4246786. Symbol: MNQZ20_FUT_CME. Account: AC130540 | 2020-12-10 09:20:24.972 * Auto-trade opened a short position and entered an attached stop order, but rejected an attached target order. I do not understand why the target order was rejected. Can you please tell me why the target order was rejected? |
| [2020-12-10 18:56:04] |
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What Time in Force did you use for this order: SC Futures Order Routing/Data order update (Order reject). Info: TT order update (Rejected). Text: Unsupported order type. Refer to: Attached Orders: Time In Force 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 |
| [2020-12-10 19:14:59] |
| User440656 - Posts: 14 |
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I used Good till Canceled for all of the orders (parent, target and stop). The error happened again just now. Auto-trade entered a position short and also entered the attached stop order and rejected the target order. This was the error message: SC Futures Order Routing/Data order update (Order reject). Info: TT order update (Rejected). Text: Unsupported order type. | SenderSubID: AMPT130540. Text: Attached order. Parent: 58371. Tag: SimpleBracket.twconfig. Internal Order ID: 58372. Service Order ID: 4249553. Symbol: MNQZ20_FUT_CME. Account: AC130540 | 2020-12-10 11:00:20.978 * Is it necessary to use Day orders? I switched it now, and will see if the error still occurs. What about positions held overnight? I typically hold overnight, which was I had Good till Cancel set. I do not want my orders canceled at end of day for overnight positions. |
| [2020-12-10 21:04:00] |
| User440656 - Posts: 14 |
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I get the same error with time in force set to Day. This is the error message: SC Futures Order Routing/Data order update (Order reject). Info: TT order update (Rejected). Text: Unsupported order type. | SenderSubID: AMPT130540. Text: Attached order. Parent: 58375. Tag: SimpleBracket.twconfig. Internal Order ID: 58376. Service Order ID: 4252533. Symbol: MNQZ20_FUT_CME. Account: AC130540 | 2020-12-10 12:59:59.468 * A long position was initiated with attached stop and target orders, and the target order is rejected. Why are my target orders being rejected? Edit: Is this the problem? I had the target orders set to Market if Touched. TT does not support Market if Touched orders? Date Time Of Last Edit: 2020-12-10 21:07:51
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| [2020-12-10 23:37:27] |
| cmet - Posts: 607 |
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Unless they found a solution, MIT not available with TT/Sierra. There was a thread about it earlier this year. |
| [2020-12-11 09:24:04] |
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Only exchange supported order types can be used with the TT based order routing service because there are no Synthetic orders supported. So market if touched orders are not supported by the CME. 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: 2020-12-11 09:24:19
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