Support Board
Date/Time: Tue, 04 Mar 2025 18:19:04 +0000
Teton immediate order rejection
View Count: 676
| [2021-12-16 17:19:02] |
| FTS3 - Posts: 8 |
|
Can you explain why the first execution attempt (via Teton) on a new contract rejected today? This is not something I experienced with other route options. Message from the Trade Service Log - SC CME Futures Order Routing (Order reject). Info: Trade Order Error - LastTradingDateForSymbol is not known. Try resubmitting order. Text: Parent order. Tag: SimpleBracket.twconfig. Internal Order ID: xxx. Service Order ID: xxx. Symbol: CLG22_FUT_CME. |
| [2021-12-16 18:37:38] |
| |
|
We will write up some documentation for this. Basically the first person that trades a particular symbol, will get this rejection. Then the security definition data is fetched, the last trading date is then known and then you can submit the order. Just simply resubmit the order. The reason is to maintain system efficiency and not have to request and hold data for so many different symbols. This helps to maintain ultralow latency order routing. The last trading must be known before the order can be submitted in order to support rejecting orders that are submitted after the last trading date. One thing we can do to help with this, is subscribe to the next contract month, before it becomes active. 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: 2021-12-16 18:54:30
|
To post a message in this thread, you need to log in with your Sierra Chart account: