Support Board
Date/Time: Tue, 26 Nov 2024 11:23:33 +0000
DTC Protocol: Negative HighPriceDuringPosition
View Count: 182
| [2023-12-09 20:22:14] |
| User5044343 - Posts: 68 |
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Running build 2567 When getting HISTORICAL_ORDER_FILL_RESPONSE via json using DTC protocol I stumbled upon a response that caused an error since Price for ES shouldn't be negative ( Yes, I know CL futures went negative for a day during expiration). {
"Type": 304, "RequestID": 2882, "TotalNumberMessages": 4694, "MessageNumber": 816, "BuySell": 1, "Price": 456000, "DateTime": 1701131406, "Quantity": 1, "OpenClose": 1, "NoOrderFills": 0, "HighPriceDuringPosition": -1.7976931348623157e+308, "LowPriceDuringPosition": null, "PositionQuantity": 1, "SubAccountIdentifier": 0, "Symbol": "ESZ23_FUT_CME", "Exchange": "", "ServerOrderID": "xxxxxxx", "UniqueExecutionID": "xxxxxxxxx", "TradeAccount": "xxxxx", "InfoText": "Teton CME Order Routing (Filled). Info: CME (Fill)", "Username": "xxxxxxx", "ExchangeOrderID": "xxxxxxxx", "SenderSubID": "" } The full decimal value of -1.7976931348623157e+308 is approximately: -179769313486231570814527423731704356798070567525844996598917476803157260780028538760589558632766878171540458953514382464234321326889464182768467546703537516986049910576551282076245490090389328944075868508455133942304583236903222948165808559332123348274797826204144723168738177180919299881250404026184124858368.0 Date Time Of Last Edit: 2023-12-09 20:23:28
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| [2023-12-09 20:40:13] |
| Sierra_Chart Engineering - Posts: 17179 |
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That value means it is unset. This is all. Prices can also be negative. For example a spread can be negative. 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 |
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