Support Board
Date/Time: Sun, 24 Nov 2024 16:06:23 +0000
STOP MARKET ORDER DID NOT FILL
View Count: 262
| [2024-05-29 17:23:10] |
| User656492 - Posts: 143 |
|
I just had stops blown through and would like to understand why, not so much to blame someone as to prevent it from happening again. Trade Service Log: Symbol Entry DateTime Exit DateTime Duration Entry Price Exit Price Trade Type Trade Quantity Max Open Quantity Max Closed Quantity Profit/Loss NQM4.CME 2024-05-29 13:01:33.000 BP 2024-05-29 13:01:57.000 00:00:24 18862.50 18849.25 Long 1 2 1 -268.98 1242.02 -268.98 0.00 NQM4.CME 2024-05-29 13:01:33.000 2024-05-29 13:01:57.000 EP 00:00:24 18862.50 18849.00 Long 1 2 2 -273.98 968.04 -542.96 F this trade went on with a 5p stop. I flattened at -13 after realizing that the stop did not fill. WHY DID THE STOP MARKET ORDER NOT FILL? 2024-05-29 13:01:36.545 | Rithmic Direct - DTC (Order reject). Info: sell order stop price must be below trade price. Internal Order ID: 281212. Service Order ID: 1431263462. Symbol: NQM4.CME. Account: xxx * 2024-05-29 13:01:36.545 | Rithmic Direct - DTC (Order reject). New order rejected by server. Internal Order ID: 281212. Service Order ID: 1431263462. Symbol: NQM4.CME. Account: xxx 2024-05-29 13:01:37.041 | Rithmic Direct - DTC (Order reject). Info: sell order stop price must be below trade price. Internal Order ID: 281209. Service Order ID: 1431263464. Symbol: NQM4.CME. Account: xxx * 2024-05-29 13:01:37.041 | Rithmic Direct - DTC (Order reject). New order rejected by server. Internal Order ID: 281209. Service Order ID: 1431263464. Symbol: NQM4.CME. Account: xxx * |
| [2024-05-29 17:56:04] |
| Sierra_Chart Engineering - Posts: 17156 |
|
The reason is clearly given by the exchange.: Info: sell order stop price must be below trade price. 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 |
| [2024-05-29 18:13:36] |
| User656492 - Posts: 143 |
|
this is not clear to me. the Long Entry and Stop Market orders went in at the same time. the position had been on for 24 seconds. there are no gaps on a 1 minute numbers bars chart. why did the stop not fill? |
| [2024-05-29 19:52:02] |
| Sierra_Chart Engineering - Posts: 17156 |
|
Please contact your broker for help. This is not within the scope of our support. Or contact the exchange for help. Contact the exchange.
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: 2024-05-29 19:52:15
|
| [2024-05-29 19:57:55] |
| User656492 - Posts: 143 |
|
Is the Sierra log showing anything inconsistent with what I said? again, not pointing fingers at Sierra, trying to collect specific information so I know who to talk to about this and what, exactly, I need to tell them. |
| [2024-05-29 21:35:05] |
| Sierra_Chart Engineering - Posts: 17156 |
|
There is sufficient information here to give to the broker: 2024-05-29 13:01:36.545 | Rithmic Direct - DTC (Order reject). Info: sell order stop price must be below trade price. Internal Order ID: 281212. Service Order ID: 1431263462. Symbol: NQM4.CME. Account: xxx * 2024-05-29 13:01:36.545 | Rithmic Direct - DTC (Order reject). New order rejected by server. Internal Order ID: 281212. Service Order ID: 1431263462. Symbol: NQM4.CME. Account: xxx 2024-05-29 13:01:37.041 | Rithmic Direct - DTC (Order reject). Info: sell order stop price must be below trade price. Internal Order ID: 281209. Service Order ID: 1431263464. Symbol: NQM4.CME. Account: xxx * 2024-05-29 13:01:37.041 | Rithmic Direct - DTC (Order reject). New order rejected by server. Internal Order ID: 281209. Service Order ID: 1431263464. Symbol: NQM4.CME. Account: xxx * 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: 2024-05-29 21:35:14
|
To post a message in this thread, you need to log in with your Sierra Chart account: