Support Board
Date/Time: Thu, 16 Jan 2025 01:03:56 +0000
Post From: Incomplete exit for CTS server-side OCO
| [2017-09-16 19:24:55] |
| User35525 - Posts: 182 |
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Hi SC, I am hoping you can help me troubleshoot. Please find attached my full trade activity log for 09-15. An NQ server-side OCO (2 lot market entry) position was entered at 9:15:59, and the entire position should have been closed at 9:40 but only half the position exited (split order I think), apparently due to CTS risk management: CTS order update (Rejected). Info: MaxAccountPosition of [5] exceeded by the account, NewMax: [6] Then later in the day, whenever I would disconnect-reconnect the CTS data feed, I'd see that same error in SC, even though I was completely flat.I double-checked that "All OCO Groups" was chosen for attached stops, on the trade window Target pane (was ok). I double-checked that "Hold Market Order Until Pending Cancel Orders Are Confirmed" was selected within Global Settings-->General Trade Settings (was ok). The SC documentation for that says: "Keep in mind, that if there is no confirmation from the external Trading service that the orders which have been canceled have actually been canceled, the Market order will never be sent. So there is some risk with using this option." Global Trade Settings Windows: Hold Market Order Until Pending Cancel Orders Are Confirmed (Global Settings >> General Trade Settings >> General) 3 questions: 1) Per the documented warning, are server-side OCO market entries really "risky" at CTS? Please find attached my trade activity log. 2) Is the following logic correct? With a 2-lot NQ position and 2-lot YM position (both market entries and server-side OCO at CTS), I might have trouble exiting, as the parent exit (which can happen before the attached orders) may put me over my 5-lot maximum? 3) As a solution, I could simply trade 3 total lots for now (like 1 CL and 2 NQ... or 1 CL and 2 YM), but my broker account is for a 5-lot max size, so I'd like to trade larger than 3 total size. Is there a full-proof way to handle that? For instance, if I use server-side bracket orders (limit entries at CTS), that should side-step the market order issue completely, as they're held at CME instead of the CTS brokerage, correct? And the CME will ensure the OCO bracket gets completely closed? If true, then can I increase position size to 5 total? (like 1 CL, 2 NQ, and 2 YM) I know I may also disable server-side OCO (and then everything is managed by SC), but I don't want to take-on that risk, and need server-side OCO. Thanks for helping - will thank you now and not follow-up unless I'm still unclear. Date Time Of Last Edit: 2017-09-16 21:56:23
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