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Date/Time: Mon, 27 Jan 2025 19:51:34 +0000



Post From: Order modification failed | Reject text: Request OrigClOrderID

[2019-02-22 17:06:23]
User913160 - Posts: 8
Hello,

For some reason, my platform is sending many orders into the market and they are being rejected. I am on the CQG data feed. I have three inter commodity spreads on with a trailing stop attached. The rejected orders seem to only effect the YM and ES. I received a call from the broker about this. It seems we are sending in 100's of rejected orders every couple of minutes.

How do trailing stops work in Sierra? It seems like the trailing stop is trying to place the modification before the existing order is cancelled. We are getting an error that reads:

Modify rejected - no margin available after satisfying existing position margin (if any)

Here are the new error messages:

Trade Activity Log: File read result: 56700 records inserted. 2910 fill records inserted. 0 records filtered. | 2019-02-22 11:25:08
Trade Activity Log: File date-time limits: Sim records date-time limit is 2019-02-07 00:00:00. Non-sim records date-time limit is 2018-11-21 00:00:00. Non-sim fill record date-time limit is 2018-02-22 00:00:00. | 2019-02-22 11:25:08
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:26:56 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:26:57 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:26:59 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:02 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:02 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:07 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:07 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:08 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:08 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:08 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:09 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:09 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:09 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:09 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:10 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:10 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:10 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:10 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:11 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:11 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:11 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:12 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:12 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:12 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:12 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:13 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:13 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:13 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:13 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:14 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:14 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:14 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:14 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:15 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:15 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:15 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:15 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:16 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:16 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:16 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:16 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:17 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:17 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:17 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:17 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:18 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:18 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:18 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:18 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:19 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:19 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:19 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:19 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:20 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:20 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:20 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:20 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:21 *
Order modification failed | Reject text: Request OrigClOrderID (644.2327) does not correspond to ClOrderID of working order (644.1865). Internal Order ID: 644. Service Order ID: 1515925725. Symbol: F.US.YMH19 | 2019-02-22 11:27:21 *
Order modification failed | Reject text: Request OrigClOrderID (620.2797) does not correspond to ClOrderID of working order (620.2372). Internal Order ID: 620. Service Order ID: 1515837809. Symbol: F.US.EPH19 | 2019-02-22 11:27:21 *