Support Board
Date/Time: Tue, 04 Feb 2025 16:52:43 +0000
Post From: dtc problem: market bracket -> No valid quote data to set prices from offset
| [2020-01-27 03:39:28] |
| uM8137 - Posts: 183 |
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Over DTC to SC 2036 in Sim mode, I'm submitting a market bracket order. Context: live market MYMH20_FUT_CBOT data is flowing through Denali, and I can see full depth of quote on the MYMH20 ladder. There are recent trades on MYM visible on the DOM. Since I want market price and the stop relative to the price obtained rather than knowing it in advance, I have to use the offsets to specify the stop and limit. Since the minimum price fluxuation on MYM is 1.0, I have set, in the SubmitOCOOrder message: SubmitOCOOrder{ UseOffsets: 1, OffsetFromParent1: 1.0, OffsetFromParent2: 1.0, ... } in order to attempt in Sim to get a 1 tick take profit limit and a 1 tick stop loss. However, the Trade Service log says "No valid quote data to set prices from offset | Symbol: [Sim]MYMH30_FUT_CBOT | TradeAccount: Sim1 | 2020-01-26 21:21:44.374 *" How can this be fixed? Appears to be a bug in SierraChart, but hard to tell for sure. Date Time Of Last Edit: 2020-01-27 04:19:56
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