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Date/Time: Sat, 28 Sep 2024 01:22:04 +0000

Post From: dtc problem: market bracket -> No valid quote data to set prices from offset

[2020-01-27 03:39:28] Link To Thread - Link To Post [Go To First Post]
uM8137 - Posts: 183
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*