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Date/Time: Tue, 04 Feb 2025 16:33:05 +0000

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

[2020-01-27 18:17:23]
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uM8137 - Posts: 183
An example with the complete details of both parent and OCO message settings:
(I'm using the protocol buffers version 8 revised as API).


&DTC_PB.SubmitNewSingleOrder{
Symbol: "MESH30_FUT_CME",
Exchange: "",
TradeAccount: "Sim1",
ClientOrderID: "2b81b0be-28bb-5a0a-a2be-3a8515016a00",
OrderType: 1,
BuySell: 1,
Price1: 0,
Price2: 0,
Quantity: 1,
TimeInForce: 1,
GoodTillDateTime: 0,
IsAutomatedOrder: 0x1,
IsParentOrder: 0x1,
FreeFormText: "",
OpenOrClose: 0,
}

&DTC_PB.SubmitNewOCOOrder{
Symbol: "MESH30_FUT_CME",
Exchange: "",
ClientOrderID_1: "010c9f62-cac8-54c0-8e0c-4f6459790cde",
OrderType_1: 3,
BuySell_1: 2,
Price1_1: 0,
Price2_1: 0,
Quantity_1: 1,
ClientOrderID_2: "d046b064-4d47-5b83-b453-59f56a94bf42",
OrderType_2: 2,
BuySell_2: 2,
Price1_2: 0,
Price2_2: 0,
Quantity_2: 1,
TimeInForce: 1,
GoodTillDateTime: 0,
TradeAccount: "Sim1",
IsAutomatedOrder: 0x1,
ParentTriggerClientOrderID: "2b81b0be-28bb-5a0a-a2be-3a8515016a00",
FreeFormText: "",
OpenOrClose: 0,
PartialFillHandling: 1,
UseOffsets: 0x1,
OffsetFromParent1: 0.5,
OffsetFromParent2: 0.5,
}


SC 2036 Trade Service Log issues 3 lines in response:

No valid quote data to set prices from offsets | Symbol: [Sim]MESH30_FUT_CME | TradeAccount: Sim1 | 2020-01-27 11:59:52.968 *
No valid quote data to set prices from offsets | Symbol: [Sim]MESH30_FUT_CME | TradeAccount: Sim1 | 2020-01-27 11:59:52.968 *
No valid quote data to set prices from offsets | Symbol: [Sim]MESH30_FUT_CME | TradeAccount: Sim1 | 2020-01-27 11:59:52.968 *
Date Time Of Last Edit: 2020-01-27 18:24:38