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Date/Time: Fri, 29 Nov 2024 14:38:01 +0000



Post From: DTC - Market order with Stop and Take Profit (Broken since update)

[2020-07-31 11:23:22]
User667559 - Posts: 27
Well, this almost works I guess, the Stop order is adjusted correctly, the take profit is miles away, always 400 ticks it seems.

Sending to Sierra: {
Type: 208,
Symbol: 'MESU20_FUT_CME',
ClientOrderID: '766283507691000',
OrderType: 1,
BuySell: 1,
Quantity: 1,
Price1: 10000,
TradeAccount: 'Sim1',
IsParentOrder: 1,
RequestID: 14
}
Sending to Sierra: {
Type: 201,
Symbol: 'MESU20_FUT_CME',
ClientOrderID_1: 58880356016,
OrderType_1: 3,
Price1_1: 9825,
BuySell_1: 2,
Quantity_1: 1,
ClientOrderID_2: 21407561993,
OrderType_2: 2,
BuySell_2: 2,
Price2_1: 10250,
Quantity_2: 1,
TimeInForce: 1,
PartialFillHandling: 1,
TradeAccount: 'Sim1',
ParentTriggerClientOrderID: '766283507691000',
RequestID: 15
}

The result is:
Stop at 7 ticks away minus (correct),
Take Profit at 400 ticks away plus (huh?)

See attachment. I'm not sure how else I need to approach this since I followed exactly what was written above. one original price, and two offsets in the OCO request


In addition, it doesn't seem to matter what price I give in Price2_1, the order is always 400 ticks away.
Date Time Of Last Edit: 2020-08-01 09:40:48
image2020-07-31 13_21_08-__._DISPLAY1.png / V - Attached On 2020-07-31 11:22:35 UTC - Size: 4.69 KB - 684 views