Support Board
Date/Time: Fri, 29 Nov 2024 10:30:06 +0000
Post From: teton market order rejected
| [2023-02-21 15:44:17] |
| User725043 - Posts: 35 |
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Hi, 1. Running the same ACSIL strategy in 3 instances to 3 FCMs all with the same instrument, MNQH23_FUT_CME. 2. All orders are market orders. 3. At 09:45:00.438 received this Rejected message on a Buy Entry market order: Teton CME Order Routing (Order reject). Info: CME (Rejected). Text: Order price is outside bands 'Bid of 1228125.00 violates High Band 1227975.00 using Delta .00, C.Last equals 1225575.00'. Internal Order ID: 183. Service Order ID: 81541. Symbol: MNQH23_FUT_CME. Account: XXXXXXXX| 2023-02-21 09:45:00.438 * 4. Buy Entry market orders to FCM 1 and FCM 2 got filled. Manually filled the market order to FCM 3 at 9:45:49.629. 5. Read the below on the Support Board, but don't see how it applies to my use case as this was a market order for the same symbol of the same chart: Order price is outside bands 6. Chart Settings -> Symbol are attached. Trade and Current Quote Symbol Price Multiplier (List) is 0, which was the default set by loading the symbol onto the chart, and is the Chart Settings -> Symbol used in FCM 1 and FCM 2. 7. Could you please let me know what needs to be done to stop this from occurring again? Thanks |
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