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Date/Time: Sun, 24 Nov 2024 10:37:14 +0000



Post From: Execution error on 6E/M6E

[2023-05-17 10:16:58]
User898094 - Posts: 19
I'm getting a trade execution error only for 6E and M6E. This is using Rithmic with Denali data.

I have 6EM3.CME as the Symbol, M6EM3.CME as the Trade and Current Quote Symbol.

When I place a buy limit order, sell limit order, market order, all trades instantly go through to M6E regardless of whether the limit order was hit or not, this is followed by an error that appears in the Trade Service Log, and no pending orders show up on the 6E chart.

The error that appears is:
Rithmic Direct - DTC (Order reject). Info: price crossed low limit. Internal Order ID: 5021. Service Order ID: 327405751. Symbol: M6EM3.CME. Account: APEX-xxxx-xx | 2023-05-17 05:13:02.256 *
Rithmic Direct - DTC (Order reject). New order rejected by server. Internal Order ID: 5021. Service Order ID: 327405751. Symbol: M6EM3.CME. Account: APEX-xxxx-xx | 2023-05-17 05:13:02.256 *

If I then switch to the M6E chart, I can see the fill, with no attached orders.

Placing an order directly onto M6E works fine. Using the exact same setup on ES/MES, GC/MGC, CL/MCL, FDAX/FDXS all work fine.