Support Board
Date/Time: Wed, 27 Nov 2024 06:30:08 +0000
Post From: Wrong Price Values on DTC Protocol after migration to Teton Order Routing
| [2023-09-14 09:41:57] |
| User230940 - Posts: 121 |
|
Hello, I am a AMP User. Yesterday i switched my OrderRouting from CQG to Teton. I developed my own tool to extract my Order Data via DTC Protocol. Which works great since several month. Since the switch the Order Price Values are wrong. The Price for ES500 comes as: "Price":453075 "HighPriceDuringPosition":453125.01012813323, See the ES example here: {"Type":304,"RequestID":1694683368,"TotalNumberMessages":10,"MessageNumber":10,"BuySell":2,"Price":453075,"DateTime":1694683243,"Quantity":1,"OpenClose":2,"NoOrderFills":0,"HighPriceDuringPosition":453125.01012813323,"LowPriceDuringPosition":453100.01012757444,"PositionQuantity":0,"SubAccountIdentifier":0,"Symbol":"ESZ23_FUT_CME","Exchange":"","ServerOrderID":"9783","UniqueExecutionID":"9783.1","TradeAccount":"Sim1","InfoText":"final","Username":"","ExchangeOrderID":"","SenderSubID":""} For WTI Oel it is the same: "Price":8918 {"Type":304,"RequestID":1694683977,"TotalNumberMessages":10,"MessageNumber":2,"BuySell":1,"Price":8918,"DateTime":1694677781,"Quantity":1,"OpenClose":2,"NoOrderFills":0,"HighPriceDuringPosition":8918.000229850417,"LowPriceDuringPosition":8915.99980255961,"PositionQuantity":0,"SubAccountIdentifier":0,"Symbol":"CLV23_FUT_CME","Exchange":"","ServerOrderID":"9764","UniqueExecutionID":"9764.1","TradeAccount":"Sim1","InfoText":"Trade simulation fill. Bid: 89.17 Ask: 89.18 Last: 89.18","Username":"","ExchangeOrderID":"","SenderSubID":""} I believe you put in the "," instead of "." as delimiter. On JSON only "." are allowed as delimiter. Thanks for your feedback regards |