Support Board
Date/Time: Mon, 25 Nov 2024 18:00:13 +0000
Post From: Topstep Rithmic Error when scaling in a bracket order
| [2024-02-20 21:24:07] |
| n8trading - Posts: 36 |
|
I'm going through the Topstep Combine. When I place an order, I use a market buy/sell with a Limit and Stop bracket. I don't experience any error when I first make this trade. However, when I go to scale in an additional contract, the Trade Service Log pops up with the below error. I know this error is coming from the Rithmic side, but I'm wondering if there is something you guys may know from experience as to the cause of this error - perhaps the bracket orders I'm using need to be different for compatibility with Rithmic, or I need to somehow scale in differently. I do not experience this error when trading this bracket order through Teton. 2024-02-20 15:32:56.073 | Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. | Symbol: NQH4.CME | TradeAccount: xxxxxxxxxx | InternalOrderID: 566 | ServiceOrderID: xxxxxxxxxx| Current Status: Open 2024-02-20 15:32:56.073 | Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. | Symbol: NQH4.CME | TradeAccount: xxxxxxxxxx| InternalOrderID: 567 | ServiceOrderID: xxxxxxxxxx| Current Status: Open 2024-02-20 15:32:56.130 | Order modification failed | Rithmic Direct - DTC (Order cancel/replace reject). Internal Order ID: 567. Service Order ID: xxxxxxxxxx. Symbol: NQH4.CME. Account: xxxxxxxxxx Here are the sanitized associated orders for the round-trip trade (from open to close of the whole trade): Entry Time Last Activity Time Symbol Status Internal Order ID Order Type Buy/Sell Open/Close Order Quantity Price Filled Quantity Average Fill Price Parent Internal Order ID Time in Force Link ID OCO ID LastOrderActionSource Client Order ID Text Tag 2024-02-20 15:32:32 2024-02-20 15:33:47 NQH4.CME Canceled 566 Limit Buy Close 2 17504.75 0 0 565 Day 0 566 Rithmic Direct - DTC (Canceled) 566.35921 Scale-In-Bracket.twconfig 2024-02-20 15:32:32 2024-02-20 15:33:47 NQH4.CME Canceled 567 Stop Buy Close 2 17560.5 0 0 565 Day 0 566 Rithmic Direct - DTC (Canceled) 567.96046 Scale-In-Bracket.twconfig 2024-02-20 15:32:32 2024-02-20 15:32:32 NQH4.CME Filled 565 Market Sell Open 1 17568 1 17567.75 0 Day 565 0 Rithmic Direct - DTC (Filled) 565.52445 Scale-In-Bracket.twconfig 2024-02-20 15:32:56 2024-02-20 15:32:56 NQH4.CME Filled 568 Market Sell Open 1 17554.5 1 17555.25 0 Day 0 0 Rithmic Direct - DTC (Filled) 568.71525 Scale-In-Bracket.twconfig 2024-02-20 15:33:47 2024-02-20 15:33:47 NQH4.CME Filled 569 Market Buy Close 2 17537.5 2 17537.37 0 Day 0 0 Rithmic Direct - DTC (Filled) 569.59995 Scale-In-Bracket.twconfig Thank you, |