Support Board
Date/Time: Fri, 22 Nov 2024 17:22:49 +0000
Post From: Teton CME order routing (Order reject): Order price is outside band
| [2024-10-04 06:51:53] |
| User146106 - Posts: 2 |
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Good Day, I use: - Tenten CME Order Routing - Account AMP - Chart settings: - - Symbols (action): 6EZ24_FUT_CME - - Symbols for trade and current quote (action): M6EZ24_FUT_CME - - Use only as trading symbols: Yes The problem is: As soon as a buy limit order is created in the dom, I get the following information in the Trade Service Log (Account no is hidden by me): 2024-10-04 07:30:33.539 | Teton CME Order Routing | Requesting trade accounts from server. 2024-10-04 07:30:33.545 | TradeActivity files query time: 0.005135 seconds. Entries: 0. Current queries: 1 2024-10-04 07:30:33.652 | Teton CME Order Routing | Performing query for most recent order fills Date-Time for Trade Account: account no hidden. 2024-10-04 07:30:33.652 | Teton CME Order Routing | Performing query for most recent account balances Date-Time for Trade Account: account no hidden. 2024-10-04 07:30:33.652 | Teton CME Order Routing | Received 1 accounts from service. 2024-10-04 07:30:33.662 | TradeActivity files query time: 0.010105 seconds. Entries: 0. Current queries: 2 2024-10-04 07:30:33.662 | Teton CME Order Routing | Requesting historical order fills for account Account no hidden. Start Date-Time UTC: 2024-10-02 15:20:35 2024-10-04 07:30:33.670 | TradeActivity files query time: 0.008582 seconds. Entries: 0. Current queries: 1 2024-10-04 07:30:33.670 | Teton CME Order Routing | Requesting historical account balances for account Account no hidden. Start date-time UTC: 2024-10-02 16:58:01 2024-10-04 07:30:33.786 | Teton CME Order Routing | Requesting Trade Positions data. 2024-10-04 07:30:35.652 | Teton CME Order Routing | Received 0 order fills for account: Account no hidden. Inserting the ones that do not exist. 2024-10-04 07:30:35.652 | Teton CME Order Routing | Received 2 historical account balance updates for account: Account no hidden. Inserting into Trade Activity Log. 2024-10-04 07:30:35.959 | TradeActivity files query time: 0.014950 seconds. Entries: 2. Current queries: 1 2024-10-04 07:30:36.014 | TradeActivity files query time: 0.009671 seconds. Entries: 0. Current queries: 2 2024-10-04 07:30:36.041 | TradeActivity files query time: 0.009633 seconds. Entries: 0. Current queries: 5 2024-10-04 07:30:36.050 | TradeActivity files query time: 0.009579 seconds. Entries: 0. Current queries: 3 2024-10-04 07:30:36.060 | TradeActivity files query time: 0.009446 seconds. Entries: 0. Current queries: 2 2024-10-04 07:30:36.069 | TradeActivity files query time: 0.009644 seconds. Entries: 0. Current queries: 3 2024-10-04 07:30:36.080 | TradeActivity files query time: 0.010552 seconds. Entries: 2. Current queries: 3 2024-10-04 07:30:37.330 | Denali Data Feed | MaxConnectionsDifferentDevices = 1, NumCurrentConnectionsDifferentDevices = 1 2024-10-04 07:30:37.330 | Denali Data Feed | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 1 2024-10-04 07:30:37.869 | TradeActivity files query time: 0.009971 seconds. Entries: 0. Current queries: 1 2024-10-04 07:30:45.862 | TradeActivity files query time: 0.009666 seconds. Entries: 0. Current queries: 1 2024-10-04 07:30:47.626 | TradeActivity files query time: 0.009350 seconds. Entries: 2. Current queries: 1 2024-10-04 07:30:47.719 | TradeActivity files query time: 0.011559 seconds. Entries: 2. Current queries: 1 2024-10-04 07:30:47.929 | TradeActivity files query time: 0.011537 seconds. Entries: 0. Current queries: 1 2024-10-04 07:30:48.844 | TradeActivity files query time: 0.011076 seconds. Entries: 0. Current queries: 3 2024-10-04 07:30:48.854 | TradeActivity files query time: 0.010050 seconds. Entries: 4. Current queries: 2 2024-10-04 07:30:48.855 | TradeActivity files query time: 0.001149 seconds. Entries: 0. Current queries: 2 2024-10-04 07:30:49.851 | TradeActivity files query time: 0.045674 seconds. Entries: 0. Current queries: 1 2024-10-04 07:43:59.010 | Teton CME Order Routing (Order reject). Info: CME (Rejected). Text: Order price is outside bands 'Bid of 11054.00 violates High Band 1.1124 using Delta .00, CrvBnd equals 1.1064'. Internal Order ID: 89846. Service Order ID: 2791786. Symbol: M6EZ24_FUT_CME. Account: Account no hidden* 2024-10-04 08:28:04.217 | Teton CME Order Routing (Order reject). Info: CME (Rejected). Text: Order price is outside bands 'Bid of 11052.50 violates High Band 1.1123 using Delta .00, C.Last equals 1.1063'. Internal Order ID: 89850. Service Order ID: 2791803. Symbol: M6EZ24_FUT_CME. Account: Account no hidden* 2024-10-04 08:29:34.428 | Teton CME Order Routing (Order reject). Info: CME (Rejected). Text: Order price is outside bands 'Bid of 11058.50 violates High Band 1.1122 using Delta .00, CrvBnd equals 1.1062'. Internal Order ID: 89854. Service Order ID: 2791805. Symbol: M6EZ24_FUT_CME. Account: Account no hidden* When I place a sell-limit order in the dom then I get no issues information over the Trade Service Log. The problem does not exist with the chart settings: - Chart settings: - - Symbols (action): ESZ24_FUT_CME - - Symbols for trade and current quote (action): MESZ24_FUT_CME - - Use only as trading symbols: Yes What can I do to trade the sysbol setting: - - Symbols (action): 6EZ24_FUT_CME - - Symbols for trade and current quote (action): M6EZ24_FUT_CME - - Use only as trading symbols: Yes ? Date Time Of Last Edit: 2024-10-04 06:54:28
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