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Date/Time: Wed, 05 Feb 2025 10:50:12 +0000



Post From: CME Stop Orders - Rejected

[2025-01-06 22:12:44]
John - SC Support - Posts: 37728
This is in relation to a parent order. So according to this, you are entering a "Buy Stop" order but to do this, the price at which you are entering the Buy Stop needs to be above the current price, otherwise the order would immediately fill, essentially making it a Market order.

The only thing we can think is that you are using a "Trade and Current Quote Symbol" and although the ES and MES prices are typically very close to one another, we wonder if the MES was actually higher than you thought it was and that is why it was rejected.

To know for sure, you would need to look at your "Trade Activity Log" and look at the price that is associated with that order that is being rejected and compare it to the price at that time. Refer to the following:
Trade Activity Log: Viewing Historical Trade Activity
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing