Support Board
Date/Time: Mon, 23 Dec 2024 20:04:18 +0000
Post From: CQG - FIX field incorrect 'Illegal Price' on 5 year t-note
| [2015-05-27 13:10:15] |
| dmh - Posts: 9 |
|
I received following native reject on a limit order at 119'26.75/32 for F.US.FVAM15: Info: FIX field incorrect 'Illegal Price: '119.835937 contract 'ZFM5' (ticks in 0.0078125, CAB of 0)' ExchangeRejectCode = 1011[] you can see the full price decimal should be 119.8359375 (the 5 got truncated so it was no longer to tick size) Is there some way to fix this? |