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Date/Time: Mon, 23 Dec 2024 16:42:15 +0000



CQG - FIX field incorrect 'Illegal Price' on 5 year t-note

View Count: 1929

[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?
[2015-05-27 18:19:48]
Sierra Chart Engineering - Posts: 104368
We can fix this. Just give us about one day.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-05-28 07:11:52]
Sierra Chart Engineering - Posts: 104368
This will be solved in the next release coming out in a couple of days. The changes are rather involved. We were previously relying on a C++ formatting function but that had a limitation.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-10-13 18:33:57]
User931283 - Posts: 55
I have a problem:
On Version 1300.

CQG, FIX connection (I think).
Trading E-mini F.US.EP

I had traded live on this connection back around July 1 on then-current SC version. All was well.
I ran simulation from July 15 through today. All was well.
I have not changed anything since it worked in July.

When I tried to resume Live Trading today, I got
"illegal price" "FIX field incorrect" and error code 1101, like the above poster's problem.
In CQG's error message, the decimal is off by 2 places: Shows 200430.0

If I don't hear back in a couple of hours, I'll post this as a new thread.
[2015-10-13 21:28:44]
Sierra Chart Engineering - Posts: 104368
We are going to be testing this to determine the problem.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-10-13 21:28:53
[2015-10-14 03:21:12]
Sierra Chart Engineering - Posts: 104368
We have not been able to duplicate this problem. Perform a Full Reset of Symbol Settings:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#FullResetSymbolSettingsSteps

And follow the instructions here to make sure they are applied to the chart you are using for trading:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateChartSettingsSteps
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2015-10-14 13:29:24]
User931283 - Posts: 55
That seems to have fixed it.

Thank you so much for such a quick response and solution.

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