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Bitmex chase limit not updating price. Wrong Price

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[2019-02-05 10:37:00] #1 [Go To First Post]
User619308 - Posts: 7
ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Order 2019-02-05 11:14:20.209 XBTM19-BMEX Order modification failed \| BitMEX Trading Direct error: Invalid price tickSize 698 85c2e30d-5938-45b7-3d27-22038a0054d0 Limit Chase 12 Sell 3362.0 Open 790763 Close 24 Order 2019-02-05 11:14:20.318 XBTM19-BMEX Auto trail order modification. Trigger price: 3360.500. Using new provided price. Requested Price: 3361.950. Requested Quantity: 12 698 85c2e30d-5938-45b7-3d27-22038a0054d0 Limit Chase 12 Sell 3362.0 Pending Modify 790763 Close 24 I am unable to correctly set chase limit (it doesn't chase), as the trading activity log is showing that it tries to modify for an incorrect price (that is, an incorrect lot size). Is there something wrong potentially in the order i am submiting, or is it a problem with bitmex? Best regards

[2019-02-05 23:00:33] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The Tick Size is not set correctly. It should be .5. Follow the instructions here: Global Symbol Settings: Update/Apply Symbol Settings to Charts 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: 2019-02-05 23:00:53

[2019-02-06 10:07:01] #3 [Go To First Post]
User619308 - Posts: 7
I do actually have tick sizxe set for 0.50000. My record is XBT?##. Contract months boxes checked for H and M, both of them don't work as chase. I should mention that chase limit does actually work when I open position from trading DOM, however it does not in Automated trading. Below I attach the snippet of code in which I am using the chase limit: s_SCNewOrder LimitTemplate; LimitTemplate.OrderType = SCT_ORDERTYPE_LIMIT_CHASE; LimitTemplate.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; LimitTemplate.MaximumChaseAsPrice = 5.0; LimitTemplate.OrderQuantity = abs(qty); LimitTemplate.Price1 = (qty > 0)? Bid: Ask; if (qty < 0) ReturnValue = sc.SellOrder(LimitTemplate); else ReturnValue = sc.BuyOrder(LimitTemplate); Best Regards

[2019-02-06 16:25:22] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Check the Tick Size setting in Chart >> Chart Settings. We will test your code and see what we find out. 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

[2019-02-07 08:51:56] #5 [Go To First Post]
User619308 - Posts: 7
Tick Size in Chart >> Chart Settings is also set to 0.5. I am currently using custom written limit chase, but it's still a bit inconvenient, considering that chase limits in Trading DOM work.

[2019-02-12 05:01:40] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We just do not see any problems at all testing this. Unable to reproduce this. There must be a problem with the tick size in the chart in combination with the data causing the problem with the modified price not being correct. Otherwise, it makes no sense why there would be an issue. Also update to the current version following the instructions here: Software Download: Fast Update 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: 2019-02-12 05:02:29

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