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Date/Time: Sun, 09 Feb 2025 00:41:19 +0000



Bad order price on setting limit

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[2020-04-08 19:06:29]
User145424 - Posts: 11
I tried to set a limit at 2739 on the micro ES using the DOM. The order was rejected with the following message as though it had tried to create a limit at 273900.00. As a result I could not create the order.

Trade Order Error - CQG order update. Status: REJECTED. Text: Order price is outside bands 'Bid of 273900.00 violates High Band 273450.00 using Delta .00, C.Last equals 272850.00' ExchangeRejectCode = 2179. Internal Order ID: 214905. Service Order ID: 1128543866. Symbol: F.US.MESM20. Account: 111488A | 2020-04-08 19:31:12.254 *
[2020-04-08 19:23:13]
Sierra Chart Engineering - Posts: 104368
There is nothing wrong here. You are just seeing the raw data format from the exchange in the rejection message. This is a perfectly normal reject because the price was just outside of the bands.
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
[2020-08-04 14:31:52]
Futureztek - Posts: 3
Please refer to this link where your own engineering team found there was a problem with Sierra Charts and fixed it for specific symbols years ago.

Cant place orders via CTS

Perhaps with the introduction of the new micros you've forgotten to include the fix on the older systems to these newer ones.

There appears to be some issue with the programming that translates this particular symbol's price when sending it to CQG or perhaps other systems as well.

Please perform a more thorough analysis.

Thanks.
[2020-08-04 18:57:39]
Sierra Chart Engineering - Posts: 104368
No that is unrelated. We know what we are talking about and there is not a problem here.
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
[2020-08-04 19:23:13]
Futureztek - Posts: 3
It seems strange the user would add 2 more zeros to the end of the limit price to have accidentally caused this manually no?

I can also tell you that I just recently tried the same in a spreadhsheet automated trading program and my limit price was definitely not a factor of 100 off as it was based on the autoupdating cells generated by Sierra Chart, yet I had the same error. (The only reason I found this thread.)

Problem is I didn't think and erased the message log to clean up the screen earlier, so can't show you the proof. I'm also afraid to send the order through to CQG now as I'm not sure what else might go wrong.

There is something strange that happened here, if it was user error, can you please tell me what you think might have happened instead of just saying there is nothing wrong? I most definitely did not submit a limit order price that was 100 times larger than I intended it to be. And if it was submitted, then there is something wrong in Sierra Charts automated spreadsheet program.

I did update to the newest Sierra version shortly after this, but I couldn't have been too far back as I likely updated just a month or so back at the latest.

Thanks.
[2020-08-04 20:15:54]
Sierra Chart Engineering - Posts: 104368
It seems strange the user would add 2 more zeros to the end of the limit price to have accidentally caused this manually no?
They did not. The exchange is showing the raw price format in the rejection message.

The version you are running of Sierra Chart is not relevant here.

Make sure the Symbol Related settings in Chart Settings are correct. Follow the instructions here:
Global Symbol Settings: Update/Apply Symbol Settings to Charts

And check the order prices for the orders in the Trade Activity Log:
Trade Activity Log: Viewing Historical Trade Activity
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: 2020-08-04 20:16:06

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