Support Board
Date/Time: Wed, 05 Mar 2025 01:41:09 +0000
Order Type not accepted - CQG
View Count: 659
| [2022-01-06 00:10:06] |
| User856020 - Posts: 9 |
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Hello, I'm having problem placing the order with CQG service. Using OCO Stop and Market if Touched order types (see images for details) 1. When placing the "Buy stop limit" order below the price or "Sell stop limit" above the price the CQG service rejects the order action. 2. When entering the "market order" the OCO group orders are rejected and only market order remains active I would like to use Server Side OCO orders with CQG and be able to place OCO buy/sell limit orders below/above price and market order with OCO attached orders. Could you please help. Thanks Trade Log activity CO buy/sell limit orders below/above price: =============================================================== ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username Orders 2022-01-05 18:54:51.842983 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15775.5 | AO=1. Attached Order | Client side bracket order | Server side OCO order 4555 Market if Touched Sell 15779.50 Pending Child-Client 129768 Close 4554 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:51.853113 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15775.5 | AO=1. Attached Order | Client side bracket order | Server side OCO order 4556 Stop Sell 15748.50 Pending Child-Client 129768 Close 4554 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:51.865611 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15775.5 | AO=1 4554 Stop Limit 1 Buy 15754.50 15755.50 Order Sent 129768 Open NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:51.879295 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15775.5 | AO=1. Attached Order | Client side bracket order | Server side OCO order 4558 Market if Touched Sell 15766.50 Pending Child-Client 129768 Close 4557 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:51.893452 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15775.5 | AO=1. Attached Order | Client side bracket order | Server side OCO order 4559 Stop Sell 15748.50 Pending Child-Client 129768 Close 4557 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:51.905865 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15775.5 | AO=1 4557 Stop Limit 1 Buy 15754.50 15755.50 Order Sent 129768 Open NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:52.174469 F.US.MNQH22 CQG order update. Status: IN_TRANSIT 4554 138045023 Stop Limit 1 Buy 15754.50 15755.50 Pending Open 129768 Open NQMIN_2Targets.twconfig 0.00 4554.71451 Day Orders 2022-01-05 18:54:52.175495 F.US.MNQH22 CQG order update. Status: IN_TRANSIT 4557 138045024 Stop Limit 1 Buy 15754.50 15755.50 Pending Open 129768 Open NQMIN_2Targets.twconfig 0.00 4557.53167 Day Orders 2022-01-05 18:54:52.175536 F.US.MNQH22 CQG order update. Status: REJECTED. Text: Buy order stop price must be above last trade price ExchangeRejectCode = 2061 4554 138045023 Stop Limit 1 Buy 15754.50 15755.50 Error 129768 Open NQMIN_2Targets.twconfig 0.00 4554.71451 Day Orders 2022-01-05 18:54:52.175562 F.US.MNQH22 Canceling child orders of internal order ID 4554. Internal cancel 4555 Market if Touched Sell 15779.50 Pending Cancel 129768 Close 4554 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:52.175570 F.US.MNQH22 Canceling child orders of internal order ID 4554. Internal cancel 4555 Market if Touched Sell 15779.50 Canceled 129768 Close 4554 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:52.175584 F.US.MNQH22 Canceling child orders of internal order ID 4554. Internal cancel 4556 Stop Sell 15748.50 Pending Cancel 129768 Close 4554 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:52.175590 F.US.MNQH22 Canceling child orders of internal order ID 4554. Internal cancel 4556 Stop Sell 15748.50 Canceled 129768 Close 4554 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:52.175612 F.US.MNQH22 CQG order update. Status: REJECTED. Text: Buy order stop price must be above last trade price ExchangeRejectCode = 2061 4557 138045024 Stop Limit 1 Buy 15754.50 15755.50 Error 129768 Open NQMIN_2Targets.twconfig 0.00 4557.53167 Day Orders 2022-01-05 18:54:52.175623 F.US.MNQH22 Canceling child orders of internal order ID 4557. Internal cancel 4558 Market if Touched Sell 15766.50 Pending Cancel 129768 Close 4557 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:52.175634 F.US.MNQH22 Canceling child orders of internal order ID 4557. Internal cancel 4558 Market if Touched Sell 15766.50 Canceled 129768 Close 4557 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:52.175642 F.US.MNQH22 Canceling child orders of internal order ID 4557. Internal cancel 4559 Stop Sell 15748.50 Pending Cancel 129768 Close 4557 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 18:54:52.175648 F.US.MNQH22 Canceling child orders of internal order ID 4557. Internal cancel 4559 Stop Sell 15748.50 Canceled 129768 Close 4557 NQMIN_2Targets.twconfig 0.00 Day Trade Log activity market order: ================================ ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username Orders 2022-01-05 19:08:33.330652 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15790.5 | AO=1. Attached Order | Client side bracket order | Server side OCO order 4561 Market if Touched Sell 15815.75 Pending Child-Client 129768 Close 4560 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.340917 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15790.5 | AO=1. Attached Order | Client side bracket order | Server side OCO order 4562 Stop Sell 15784.75 Pending Child-Client 129768 Close 4560 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.350820 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15790.5 | AO=1 4560 Market 1 Buy Order Sent 129768 Open NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.360424 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15790.5 | AO=1. Attached Order | Client side bracket order | Server side OCO order 4564 Market if Touched Sell 15802.75 Pending Child-Client 129768 Close 4563 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.371479 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15790.5 | AO=1. Attached Order | Client side bracket order | Server side OCO order 4565 Stop Sell 15784.75 Pending Child-Client 129768 Close 4563 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.381699 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry | Last: 15790.5 | AO=1 4563 Market 1 Buy Order Sent 129768 Open NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.596853 F.US.MNQH22 CQG order update. Status: IN_TRANSIT 4560 137914903 Market 1 Buy Pending Open 129768 Open NQMIN_2Targets.twconfig 0.00 4560.54922 Day Orders 2022-01-05 19:08:33.597057 F.US.MNQH22 CQG order update. Status: IN_TRANSIT 4563 137914904 Market 1 Buy Pending Open 129768 Open NQMIN_2Targets.twconfig 0.00 4563.27053 Day Orders 2022-01-05 19:08:33.597079 F.US.MNQH22 CQG order update. Status: ACK_PLACE 4560 137914903 Market 1 Buy Open 129768 Open NQMIN_2Targets.twconfig 0.00 4560.54922 Day Positions 2022-01-05 19:08:33.597111 F.US.MNQH22 Updated Service Position Quantity to 1 Unspecified 129768 0.00 Orders 2022-01-05 19:08:33.607735 F.US.MNQH22 CQG order update. Status: FILL 4560 137914903 Market 1 Buy Filled 15790.50 1 129768 Open 48505804813 NQMIN_2Targets.twconfig 0.00 4560.54922 Day Positions 2022-01-05 19:08:33.607736 F.US.MNQH22 Updated Internal Position Quantity to 1. Previous: 0 1 Unspecified 129768 1 0.00 Fills 2022-01-05 19:08:33.607737 F.US.MNQH22 CQG order update. Status: FILL 4560 137914903 Market 1 Buy Filled 15790.50 1 129768 Open 1 48505804813 NQMIN_2Targets.twconfig 0.00 4560.54922 Day Orders 2022-01-05 19:08:33.607881 F.US.MNQH22 Modifying Attached Order from parent fill. Parent base price: 15790.50. New price: 15815.50. Requested Price: 15815.50. Requested Quantity: 0 4561 Market if Touched Sell 15815.75 Pending Modify 129768 Close 4560 1 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.607890 F.US.MNQH22 Order modified internally. Modifying Attached Order from parent fill. Parent base price: 15790.50. New price: 15815.50. Requested Price: 15815.50. Requested Quantity: 0 4561 Market if Touched Sell 15815.50 Pending Child-Client 129768 Close 4560 1 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.607904 F.US.MNQH22 Modifying Attached Order from parent fill. Parent base price: 15790.50. New price: 15784.50. Requested Price: 15784.50. Requested Quantity: 0 4562 Stop Sell 15784.75 Pending Modify 129768 Close 4560 1 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.607910 F.US.MNQH22 Order modified internally. Modifying Attached Order from parent fill. Parent base price: 15790.50. New price: 15784.50. Requested Price: 15784.50. Requested Quantity: 0 4562 Stop Sell 15784.50 Pending Child-Client 129768 Close 4560 1 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.607918 F.US.MNQH22 Updating move to breakeven stop reference price on parent modification/fill to 15790.5 4562 Stop Sell 15784.50 Pending Child-Client 129768 Close 4560 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.607922 F.US.MNQH22 Updating move to breakeven stop trigger price on parent modification/fill to 15797.5 4562 Stop Sell 15784.50 Pending Child-Client 129768 Close 4560 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.607929 F.US.MNQH22 Auto-sent child from parent fill 4561 Market if Touched 1 Sell 15815.50 Order Sent 129768 Close 4560 1 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.607946 F.US.MNQH22 Auto-sent child from parent fill 4562 Stop 1 Sell 15784.50 Order Sent 129768 Close 4560 1 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.608220 F.US.MNQH22 CQG order update. Status: ACK_PLACE 4563 137914904 Market 1 Buy Open 129768 Open 1 NQMIN_2Targets.twconfig 0.00 4563.27053 Day Positions 2022-01-05 19:08:33.608324 F.US.MNQH22 Updated Service Position Quantity to 2 Unspecified 129768 1 0.00 Orders 2022-01-05 19:08:33.608343 F.US.MNQH22 CQG order update. Status: FILL 4563 137914904 Market 1 Buy Filled 15790.75 1 129768 Open 1 48505805069 NQMIN_2Targets.twconfig 0.00 4563.27053 Day Positions 2022-01-05 19:08:33.608344 F.US.MNQH22 Updated Internal Position Quantity to 2. Previous: 1 1 Unspecified 129768 2 0.00 Fills 2022-01-05 19:08:33.608345 F.US.MNQH22 CQG order update. Status: FILL 4563 137914904 Market 1 Buy Filled 15790.75 1 129768 Open 2 48505805069 NQMIN_2Targets.twconfig 0.00 4563.27053 Day Orders 2022-01-05 19:08:33.608387 F.US.MNQH22 Updating move to breakeven stop reference price on parent modification/fill to 15790.75 4565 Stop Sell 15784.75 Pending Child-Client 129768 Close 4563 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.608391 F.US.MNQH22 Updating move to breakeven stop trigger price on parent modification/fill to 15797.75 4565 Stop Sell 15784.75 Pending Child-Client 129768 Close 4563 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.608399 F.US.MNQH22 Auto-sent child from parent fill 4564 Market if Touched 1 Sell 15802.75 Order Sent 129768 Close 4563 2 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.608410 F.US.MNQH22 Auto-sent child from parent fill 4565 Stop 1 Sell 15784.75 Order Sent 129768 Close 4563 2 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:33.735284 F.US.MNQH22 CQG order update. Status: REJECTED. Text: The order type is not allowed for the commodity 4561 138050366 Market if Touched 1 Sell 15815.50 Error 129768 Close 4560 2 NQMIN_2Targets.twconfig 0.00 4561.39234 Day Orders 2022-01-05 19:08:33.735354 F.US.MNQH22 CQG order update. Status: REJECTED. Text: This order was rejected with other order in compound order 4562 138050367 Stop 1 Sell 15784.50 Error 129768 Close 4560 2 NQMIN_2Targets.twconfig 0.00 4562.97873 Day Orders 2022-01-05 19:08:33.778247 F.US.MNQH22 CQG order update. Status: REJECTED. Text: The order type is not allowed for the commodity 4564 138055204 Market if Touched 1 Sell 15802.75 Error 129768 Close 4563 2 NQMIN_2Targets.twconfig 0.00 4564.35633 Day Orders 2022-01-05 19:08:33.778344 F.US.MNQH22 CQG order update. Status: REJECTED. Text: This order was rejected with other order in compound order 4565 138055205 Stop 1 Sell 15784.75 Error 129768 Close 4563 2 NQMIN_2Targets.twconfig 0.00 4565.93852 Day Orders 2022-01-05 19:08:36.298322 F.US.MNQH22 No working orders to cancel for Symbol and Account Unspecified 129768 0.00 Orders 2022-01-05 19:08:36.298343 F.US.MNQH22 F.US.MNQH22 [CV][M] Renko 9t #1 | User order entry. Flatten&Cancel | Last: 15790. Current Position quantity: 2 | AO=0 4566 Market 2 Sell Order Sent 129768 Close 2 NQMIN_2Targets.twconfig 0.00 Day Orders 2022-01-05 19:08:36.449406 F.US.MNQH22 CQG order update. Status: IN_TRANSIT 4566 138055206 Market 2 Sell Pending Open 129768 Close 2 NQMIN_2Targets.twconfig 0.00 4566.29459 Day Orders 2022-01-05 19:08:36.451971 F.US.MNQH22 CQG order update. Status: ACK_PLACE 4566 138055206 Market 2 Sell Open 129768 Close 2 NQMIN_2Targets.twconfig 0.00 4566.29459 Day Positions 2022-01-05 19:08:36.452014 F.US.MNQH22 Updated Service Position Quantity to 0 Unspecified 129768 2 0.00 Orders 2022-01-05 19:08:36.452021 F.US.MNQH22 CQG order update. Status: FILL 4566 138055206 Market 2 Sell Filled 15791.75 2 129768 Close 2 48505806861 NQMIN_2Targets.twconfig 0.00 4566.29459 Day Positions 2022-01-05 19:08:36.452022 F.US.MNQH22 Updated Internal Position Quantity to 0. Previous: 2 2 Unspecified 129768 0.00 Fills 2022-01-05 19:08:36.452023 F.US.MNQH22 CQG order update. Status: FILL 4566 138055206 Market 2 Sell Filled 15791.75 2 129768 Close 48505806861 15791.75 15790.00 NQMIN_2Targets.twconfig 0.00 4566.29459 Day Positions 2022-01-05 19:08:46.299457 F.US.MNQH22 Removing Position with quantity of 0 Unspecified 129768 0.00 |
1.png.png| [2022-01-06 05:08:54] |
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The problem is you cannot use a Market if Touched order for Attached Orders in this particular case.
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 |
| [2022-01-06 08:33:52] |
| User856020 - Posts: 9 |
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1. Could you please provide an advice on which type of orders can be used for attached orders with Server Side OCO orders enabled on CQG? 2. Is this order type with server side OCO accepted on Teton service provided by SierraChart? 3. Does Rithmic or TT allow Server Side OCO orders buy/sell limit orders below/above price and market order with OCO attached orders? Thank you Date Time Of Last Edit: 2022-01-06 09:53:55
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| [2022-01-10 04:48:39] |
| Sierra_Chart Engineering - Posts: 18656 |
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1. Only the order types that the exchange supports. you can check with the CME on this. 2. No because the CME does not support that order type. 3. Assuming we are understanding you correctly, this is supported by the Teton order routing service. We cannot help you with other services. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-01-10 04:49:38
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