Support Board
Date/Time: Sun, 24 Nov 2024 08:29:14 +0000
Execution error on 6E/M6E
View Count: 690
| [2023-05-17 10:16:58] |
| User898094 - Posts: 19 |
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I'm getting a trade execution error only for 6E and M6E. This is using Rithmic with Denali data. I have 6EM3.CME as the Symbol, M6EM3.CME as the Trade and Current Quote Symbol. When I place a buy limit order, sell limit order, market order, all trades instantly go through to M6E regardless of whether the limit order was hit or not, this is followed by an error that appears in the Trade Service Log, and no pending orders show up on the 6E chart. The error that appears is: Rithmic Direct - DTC (Order reject). Info: price crossed low limit. Internal Order ID: 5021. Service Order ID: 327405751. Symbol: M6EM3.CME. Account: APEX-xxxx-xx | 2023-05-17 05:13:02.256 * Rithmic Direct - DTC (Order reject). New order rejected by server. Internal Order ID: 5021. Service Order ID: 327405751. Symbol: M6EM3.CME. Account: APEX-xxxx-xx | 2023-05-17 05:13:02.256 * If I then switch to the M6E chart, I can see the fill, with no attached orders. Placing an order directly onto M6E works fine. Using the exact same setup on ES/MES, GC/MGC, CL/MCL, FDAX/FDXS all work fine. |
| [2023-05-17 11:56:30] |
| Sierra_Chart Engineering - Posts: 17154 |
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This is the relevant documentation for an issue like this: Sierra Chart Teton Futures Order Routing: Using Trade Symbol 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 |
| [2023-06-13 07:11:31] |
| User898094 - Posts: 19 |
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I've just rolled over to the new contract, and even with the settings from the link, I'm getting the same issue on 6A/M6A and 6E/M6E. These settings worked fine on the previous contract. |
| [2023-06-13 15:43:51] |
| Sierra_Chart Engineering - Posts: 17154 |
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Maybe the CME has made some changes with the data but we would think not. We will have to test this. 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: 2023-06-13 18:52:01
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| [2023-06-13 19:48:23] |
| Sierra_Chart Engineering - Posts: 17154 |
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We are doing some testing now.
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 |
| [2023-06-14 15:19:57] |
| Sierra_Chart Engineering - Posts: 17154 |
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We could not reproduce any problem with this in the CME test environment are you still having a 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-18 07:09:48] |
| User898094 - Posts: 19 |
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It appears to be an issue with the multiplier. I've setup a brand new intraday chart, not using any custom symbol settings in the global symbol menu. In attached screenshot of the chart settings, I have identical settings except for trade multiplier. Left box is the multiplier at 1, and the price was filled at 10993.00102, right is multiplier at 0, filled at 1.09930 which is correct. This also shows on the chart. |
| [2023-06-18 23:59:57] |
| User682080 - Posts: 5 |
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I'm having the same issue. In this case, using the DOM to execute my orders. Chart settings on the DOM match the link you provided. And SC version is up to date. Symbol = 6EU23_FUT_CME
Trade and Current Quote Symbol (Action) = M6EU23_FUT_CME Use As Trade Only Symbol = Yes Price Display Format: .00001
Tick Size: .0001 Trade and Current Quote Symbol Price Multiplier: 1 When testing in SIM, there are trade execution issues that are happening. For example, when an order is placed, it will accept the order and then immediately close the trade shortly after it fills. Per the Trade Activity Log, there are some Entry Price fills that appear to be correct (e.g., 1.0991), though the Exit Price will be incorrect (e.g., 10991.0000). I'm thinking this may have something to do with the issues. Date Time Of Last Edit: 2023-06-19 00:00:47
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| [2023-06-19 09:07:04] |
| Sierra_Chart Engineering - Posts: 17154 |
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We determined the problem has to do with Trade Simulation Mode only. Not with live trading. We tracked down the issue. This is not a new problem and it looks like it has always been there when using a symbol and trade symbol combination with different multipliers . It is now resolved in the latest release. Instructions to update: 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-06-19 09:07:23
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| [2023-06-19 13:07:55] |
| User682080 - Posts: 5 |
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The issue (again, testing in SIM) is still occurring using Version 2512.
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| [2023-06-19 13:16:09] |
| Sierra_Chart Engineering - Posts: 17154 |
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We do not see the problem. We will have to look at this later on. At this point in time do not use a separate trade symbol like you have configured for the chart.
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 |
| [2023-06-20 07:16:12] |
| Sierra_Chart Engineering - Posts: 17154 |
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We will need to do a remote assistance session with you for you to show us the problem because we really do not know how to reproduce this. We tried again and simply cannot reproduce and we do not have any idea as to the steps to reproduce.
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 |
| [2023-06-20 12:24:45] |
| User682080 - Posts: 5 |
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Please let me know if I should send a DM to set up the remote session.
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| [2023-06-20 12:27:10] |
| Sierra_Chart Engineering - Posts: 17154 |
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No, we do not use direct messages on this board. Just make sure your telephone number is here: https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo And we can look at this after the market close either today or tomorrow. 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: 2023-06-20 12:28:33
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| [2024-06-12 14:41:33] |
| joshtrader - Posts: 488 |
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Experienced this error this morning. Some of the initial confusion could have been avoided if the poster had shown the order in R|Trader. The relevant screenshots are attached. Orders are being routed with no multiplier, it seems. The issue does not occur when trading simulation mode is turned on, only when trading live with Rithmic. SC version is 2643 rev 50339M. Date Time Of Last Edit: 2024-06-12 14:45:17
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 rithmic.png / V - Attached On 2024-06-12 14:41:19 UTC - Size: 40.29 KB - 42 views |
| [2024-06-12 22:17:34] |
| Sierra_Chart Engineering - Posts: 17154 |
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To resolve this problem, refer to the information here: Sierra Chart Teton Futures Order Routing: Using Trade Symbol This also applies to Rithmic as well. 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: 2024-06-12 22:22:45
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| [2024-06-12 22:23:06] |
| Sierra_Chart Engineering - Posts: 17154 |
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Prior post has been updated with the correct link.
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 |
| [2024-06-13 01:40:55] |
| joshtrader - Posts: 488 |
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Thank you, it makes perfect sense that there would be some issues using 6E/M6E on the same chart, as the 6E tick size is half of what the M6E tick size is. Tested and works as expected, thanks for the link! |
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