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Date/Time: Thu, 28 Nov 2024 00:48:20 +0000



Order Rejected.

View Count: 440

[2023-05-31 09:38:03]
David Abrahams - Posts: 17
Hi !
I am charting 6E but executing on M6E.
Please see attached settings and error log rejecting my orders.

Thanks in advance
image6E_settings.PNG / V - Attached On 2023-05-31 09:36:28 UTC - Size: 111.38 KB - 78 views
imageFIXLogging_YES.PNG / V - Attached On 2023-05-31 09:36:33 UTC - Size: 21.05 KB - 82 views
imageM6E_order rejected.PNG / V - Attached On 2023-05-31 09:36:48 UTC - Size: 20.49 KB - 77 views
[2023-05-31 10:04:08]
Sierra_Chart Engineering - Posts: 17199
Refer to the section here regarding this:
Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu)
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
[2023-05-31 15:08:36]
David Abrahams - Posts: 17
I have checked setting as suggested - note I have no problem charting ESM23_FUT_CME but executing on MES23_FUT_CME.

See attached error log and below text

eton CME Order Routing (Order reject). Info: CME (Rejected). Text: Price must be greater than zero 'Order for id: M6EM3 has non-positive price -18.9323'. Text: Attached order. Parent: 12037. Tag: 1 Contract_20_20.twconfig. Internal Order ID: 12039. Service Order ID: 1215026. Symbol: M6EM23_FUT_CME. Account: 550S3651 | 2023-05-31 10:30:12.791 *
Notice: Stop Attached Order was rejected and is being resent as a Market order. | Symbol: M6EM23_FUT_CME | TradeAccount: 550S3651 | InternalOrderID: 12039 | ServiceOrderID: 1215026 | Current Status: Error | 2023-05-31 10:30:12.791 *
Order cancellation failed | Teton CME Order Routing (Order cancel reject). Info: Order cancellation failed | Order Cancel Reject. Text: This order is not in the book 'Order: 8815816516582 SenderCompID: J4S2XH'. Text: Attached order. Parent: 12037. Tag: 1 Contract_20_20.twconfig. Internal Order ID: 12039. Service Order ID: 1215026. Symbol: M6EM23_FUT_CME. Account: 550S3651 | 2023-05-31 10:30:12.928 *
attachmentm6E_order rejection.txt - Attached On 2023-05-31 15:05:39 UTC - Size: 25.77 KB - 121 views
imageM6E_order rejected.PNG / V - Attached On 2023-05-31 15:08:33 UTC - Size: 20.49 KB - 67 views
[2023-05-31 15:35:36]
John - SC Support - Posts: 36350
Refer to the information here (there are special instructions for that particular pair):
Sierra Chart Teton Futures Order Routing: Using Trade Symbol
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-06-13 07:46:39]
David Abrahams - Posts: 17
Hello again..
I have followed the instructions as above.. however in SIM I still get all these wierd situations when using "attached orders"or if trying to add a stop or limit order to an existing market order - it will accept a single market order with no attacvhed stop/limit order.

My attached orders work fine in SIM and live on other symbols.

Note the error in the price of the limit order in the attached screenshot

Thanks in advance
imageerror1.PNG / V - Attached On 2023-06-13 07:44:16 UTC - Size: 43.81 KB - 71 views
imageeur_sim_error.PNG / V - Attached On 2023-06-13 07:44:21 UTC - Size: 45.3 KB - 63 views
[2023-06-13 15:36:26]
Sierra_Chart Engineering - Posts: 17199
Did you use the recommended settings as explained here:
Sierra Chart Teton Futures Order Routing: Using Trade Symbol

What is the Trade Symbol Price Multiplier set to?
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 16:05:17]
David Abrahams - Posts: 17
Yes, correct. see attached screenshot.
Trade and Current Quote Symbol Price Multiplier (List) is: 1
It seems to only be an error while using the Trade as Current Quote Symbol View Mini Chart, execute on Micro contract.
Is there a fix for this please ?
imagecht_settings.PNG / V - Attached On 2023-06-13 16:03:36 UTC - Size: 92.97 KB - 71 views
[2023-06-14 15:17:36]
Sierra_Chart Engineering - Posts: 17199
We just did a test now in the CME test environment. And although we got a rejection due to the market being close there, the price looks correct:
Entry Time  Last Activity Time  Symbol  Status  Internal Order ID  Order Type  Buy/Sell  Open/Close  Order Quantity  Price  Price 2  Filled Quantity  Average Fill Price  Parent Internal Order ID  Time in Force  Good Till DateTime  Service Order ID  Trade Account  Link ID  OCO ID  LastOrderActionSource  Client Order ID  Exchange Order ID  Text Tag  TrailOrderOffset  TrailOrderStepAmount
2023-06-14 11:16:50.741  2023-06-14 11:16:50.814  M6EM23_FUT_CME  Error  40428  Limit  Buy  Open  1  1.0833  0.0000  0  0.0000  0  Day    2984  Test101  0  0  Teton CME Order Routing (Order reject). Info: CME (Rejected). Text: Orders may not be entered while the market is closed  40428.15940  881110576799    0.0000  0.0000

We did use this same configuration:

It seems to only be an error while using the Trade as Current Quote Symbol View Mini Chart, execute on Micro contract.

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: 2023-06-14 15:18:24

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