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Date/Time: Mon, 25 Nov 2024 15:13:08 +0000



Topstep Rithmic Error when scaling in a bracket order

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[2024-02-20 21:24:07]
n8trading - Posts: 36
I'm going through the Topstep Combine. When I place an order, I use a market buy/sell with a Limit and Stop bracket. I don't experience any error when I first make this trade. However, when I go to scale in an additional contract, the Trade Service Log pops up with the below error. I know this error is coming from the Rithmic side, but I'm wondering if there is something you guys may know from experience as to the cause of this error - perhaps the bracket orders I'm using need to be different for compatibility with Rithmic, or I need to somehow scale in differently. I do not experience this error when trading this bracket order through Teton.


2024-02-20 15:32:56.073 | Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. | Symbol: NQH4.CME | TradeAccount: xxxxxxxxxx | InternalOrderID: 566 | ServiceOrderID: xxxxxxxxxx| Current Status: Open
2024-02-20 15:32:56.073 | Scale-In: Increasing quantity of child order by 1 due to order fill of the same side. | Symbol: NQH4.CME | TradeAccount: xxxxxxxxxx| InternalOrderID: 567 | ServiceOrderID: xxxxxxxxxx| Current Status: Open
2024-02-20 15:32:56.130 | Order modification failed | Rithmic Direct - DTC (Order cancel/replace reject). Internal Order ID: 567. Service Order ID: xxxxxxxxxx. Symbol: NQH4.CME. Account: xxxxxxxxxx

Here are the sanitized associated orders for the round-trip trade (from open to close of the whole trade):

Entry Time  Last Activity Time  Symbol  Status  Internal Order ID  Order Type  Buy/Sell  Open/Close  Order Quantity  Price  Filled Quantity  Average Fill Price  Parent Internal Order ID  Time in Force  Link ID  OCO ID  LastOrderActionSource  Client Order ID  Text Tag
2024-02-20 15:32:32  2024-02-20 15:33:47  NQH4.CME  Canceled  566  Limit  Buy  Close  2  17504.75  0  0  565  Day  0  566  Rithmic Direct - DTC (Canceled)  566.35921  Scale-In-Bracket.twconfig
2024-02-20 15:32:32  2024-02-20 15:33:47  NQH4.CME  Canceled  567  Stop  Buy  Close  2  17560.5  0  0  565  Day  0  566  Rithmic Direct - DTC (Canceled)  567.96046  Scale-In-Bracket.twconfig
2024-02-20 15:32:32  2024-02-20 15:32:32  NQH4.CME  Filled  565  Market  Sell  Open  1  17568  1  17567.75  0  Day  565  0  Rithmic Direct - DTC (Filled)  565.52445  Scale-In-Bracket.twconfig
2024-02-20 15:32:56  2024-02-20 15:32:56  NQH4.CME  Filled  568  Market  Sell  Open  1  17554.5  1  17555.25  0  Day  0  0  Rithmic Direct - DTC (Filled)  568.71525  Scale-In-Bracket.twconfig
2024-02-20 15:33:47  2024-02-20 15:33:47  NQH4.CME  Filled  569  Market  Buy  Close  2  17537.5  2  17537.37  0  Day  0  0  Rithmic Direct - DTC (Filled)  569.59995  Scale-In-Bracket.twconfig

Thank you,
[2024-02-22 00:05:40]
Sierra_Chart Engineering - Posts: 17174
You really need to ask Rithmic about this:
but I'm wondering if there is something you guys may know from experience as to the cause of this error -

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

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