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Date/Time: Fri, 25 Oct 2024 23:51:07 +0000



Sierra Chart - Close running order

View Count: 54

[2024-10-22 07:03:51]
stefkovic.m28 - Posts: 15
Hello support,

I have tried to send a market order for closing my position, but without result, please see my code.
Do you know please, why I´am getting always this message type 507?

{
"Type": 208,
"Symbol": "ESZ24-CME",
"ClientOrderID": 123,
"OrderType": 1,
"BuySell": 1,
"Quantity": 1,
"TradeAccount": "Sim1",
"TradeMode": 1,
"IsParentOrder": 1
}


{
"Type": 201,
"Symbol": "ESZ24-CME",
"ParentTriggerClientOrderID": 123,
"ClientOrderID_1": 124,
"OrderType_1": 1,
"BuySell_1": 2,
"Price1_1": 5900,
"Quantity_1": 1,
"ClientOrderID_2": 125,
"OrderType_2": 1,
"BuySell_2": 2,
"Price1_2": 5930,
"Quantity_2": 1,
"TimeInForce": 1,
"PartialFillHandling": 1,
"TradeAccount": "Sim1"
}


And then I got this answer from DTC:

{
"Type": 507,
"RequestID": 110000000,
"SecurityType": 1,
"MinPriceIncrement": 1,
"PriceDisplayFormat": 0,
"CurrencyValuePerIncrement": 25,
"IsFinalMessage": 1,
"SecurityExpirationDate": 1734652800,
"DisplayPriceMultiplier": 1,
"RolloverDate": 1734566400,
"IsDelayed": 1,
"SecurityIdentifier": 7296065,
"Symbol": "FDAXZ24-EUREX",
"Description": "FUT ON DAX INDEX",
"UnderlyingSymbol": "FDAX",
"ExchangeSymbol": "FDAX202412_FUT_EUREX",
"Currency": "EUR",
"ProductIdentifier": "DE0008469594"
}

{
"Type": 507,
"RequestID": 110000000,
"SecurityType": 1,
"MinPriceIncrement": 0.25,
"PriceDisplayFormat": 2,
"CurrencyValuePerIncrement": 12.5,
"IsFinalMessage": 1,
"SecurityExpirationDate": 1734652800,
"DisplayPriceMultiplier": 1,
"OpenInterest": 2149636,
"RolloverDate": 1734307200,
"IsDelayed": 1,
"SecurityIdentifier": 183748,
"Symbol": "ESZ24-CME",
"Description": "E-MINI S&P 500 FUTURES ES Dec 2024",
"UnderlyingSymbol": "ES",
"ExchangeSymbol": "ESZ24",
"Currency": "USD"
}

{
"Type": 507,
"RequestID": 110000000,
"SecurityType": 1,
"MinPriceIncrement": 0.25,
"PriceDisplayFormat": 2,
"CurrencyValuePerIncrement": 5,
"IsFinalMessage": 1,
"SecurityExpirationDate": 1734652800,
"DisplayPriceMultiplier": 1,
"OpenInterest": 238189,
"RolloverDate": 1734307200,
"IsDelayed": 1,
"SecurityIdentifier": 106364,
"Symbol": "NQZ24-CME",
"Description": "E-MINI NASDAQ 100 FUTURES NQ Dec 2024",
"UnderlyingSymbol": "NQ",
"ExchangeSymbol": "NQZ24",
"Currency": "USD"
}
[2024-10-23 04:19:11]
Sierra_Chart Engineering - Posts: 16734
The 507 messages are security definition messages and those are not going to be sent in response to an order submission, unless there was a subscription for market data, for the symbol of the order.
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
[2024-10-23 20:41:59]
User388741 - Posts: 8
Your payload is not correct.
If you're aiming to close an open long position with what you posted, you need to set IsParentOrder to 0, add OrderType 1 and OpenOrClose 2.
I don't know what TradeMode is supposed to be, this is not defined anywhere. Why did you add this?

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