Support Board
Date/Time: Sat, 18 Jul 2026 01:39:51 +0000
Teton order rejection on Sunday evening open for CME
View Count: 170
| [2026-06-01 16:57:29] |
| User987654 - Posts: 72 |
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I had a couple of orders rejected yesterday right around the 6pm EST open of the CME. 2026-05-31 17:02:56.816 | Order update (Order reject). Info: Teton CME Routing (Order reject). Info: CME (Rejected). Text: Order price is outside bands 'Bid of 3040275.00 violates High Band 3040175.00 using Delta .00, C.Last equals 3037175.00'. SecurityID=xxxx. Operator=xxxx. Internal Order ID: 131037. Service Order ID: 128844. Symbol: NQM26_FUT_CME. Account: xxxx * 2026-05-31 17:02:57.345 | Order update (Order reject). Info: Teton CME Routing (Order reject). Info: CME (Rejected). Text: Order price is outside bands 'Bid of 3040275.00 violates High Band 3040175.00 using Delta .00, C.Last equals 3037175.00'. SecurityID=xxxx. Operator=xxxx. Internal Order ID: 131038. Service Order ID: 128845. Symbol: NQM26_FUT_CME. Account: xxxx * These were automated LMT orders, so prices were not entered manually but pulled using sc.BaseDataIn[SC_LAST]. Also this is not a new study and it worked before and after this rejection. It looks like the last time NQ was at 30402.75 was about 55 seconds before the rejection happened and that at the time of rejection (17.02:57), price was 30371.75. So I wonder if perhaps the order server lagged briefly right around the open. In hindsight, this actually happened 2 weeks ago when I entered a MKT order also for a CME product manually right around the Sunday open. I didn't think much of it because I entered a bunch of other MKT orders manually and it was the only one that failed and I chalked it up to a one time event. I did not save the log from that instance. |
| [2026-06-01 22:19:53] |
| Sierra_Chart Engineering - Posts: 24267 |
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These are rejections from the exchange. We have no control over this. Try using good till canceled (Time in Force) orders. They may be less likely to get rejected for this reason. But we are not totally sure.
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: 2026-06-01 22:20:10
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| [2026-06-02 01:23:55] |
| User987654 - Posts: 72 |
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These were GTC orders and I understand it was the exchange that rejected these but given the discrepancy between the order price and where the market was at the time when the exchange received the order, I thought maybe there was a lag somewhere between the order being generated on my end, going to Teton order server and arriving at the exchange server. Or maybe there was a delay with data arriving from Sierra data server to my server (I am located at a DataPacket datacenter in Chicago very close to Sierra's server). I don't know which is more likely but I will update my logging and if it happens again, maybe I'll be able to provide more detail next time. |
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