Support Board
Date/Time: Wed, 02 Sep 2026 04:01:18 +0000
[Sticky] [Locked] - Notice: CME Nano Contracts - Trading and Market Data Corrections
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| [2026-09-02 00:26:03] |
| Sierra_Chart Engineering - Posts: 24746 |
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It has come to our attention, that there has been a profit/loss calculation issue with Teton Order Routing with these new CME Nano index futures contracts. For example, the profit loss would show 100 times the actual value. We understand why this has happened and we have deployed a solution to this. It is now released. The reason this happened is that, in order to simplify the deployment of Symbol Settings across different services, we used a common set of Symbol Settings and we had configured them in a way that used normalized prices. For example, the native exchange format for prices for NES are 100 times the actual quoted value. Example: 764350. Sierra Chart will display this as 7643.50. So a multiplier of .01 is applied and when submitting an order, this is reversed and it is multiplied by 100. The prices being submitted, to Teton order routing for these nano contracts were in the normalized format. And also the market data feed for these nano contracts to the order routing process, were also the normalized format. This is a little bit complicated but when PL calculations were occurring on the server, the Price Multiplier, the Tick Size, the Currency Value Per Tick, the price feed and the native prices for order fills, were not all properly matched up. And it resulted in a calculation error. This is the reason why in order to avoid problems like this, we always stay with the native exchange price format. And just apply a Price Multiplier for display purposes. This was a very careful decision, that was made before the release of Teton order routing. Otherwise, there is just too much risk of a problem. Another reason is very important for native exchange prices to be consistently used is because the CME requires an order to be in this format: 764350 (NES example). Execution reports, and all of the messages, simply use this format including the market data feed. And this also relates to why Sierra Chart has to simply use double precision floating point values consistently throughout the program to eliminate any calculation errors. Or at least keep the calculation errors very very tiny (~.00000000001) and without any real problem. However, most importantly, at this time do not perform trading in these new CME nano contracts until we can do some testing to ensure everything is as it should be. And the changes we have made, also affect how the data for these contracts is maintained by Sierra Chart for charting purposes. If you are charting or trading these nano contracts you need to do the following: Update symbol settings: Follow the instructions here to update the Symbol Settings:
Global Symbol Settings: Update Global Symbol Settings Go to all of your nano contract charts and apply the updated symbol settings to them: And then fully re-download the data in the chart (Necessary): Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download" from the main Sierra Chart menu. You just need to do this once per Symbol and Data Type (Intraday or Historical Daily) and not for each chart. This command is on the main Sierra Chart menu at the top. Only use it from that location.
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: 2026-09-02 00:33:35
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