Support Board
Date/Time: Tue, 13 May 2025 01:49:11 +0000
CQG "can not submit order during initial order snapshot"
View Count: 2170
| [2014-11-24 02:13:43] |
| opmetal - Posts: 72 |
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Attempting to place a limit buy order a few ticks below the CL market I got this error (attempted 3 times): Trade Order Error - Order error: Can not submit order during initial order snapshot. Internal Order ID: 10850. Service Order ID: (none). Symbol: F.US.CLEF15 | 2014-11-23 18:06:40 * Trade Order Error: Error submitting the parent order for symbol: F.US.CLEF15 | 2014-11-23 18:06:40 * Trade Order Error - Order error: Can not submit order during initial order snapshot. Internal Order ID: 10853. Service Order ID: (none). Symbol: F.US.CLEF15 | 2014-11-23 18:07:00 * Trade Order Error: Error submitting the parent order for symbol: F.US.CLEF15 | 2014-11-23 18:07:00 * Trade Order Error - Order error: Can not submit order during initial order snapshot. Internal Order ID: 10856. Service Order ID: (none). Symbol: F.US.CLEF15 | 2014-11-23 18:07:41 * Trade Order Error: Error submitting the parent order for symbol: F.US.CLEF15 | 2014-11-23 18:07:41 * I'm on 1213 CQG WebAPI, unchecked "Use Server Side OCO and Bracket Orders". Thanks for looking into this. |
| [2014-11-24 05:04:39] |
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This is getting to be a real problem. This is a problem on the CQG side or with your Internet connection. This is not right. We have never had a situation like this with any trading service. CQG needs to look into this. Contact us here and let us know your CQG trading account and username: https://www.sierrachart.com/usercp.php?page=SupportTickets We will follow-up with CQG about this. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-11-24 05:39:53] |
| opmetal - Posts: 72 |
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Done. Opened ticket 1416807564773.
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| [2014-11-24 07:02:46] |
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CQG has been contacted.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-11-24 07:09:03] |
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One thing we forgot to mention is that one thing that may resolve this problem is to select File >> Disconnect and then File >> Connect to Data Feed. Try that a couple of times until you can get an order in. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-11-24 13:55:34] |
| opmetal - Posts: 72 |
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Thank you. I tried that a couple of times but it had no effect. Restarting SC did clear the issue, however.
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| [2014-11-24 14:47:47] |
| cmb999 - Posts: 211 |
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getting this error too. upgraded yesterday, but had been working fine. log: Resetting last modify Price and Quantity due to an apparent failed order modification. Internal Order ID: 17516 | 2014-11-24 09:40:23 Resetting last modify Price and Quantity due to an apparent failed order modification. Internal Order ID: 17517 | 2014-11-24 09:41:43 restarting SC does not resolve Date Time Of Last Edit: 2014-11-24 16:17:30
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| [2014-11-24 16:10:42] |
| cmb999 - Posts: 211 |
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seems ok now. thx
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| [2014-11-24 18:07:32] |
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So far this looks like an issue on the CQG side. It is still being looked into. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-11-26 02:45:09] |
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We have gone over this issue with CQG: Trade Order Error - Order error: Can not submit order during initial order snapshot. Internal Order ID: 10850. Service Order ID: (none). Symbol: F.US.CLEF15 | 2014-11-23 18:06:40 * They claim that the request for the trade orders snapshot was never received by them. We are 100% certain that it was sent. In any case, in the latest revision of 1213, we do not block order entry, modification or cancellation during the initial orders snapshot. We want you to update to the latest revision by selecting Help >> Download Prerelease. The Trade Service Log will have messages like these: CQG WebAPI | Sending positions subscribe request. RequestID=467608 | 2014-11-25 21:26:50
What we want to know is when you select Trade >>Refresh Trade Data from Service, whether you get this message:CQG WebAPI | Sending orders subscribe request. RequestID=467609 | 2014-11-25 21:26:50 Request for Trade Orders data from Service is currently outstanding. New request is ignored.
If you do, then we need to see this proceeding message: CQG WebAPI | Sending orders subscribe request. RequestID=467609 | 2014-11-25 21:26:50
Send that to us and we will forward this to CQG as proof. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-11-26 02:51:47
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| [2014-11-28 11:29:31] |
| AC95366 - Posts: 24 |
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I have the same problem, Just 2 hrs ago, I can put order to trade FT100, but now can't put order at all !? I use version 1213. Should I update to 1214 or pre-release version? the trade service log show: Trade Order Error - Order error: Can not submit order during initial order snapshot. Internal Order ID: 53498. Service Order ID: (none). Symbol: F.US.QFAZ14 | 2014-11-28 19:25:09 * (time zone :HKT+8) Trade Order Error: Error submitting the parent order for symbol: F.US.QFAZ14 | 2014-11-28 19:25:09 * Date Time Of Last Edit: 2014-11-28 11:31:00
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| [2014-11-28 13:28:01] |
| cmb999 - Posts: 211 |
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For me, it seems all i need to do is restart sc once a day after the start of new session
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| [2014-11-28 18:32:15] |
| opmetal - Posts: 72 |
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I did the "Trade >>Refresh Trade Data from Service" thing a few times but never got the message you were looking for. As per your recommendation in my other ticket, 1416807564773, I'll upgrade to 1214 and see how things go. |
| [2014-11-28 20:24:29] |
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In response to post 11 and 12, update Sierra Chart to version 1214. Here are the instructions: http://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate In response to post 13, provide us the last 20 lines of the Trade >> Trade Service Log contents. Use the Copy Selection button. We also certain, the source of these problems is on the CQG side. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-11-28 20:25:57
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| [2014-11-30 23:55:23] |
| cmb999 - Posts: 211 |
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sunday eve. upgraded to 1214. Limit orders submitted with price 0.00. Can cancel. No log mesgs generated except for 'Sending orders unsubscribe request RequestID=xxxxx' and 'Sending orders subscribe request RequestID=xxxxx', whenever a trade event occurs. this was occurring with 1213 as well . i effectively cannot submit limit orders, though fri. it appeared to be working, so it sounds like cqg problem Date Time Of Last Edit: 2014-11-30 23:58:09
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| [2014-12-01 00:10:05] |
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Other than these messages, what message do you see when you submit an order, in the Trade >> Trade Service Log? 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-12-01 00:31:21] |
| cmb999 - Posts: 211 |
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this is entire log (after submitting/cancelling some order and refreshing trade window: Trade Activity Log file read result: 1341 records inserted. 0 records filtered. | 2014-11-30 18:37:02 Trade Activity Log file date-time limits: Sim record date-time limit is 2014-11-15 00:00:00. Non-sim record date-time limit is 2014-10-30 00:00:00. Non-sim fill record date-time limit is 2014-08-29 00:00:00. | 2014-11-30 18:37:02 CQG WebAPI | Sending positions subscribe request. RequestID=681988 | 2014-11-30 18:37:17 CQG WebAPI | Sending orders subscribe request. RequestID=681989 | 2014-11-30 18:37:17 CQG WebAPI | Sending positions subscribe request. RequestID=682021 | 2014-11-30 18:43:34 CQG WebAPI | Sending orders subscribe request. RequestID=682022 | 2014-11-30 18:43:34 CQG WebAPI | Sending positions unsubscribe request. RequestID=682021 | 2014-11-30 18:44:29 CQG WebAPI | Sending positions subscribe request. RequestID=682025 | 2014-11-30 18:44:29 CQG WebAPI | Sending orders unsubscribe request. RequestID=682022 | 2014-11-30 18:44:29 CQG WebAPI | Sending orders subscribe request. RequestID=682026 | 2014-11-30 18:44:29 |
| [2014-12-01 02:10:25] |
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So the orders you are submitting are not getting expressly rejected. To confirm, the orders you submit are not working? Are they stuck with the status of "Order Sent" ? 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-12-01 02:10:38
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| [2014-12-01 03:30:58] |
| cmb999 - Posts: 211 |
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hi, the status in the trade window is 'open', but the price is 0.00 on ES for limit orders. when i cancel from the trade status window, they are then set to 'cancelled'. market orders are working fine . . but i think you are correct, they are not being rejected, they just have 0 price |
| [2014-12-01 04:17:31] |
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We have run a test with CQG and we do not see this problem for the F.US.EPZ14 symbol. Go to the chart and select Chart >> Chart Settings and make sure the Tick Size is set correctly. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-12-01 04:17:53
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| [2014-12-01 04:58:10] |
| cmb999 - Posts: 211 |
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tick size is correct. here's a little bit weird. when market order entered for 1 lot, the fill price came back correct, but the 'fill quantity' in the trade stats window was 2. the little chart trade window with buy/sell buttons, etc. shows a green long position, saying: 1@0.00 but the chart itself that normally draws a trade line on the right side, indicating the position price is not present either. the only way i know i am 1 long is to look in Positions tab of Trades and Orders window, which shows correct Trade Service Position Quantity and Price. |
| [2014-12-01 05:30:45] |
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Data on the Trade Stats for Charts tab may not be correct and that can be safely disregarded. Do you see a nonzero Trade Service Average Price displayed on the Trade >> Trade Orders and Positions >> Positions tab? If you have an Average Fill Price of 0 for the order, this would be a CQG issue. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-12-01 05:32:18
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| [2014-12-01 11:19:39] |
| cmb999 - Posts: 211 |
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Positions tab is correct, so is Balance. everything else not sure though, i restarted sc a few hours ago, all display problems of current position corrected. Though curiously this was true, even before i reconnected with datafeed, but after the chartbooks were opened. anyway, the orders tab showed that mkt order now with 0 filled, but again i was still in position. thinking maybe everything was ok but Orders tab now, i tried a limit order away from the current price, but it still showed 0 price in Orders tab, so i cancelled it. Date Time Of Last Edit: 2014-12-01 11:20:48
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| [2014-12-01 23:24:40] |
| cmb999 - Posts: 211 |
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i can't believe im the only one experiencing these issues. is the interface still FIX, even if you are using the web service. seems like the web service needs more testing ? disappointing, will have to find a new broker or other connection like TTNet |
| [2014-12-02 00:10:41] |
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We just ran a test now wwith the CQG Web API Service and looked at all of the order fields and they all are present and correct: Entry Time Last Activity Time Symbol Parent Internal Order ID Status Internal Order ID Service Order ID Client Order ID Order Type Buy/Sell Open/Close Order Quantity Price Price 2 Filled Quantity Average Fill Price Time in Force Good Till DateTime Trade Account Link ID OCO ID LastOrderActionSource
2014-12-01 19:07:58 2014-12-01 19:09:12 F.US.ENQZ14 0 Open 5447 413208538 5447.1 Limit Sell Open 1 4289.00 0.00 0 0.00 Day SIMSierraChart 0 0 CQG order update (Ack Place) 2014-12-01 19:07:56 2014-12-01 19:09:12 F.US.ENQZ14 0 Filled 5446 413189269 5446.1 Limit Sell Open 1 4288.50 0.00 3 4288.50 Day SIMSierraChart 0 0 CQG order update (Fill) 2014-12-01 19:07:54 2014-12-01 19:09:12 F.US.ENQZ14 0 Open 5445 413208537 5445.1 Limit Buy Open 1 4285.50 0.00 0 0.00 Day SIMSierraChart 0 0 CQG order update (Ack Place) 2014-12-01 19:07:52 2014-12-01 19:09:12 F.US.ENQZ14 0 Open 5444 413199042 5444.1 Limit Buy Open 1 4285.75 0.00 0 0.00 Day SIMSierraChart 0 0 CQG order update (Ack Place) Including after a fill. One of these orders filled above. We recommend changing the Service in Sierra Chart to CQG FIX Trading. That should be more reliable. We are certain these issues are on the CQG side. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-12-02 00:12:00
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