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Date/Time: Sun, 28 Apr 2024 11:59:00 +0000



Post From: LMAX trades

[2018-10-03 17:37:47]
Sierra Chart Engineering - Posts: 104368
You need to ask LMAX about those rejection messages. They are for the Attached Orders. Not the child order. Also we cannot duplicate any type of rejection of the Attached Orders.


1) I execute a Buy market order on Sierra and it immediately reflects on the LMAX (and displays the rejection error message).
2) I close that very same order, this time, directly on LMAX web platform but it does not get closed on Sierra (it remains open on Sierra and closed on LMAX).
3) I then close it on Sierra and what happens is that it gets closed on Sierra (and again, displays a rejection error message) but opens an opposite trade (a Sell Market order) on LMAX web platform.
We think the problem may relate to the Position Quantity: Refer to:
LMAX Trading Service: How Current Trade Positions Are Determined

However, we are going to be testing this today and see if we notice the same issue.

1) There is a rejection error message (but the order transmitted from Sierra).
It is the child orders getting rejected. Not the parent order. There is a misunderstanding on your part. You cannot have a rejection but yet still have a processed order. This is an impossibility.


2) There is a one-way transmission from Sierra to LMAX (no transmission from LMAX to Sierra)
We will look into this.

3) I then close it on Sierra and what happens is that it gets closed on Sierra (and again, displays a rejection error message)
Also if you are getting this rejection it probably is for the Attached Orders for unknown reasons. You should not be closing a position using Attached Orders. So uncheck the Use Attached Orders option on the Trade Window. You do not want to close a position using a parent order and two child orders.
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: 2018-10-03 17:39:45