Date/Time: Fri, 01 Mar 2024 21:51:54 +0000
Post From: Now Released: Upcoming CME Direct Routing
|Sierra Chart Engineering - Posts: 104368
One thing we want to point out, with our upcoming direct CME routing, is due to how the Maximum Potential Position Quantity, is determined, these order rejections that occur with CQG, due to margin violations for attached orders would not occur under our direct order routing. We do not know why they occur with CQG because these orders are in an OCO group. And they reduce risk. For these two reasons, it is not making any sense at all.
All of this can be verified, in the trade simulation system:
Simulated Futures Trading Service
Update to the latest release of Sierra Chart:
Software Download: Fast Update
If you look at Trade >> Trade Positions Window, there is a field called the Maximum Potential Position Quantity. This shows this quantity at all times.
Sierra Chart Support - Engineering Level
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For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing