Support Board
Date/Time: Tue, 13 May 2025 17:33:56 +0000
Post From: Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject).
| [2024-08-27 17:04:27] |
| ATEX - Posts: 25 |
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Hi, I'm working on a DOM strategy that modifies orders with a high frequency. I'm running into the following error messages: 2024-08-27 16:53:43.503 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A*
2024-08-27 16:53:53.125 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A| Number times message previously added: 30 * 2024-08-27 16:54:02.996 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A| Number times message previously added: 28 * 2024-08-27 16:54:12.619 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A| Number times message previously added: 21 * 2024-08-27 16:54:22.195 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A| Number times message previously added: 24 * Is there a way for me to investigate this further? I have changed the Message rate limit to 400, but the error persists. I do not know why this error occurs and I can't think of a way to debug it. Using the following code snippet: int orderMessage = sc.ModifyOrder(ModifyOrder);
if (orderMessage > 0) { ModifyEntryPrice = BidPrice; } else { sc.AddMessageToLog(sc.GetTradingErrorTextMessage(orderMessage), 1); } I get: "General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error"
Which doesn't help me.Any help would be greatly appreciated! Best regards, A |