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Date/Time: Mon, 16 Jun 2025 09:46:49 +0000



Post From: Stop not executed

[2025-05-14 19:30:35]
gz6969 - Posts: 37
Hi,

I've placed a sell limit bracket order. Suddenly price sweeped through my order extremly fast for 7 points to the upside. My sell limit order was filled at 5909.75 but my attached 3 point stop market order at 5912.75 was rejected and so not filled. So I found myself without having an active stop. The stop type in order window is Stop: Stop. Both target orders below 5909.75 were active. Is it possible that price moved faster than Teton was able to place my stop order on the CME server? Use server side OCO and Bracket Orders is both set to Yes in General Trade settings.

These are the order numbers:

2025-05-14 14:34:15.909 | Unset | Teton CME Routing (Order reject). Info: CME (Rejected). Text: Buy order stop price must be above last trade price. SecurityID=42003627. Operator=XXXXXX. Text: Attached order. Parent: 27523. Internal Order ID: 27525. Service Order ID: 5083418. Symbol: MESM25_FUT_CME. Account: XXXXXX *
2025-05-14 14:34:15.909 | Unset | Teton CME Routing (Order reject). Info: CME (Rejected). Text: Buy order stop price must be above last trade price. SecurityID=42003627. Operator=XXXXXX. Text: Attached order. Parent: 27526. Internal Order ID: 27528. Service Order ID: 5083421. Symbol: MESM25_FUT_CME. Account: XXXXXX *