Support Board
Date/Time: Fri, 27 Mar 2026 08:44:30 +0000
Post From: Trade Service Log - illegal price (rounding error) - teton order routing (ES / MES)
| [2026-03-26 17:38:11] |
| flare9x - Posts: 1 |
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So i am using sierrachart and wine as a server. I am using databentos feed using c++ protocol to send order to two decimal places. I recieve this error on the trade service log 2026-03-26 16:36:20.067 | Teton CME Routing (Order reject). Info: CME (Rejected). Text: FIX field incorrect 'Illegal Price: '6564.8 contract 'MESM6' (ticks in 25, CAB of 0)'. SecurityID=42005163. Operator=224380. Internal Order ID: 73. Service Order ID: 8456241. Symbol: MESM26_FUT_CME. Account: xxxxx * I have insured i am sending correct valid orders rounded to the .00, .25, .50 and .75 tick increments from the trade orders window the rounding error is present as well. I dont have any rounding or multiplies in global symbol settings........ it is all set at 1.0 am i supposed to send an integer then use the settings to add in the decimal place? been wrestling with it for a few days. any guidance appreciated. on sierrachart i did this "To have Sierra Chart automatically send a SECURITY_DEFINITION_RESPONSE message when Sierra Chart begins to track a symbol, then enable the Auto Send Security Definition for New Symbols option. In this particular case, the RequestID field will be set to 110000000 (This is not binary, but base 10)." [DTC] Auto-Received Master Tick Size for MESM26_FUT_CME: 0.25 this is the response i received after logging on. using const char* SIERRA_EXECUTION_SYMBOL = "MESM26_FUT_CME"; Date Time Of Last Edit: 2026-03-26 20:59:48
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