Support Board
Date/Time: Sat, 18 Jul 2026 01:36:37 +0000
Post From: Teton order rejection on Sunday evening open for CME
| [2026-06-02 01:23:55] |
| User987654 - Posts: 72 |
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These were GTC orders and I understand it was the exchange that rejected these but given the discrepancy between the order price and where the market was at the time when the exchange received the order, I thought maybe there was a lag somewhere between the order being generated on my end, going to Teton order server and arriving at the exchange server. Or maybe there was a delay with data arriving from Sierra data server to my server (I am located at a DataPacket datacenter in Chicago very close to Sierra's server). I don't know which is more likely but I will update my logging and if it happens again, maybe I'll be able to provide more detail next time. |