Support Board
Date/Time: Mon, 15 Jun 2026 19:34:50 +0000
Post From: Attached Stop Order Rejected After Parent Fill Using Teton
| [2026-06-14 19:08:23] |
| User829413 - Posts: 1 |
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Hello, I am using Teton/AMP routing to submit a bracket order to CME. The parent order was filled successfully, but the attached stop order was rejected with the following message: Teton CME Routing (Order reject). Info: CME (Rejected). Text: Sell order stop price must be below last trade price.
According to the Sierra Chart documentation for Teton: With some of the other supported Trading services, the bracket order management is on the client side with a much higher delay from when the parent order fills, to when the Target and Stop orders are transmitted. This can be for example 300 ms and higher, rather than below 1 millisecond when managed on the server as they are with this service.
The parent order fill is reported at 06:30:00.544, and the first trade below the stop price appears at 06:30:00.548. My question is: 1- If Teton server-side bracket management normally transmits attached orders in less than 1 millisecond after the parent fill, why was the stop order not placed between 06:30:00.544 and 06:30:00.548, resulting in the exchange rejection? Is it possible that the stop order was transmitted before 06:30:00.548 and was waiting to be processed in the exchange? 2- Is there a way to get the exact Teton server timestamp when the attached stop order was transmitted to CME? Order Information Parent Fill Time: 06:30:00.544 Parent Fill Price: 29502.000 Attached Stop Price: 29499.000 Relevant Time and Sales Data | Time | Price | | ------------ | --------- | | 06:30:00.543 | 29502.000 | | 06:30:00.543 | 29502.250 | | 06:30:00.543 | 29502.500 | | 06:30:00.548 | 29496.750 | | 06:30:00.553 | 29494.000 | | 06:30:00.555 | 29495.000 | Order Submission Code s_SCNewOrder buyOrder{}; buyOrder.OrderQuantity = 1; buyOrder.OrderType = SCT_ORDERTYPE_STOP_LIMIT; buyOrder.Price1 = buyStopPrice; buyOrder.Price2 = buyStopPrice + stopLimitOffset; buyOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; buyOrder.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT; buyOrder.Target1Offset = targetOffset; buyOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP; buyOrder.Stop1Offset = stopLossPoints; Date Time Of Last Edit: 2026-06-14 19:13:44
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