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Date/Time: Tue, 25 Aug 2026 19:52:23 +0000



Post From: Teton server-side bracket behavior when protective NQ StopPx is already crossed

[2026-08-25 17:22:58]
Sierra_Chart Engineering - Posts: 24659
Sierra Chart has a feature for this:

My primary concern is preventing a filled parent position from remaining without a valid protective stop at CME.
Refer to:
Global Trade Settings Windows: Auto-Send Market Order On Rejected Stop Attached Order (Global Settings >> General Trade Settings >> General)

Yes:

My understanding from your documentation is that Teton manages bracket orders server-side and submits the attached protective stop to CME in under one millisecond after the parent fills.

In the two scenarios you give above A and B, the exchange would reject the stop order. This is 100% definite.



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1. Are the complete attached child-order instructions stored on Teton’s servers before the parent fills, or is any part of their activation dependent on the Sierra Chart desktop client?
They are on the server only.


2. What exact CME iLink order does Teton submit when the original protective StopPx has already been crossed before the child reaches CME?

Is it:

- an unchanged OrdType 3 Stop Order with Protection;
- an OrdType 1 Market Order with Protection;
- a Stop Order with an adjusted StopPx;
- or another order type?
It is a stop order. We do not know where you get "with protection" from. The CME has no such order types. But the stop order will be converted by the CME to a stop limit order automatically.

3. Could CME reject the protective Sell Stop under reject code 2060 because its StopPx is no longer below the last traded price?
Yes of course. And you should know that. It is going to be immediately rejected.


4. If CME rejects the protective child, does Teton automatically:

- or only report the rejection while leaving the position open?
This is what happens but Sierra Chart has the option to resubmit a market order to close out the position.

5. Does Teton’s handling differ between Scenario A and Scenario B?
no difference.


In Scenario B, can any quantity remain unfilled at the original CME protection-price boundary while the market continues moving away?
Yes.

6. Has this exact stale-StopPx behavior been verified through an actual CME acknowledgment in production or CME certification, rather than only through an internal simulation?
This question makes no sense at all. This is a common scenario encountered in production all day long every day. It is so common, for users to submit stop orders that get rejected. It has been tested time and time again. It is nothing more than a rejection of an order. There is no problem handling that. We do not even understand why something is being questioned that is so basic. And the use of the term "stale" makes no sense. There is no such terminology that is even applicable here.

7. For a partial parent fill, are protective children activated immediately for the currently filled quantity before the remaining parent quantity fills?
Yes of course.

Are the protective quantities then automatically increased as additional parent fills occur, so the currently filled position is protected at all times?
Yes of course. This is all very basic.



8. Does Teton support a server-side Daily Net Loss Limit for an AMP Futures account that remains active when Sierra Chart is closed, the VPS fails, or the client loses Internet connectivity?
Yes.

Please confirm whether it can be configured to:

- continuously include both realized daily P/L and unrealized open-position P/L;
Yes. Open position PL is absolutely included otherwise the functionality would make no sense.


- cancel every working order when the limit is reached;
Yes of course.


- immediately flatten every open position;
Yes of course.


- prevent new or position-increasing orders for the remainder of the trading day;
Yes of course.


- and operate independently of the Sierra Chart desktop client.
Yes of course.



9. If a protective bracket child is rejected and the position remains open, will the server-side Daily Net Loss Limit continue monitoring that unprotected position and automatically liquidate it when the configured threshold is crossed?
Yes of course.



10. How frequently is the Daily Net Loss Limit evaluated?
At least twice a second.

What order type is used for liquidation, and can the actual final loss exceed the configured threshold because of latency, liquidity, slippage, CME protection limits, or an exchange halt?
Market orders. Yes the final loss could exceed the set limit. You should know that. There can be no doubt about that.

11. Must AMP configure and lock this Daily Net Loss Limit, or can the trader configure it directly?
Your broker needs to do this.

How can I verify before trading that the Daily Net Loss Limit and “Flatten Positions at Daily Loss Limit” are enabled on the Teton server?

Refer to:

Sierra Chart Teton Futures Order Routing: Understanding the Daily Net Loss Limit
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2026-08-25 17:30:41