Support Board
Date/Time: Mon, 24 Aug 2026 05:34:04 +0000
[Sticky] - Teton CME Price Multiplier Issue v2942
View Count: 94
| [2026-08-23 23:00:20] |
| BubbityDog - Posts: 10 |
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I upgraded to 2942 from 2938 earlier today. If I enter a Limit Order on the SC instance I use to trade MNQ (Chart symbol MNQU26_FUT_CME) by clicking on the DOM, I get: "2026-08-23 15:02:33.648 | Teton CME Routing (Order reject). Info: CME (Rejected). Text: FIX field incorrect 'Illegal Price: '2937750.1 contract 'MNQU6' (ticks in 25, CAB of 0)'." (Additional account related info truncated) Obviously the price is 100x and is being rejected. I believe my Symbol Settings and Chart Settings related to the price and scaling are all defaults and has been working for as long as I can remember. My MNQ?##_FUT_CME has a Real-Time Multiplier = 0.01 and this seems to be the server default (if I change it and then use the "Reset to Default" button it reverts to 0.01). Rolling back this instance to 2938 resolves the issue without configuration changes. I have a separate instance for MES that is on 2942 and it doesn't seem to have this issue (if it matters, the chart symbol is ESU26_FUT_CME and the trade symbol is MESU26_FUT_CME). Do I need to adjust something? |
| [2026-08-23 23:44:06] |
| Sierra_Chart Engineering - Posts: 24649 |
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Do not alter any of the settings related to multipliers! Your understanding of the problem is not correct. We are not sure why the CME is rejecting the order. That does not look like an illegal price to us. It will always be 100 times in the case of CME index futures. That is the native actual price format from the CME. We are checking on this. Actually the problem looks like the .1 at the end of the price: 2937750.1 That should not be there. 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: 2026-08-23 23:54:34
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| [2026-08-23 23:51:33] |
| Sierra_Chart Engineering - Posts: 24649 |
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This is a very serious problem. Do not do any trading on this version. We are going to pull it. This is the problem with floating-point values. And inaccuracies with them. These datatypes are inherently imprecise. 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: 2026-08-23 23:51:57
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| [2026-08-24 00:00:34] |
| Sierra_Chart Engineering - Posts: 24649 |
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We are moving this to the top of the support board. Now we know what is going to keep us busy the next day or two. This is not a simple issue to resolve. Update: This may be easy to resolve. We can see that there are still 4 byte float data types being used in the order structure for the Price Multiplier and Tick Size. Hopefully when we update those to doubles the problem will be gone and there will be much more precise values. In any case, once there is comprehensive updating throughout of all float types to double types which should be nearly done at this time, this problem should not exist. This is the stupid problem with the imprecision of floating-point values where .01 is being represented as 0.00999999978 and all of the side effects from that. This is one reason we are going to 8 byte doubles for precision but there still is some 4 byte floats involved. And where the native Tick Size from the exchange of .25 then gets converted to 25.000000558793559. And with big values like in the NQ, this gets translated to an extra .1 in the price. This is actually a reason why we must use doubles consistently everywhere. 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: 2026-08-24 01:00:28
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