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LMAX: EXPOSURE_CHECK_FAILURE

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[2015-01-23 11:18:57] #1 [Go To First Post]
galmasi80 - Posts: 2
Dear Support! I'm using the following code-snippet to make a buy order: double price = some_func_here(); s_SCNewOrder main_order; main_order.OrderType = SCT_ORDERTYPE_LIMIT; main_order.TimeInForce = SCT_TIF_GTC; main_order.OrderQuantity = 600; main_order.Price1 = price; main_order.TextTag = "Main order (position open)"; int r = sc.BuyEntry(main_order); The call to BuyEntry succeeds, however in the Trade Service Log, sometimes I get the following message: Trade Order Error - LMAX order update (Rejected). Info: EXPOSURE_CHECK_FAILURE. Internal Order ID: 6287. Service Order ID: (none). Symbol: GBPUSD What's the meaning of the error message "EXPOSURE_CHECK_FAILURE"? Best regards.

[2015-01-23 11:31:30] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is from LMAX: EXPOSURE_CHECK_FAILURE 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2015-01-23 12:00:25] #3 [Go To First Post]
galmasi80 - Posts: 2
Hi Support, Yes, it is clear that the error message comes from LMAX. Do I fill the s_SCNewOrder structure correctly? What's the description of the EXPOSURE_CHECK_FAILURE message? (Because it is only a symbolic name, which doesn't say so much about the error reason). Best regards.

[2015-01-23 17:00:03] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes, you did fill in the s_SCNewOrder structure correctly. We do not know the descriptive name of that error message text from LMAX. You need to ask LMAX what that means when it is received in a Text field of a FIX Execution report. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-01-23 17:00:21

[2015-01-24 00:46:30] #5 [Go To First Post]
AndyL - Posts: 119
Most likely wrong orderquantity. Fix uses absolute amounts (10000 for a minilot). Just try different amounts(i would start with 1000 and 1) on demo and look at the result on the webplatform. Date Time Of Last Edit: 2015-01-24 00:47:05

[2015-01-24 01:09:45] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not think it is a quantity problem. But it might be a risk management error. In Sierra Chart 10 equals a standard LMAX lot size. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

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