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Direct MessagesDate/Time: Fri, 03 May 2024 16:37:55 +0000
Lmax quantity 10=1
View Count: 1263
| [2015-10-05 07:52:58] |
| sierra28 - Posts: 120 |
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i have to place 10 quantity in sierra dom to get 1 gdaxi lmax contract. if i place 1 in sierra dom or chartdom i have this message : Trade Order Error - LMAX order update (Rejected). Info: QUANTITY_NOT_VALID. Internal Order ID: 6556. Service Order ID: (none). Symbol: GDAXI | 2015-10-05 09:48:54 * is there a way to tell sierra that 1=10 Date Time Of Last Edit: 2015-10-05 09:17:10
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| [2015-10-05 09:55:14] |
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Is it possible to trade .1 of gdaxi? Here is the quantity documentation: LMAX Trading Service: Order Quantities We have verified that using a quantity of 1 will result in an order quantity of 0.1 sent to LMAX. We will do some actual testing but we have to wait for LMAX to activate our account. We have requested that now. 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 |
| [2015-10-05 10:03:46] |
| sierra28 - Posts: 120 |
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absolutly 1 in sierra send 0.1 to lmax and lmax trade server reject this order. lmax hotline confirm that minimun is 1 cfd contract. So i have to place 10 in sierra to get 1. it is not very annoying but i prefer 1=1 for indice contract Date Time Of Last Edit: 2015-10-05 10:18:14
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| [2016-09-28 12:22:59] |
| bob7123 - Posts: 7 |
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Hi, I just opened a new account with LMAX and I am seeing the same phenomenon, which is kind of a pain. The reason for the phenomenon, as far as I can tell, is because some LMAX CFDs must be traded in whole units, e.g. NDX (US Tech 100, tracks CME NQ contract) and NDXm, mini version of same, but other LMAX contracts, e.g. XTIUSD (US Crude, tracks CME CL contract) can be traded in .1 units. I am guessing that some interface between me and LMAX requires integer quantities, perhaps Sierra Charts itself, so the work around is to multiply all LMAX contract quantities by 10. This makes things messy because: -It is a pain because the P/L and DlyPL fields in the DOM are off by a factor of 10 too. -The DOM is confusing because the Bid/Ask quantities are NOT multiplied by 10, leading to confusion about how much liquidity is available. Perhaps there are other issues too, but this is what I've identified so far. I don't know if there is anything that can be done about these issues, but it feels a lot more like a bug than a feature. If the quantity issue can be addressed in some manner, things would be a lot less confusing for LMAX users. Thanks, -Bob Date Time Of Last Edit: 2016-09-28 12:23:21
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| [2016-09-28 16:52:00] |
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The problem is Sierra Chart works only with integer quantities and not fractional quantities. Really it is a mistake for LMAX to use fractional quantities to begin with. -It is a pain because the P/L and DlyPL fields in the DOM are off by a factor of 10 too. What is Chart >>Chart Settings >> Advanced Settings >> Position Profit/Loss set to? -The DOM is confusing because the Bid/Ask quantities are NOT multiplied by 10, leading to confusion about how much liquidity is available. We can solve this. We will release a change over the weekend to multiply these quantities by 10 as well. 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 |
| [2016-09-28 17:19:40] |
| bob7123 - Posts: 7 |
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Hi, Yes, setting P/L to currency gives an accurate value, which I find more intuitive anyway. Thanks for that and the upcoming patch. In re the patch, you might want to have a look at my other post from today, here: Can't See Bid Quantities Not sure if it is a code issue or if I need to change a setting or something. Take care, -Bob |
| [2016-09-28 19:37:32] |
| bob7123 - Posts: 7 |
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(I read somewhere you guys prefer not to be thanked as it takes time to read the thanks. I'm only thanking you here because I have a follow on comment that might help with the weekend patch.) Thanks very much for solving the problem in my other thread. Once you told me how to adjust columns I've been playing around with the DOM columns and other tweakables and found something relative to LMAX. When I use the drop down list box in the upper left hand corner for bracketing, I saw several issues. -The drop down is initially blank, but once I choose a bracket option, I can only choose other brackets, not go back to the blank option. -When I choose a bracket and try to enter a limit order, our old LMAX friend QUANTITY_NOT_VALID pops up. Then I noticed that the size buttons go to 1, 2, 3, 4, etc, not 10, 20, 30, 40. Is there a way to go back to no brackets (without closing and reopening the DOM) and can you change the default sizes so LMAX is happy? Also, is there a way to save different size buttons in the DOM for different contracts? As I mentioned earlier, LMAX's US Crude allows what they call .1 resolution on trades, appearing as 1 contract resolution in Sierra Charts. I might want size buttons of 1, 3, 5, etc. on Crude ('Cause oil is one volatile bugger these days, a small size will do ya) as opposed to e.g. NASDAQ, which requires 10, 20, 30, etc. Thanks again, -Bob Date Time Of Last Edit: 2016-09-28 19:38:44
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| [2016-09-28 19:58:17] |
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The drop-down list is for Trade Window configurations which are documented here: http://www.sierrachart.com/index.php?page=doc/TradeWindow.html#TradeWindowConfigurations http://www.sierrachart.com/index.php?page=doc/TradeWindow.html#SavingConfiguration You can remove all of the Attached Orders on the trade window and then save the Trade Window configuration without those. Refer to the section here to set the Order Quantity buttons quantities: http://www.sierrachart.com/index.php?page=doc/TradeWindow.html#OrderQuantityButtons 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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