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Direct MessagesDate/Time: Fri, 03 May 2024 01:29:58 +0000
CTS order update (Rejected)
View Count: 810
| [2016-08-16 04:37:04] |
| Ziklag - Posts: 73 |
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Via Analysis >> Studies >> Spreadsheet System For Trading >> Settings: "Allow Multiple Entries In The Same Direction" is set to "No" - as has always been and worked thoroughly as such without problem EXCEPT this morning. This time multiple entries were generated leading to Order Rejection as captioned below - what happened??? This might jeopardize my "Combine" work/ exercise - am facing serious risk here. CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 232. Service Order ID: 85B2E80E-89B4-4331-86D7-1F24F5676210. Symbol: ES.20160900.CME_Eq | 2016-08-16 02:59:35 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 235. Service Order ID: 1BE0E6F8-1621-4B74-A1CC-65780FE592B3. Symbol: ES.20160900.CME_Eq | 2016-08-16 03:57:10 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 238. Service Order ID: 207806F1-2EF1-49C0-A7CA-0B9D2CCFD9AB. Symbol: ES.20160900.CME_Eq | 2016-08-16 03:58:30 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 241. Service Order ID: 1ECDE2E6-916B-4F5F-A7CE-BBA21DC6C390. Symbol: ES.20160900.CME_Eq | 2016-08-16 03:59:34 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 244. Service Order ID: 4A10E143-8913-4603-8E2D-EBEABB843ADF. Symbol: ES.20160900.CME_Eq | 2016-08-16 04:55:16 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 247. Service Order ID: F885B8AA-6E0C-4158-8DB0-14DE07DCFA43. Symbol: ES.20160900.CME_Eq | 2016-08-16 04:55:27 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 250. Service Order ID: 7661CCC3-82E7-484C-A6C8-D7CBC86BE204. Symbol: ES.20160900.CME_Eq | 2016-08-16 04:55:35 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 253. Service Order ID: 39515823-5FC6-4640-9353-FD5936042944. Symbol: ES.20160900.CME_Eq | 2016-08-16 04:55:38 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 256. Service Order ID: F5B31D7E-D255-448A-A8EB-8E10C2221AA0. Symbol: ES.20160900.CME_Eq | 2016-08-16 04:55:42 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 259. Service Order ID: CD56EBCE-CF9C-4F89-A40A-F12750A1F7F8. Symbol: ES.20160900.CME_Eq | 2016-08-16 04:55:58 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 262. Service Order ID: FCD3AAFD-0B8A-4BBD-973D-474AF91BD628. Symbol: ES.20160900.CME_Eq | 2016-08-16 04:56:17 * CTS order update (Rejected). Info: MaxContractPosition of [5] exceeded in [ES], NewPosition: [6]. Internal Order ID: 265. Service Order ID: 7E520245-1276-4D5E-896B-3A300EEEAA7E. Symbol: ES.20160900.CME_Eq | 2016-08-16 04:56:23 * |
| [2016-08-16 05:17:03] |
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There is no way for us to answer this question. This is something that you need to determine yourself: http://www.sierrachart.com/index.php?page=doc/AutoTradeManagment.php#TroubleshootingAutoTradingSystemBehavior We recommend looking at the Trade >> Trade Activity Log and the Trade >> Trade Service Log and understanding your automated trading system and the related Automated Trading Management variables. 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: 2016-08-16 05:19:30
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| [2016-08-16 06:11:12] |
| Ziklag - Posts: 73 |
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When Analysis >> Studies >> Spreadsheet System For Trading >> Settings: "Allow Multiple Entries In The Same Direction" is set to "No" - SierraChart ALWAYS IGNORE/ BLOCK/ REJECTS subsequent order/ signals; even on crosschecking, my settings have not changed and the question is how and why were "multiple entries" allowed contrary to system settings???
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| [2016-08-16 06:54:37] |
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We do not have enough information to answer the question. We do not know what your automated trading system did. You have much more information about this than we do especially combined with the documentation. Speculating, we can say that there could have been one large order or you could have set CancelAllOrdersOnEntriesAndReversals to True which could allow multiple orders to be sent based upon what your automated trading system was doing at the time. Maybe there are other causes we have not thought of. Before posting anything further, you need to do your own research into the issue. 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: 2016-08-16 06:57:03
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