Date/Time: Wed, 18 Sep 2019 12:28:35 +0000
CQG WebAPI - no symbol contract ID mapping
|T44 - Posts: 195|
Intraday chart, Symbol = F.US.GCEZ19; Trade and Current Quote Symbol = F.US.MQOZ19; Use As Trade Only Symbol = checked.
Action: submit market order
Outcome: Order reject
CQG WebAPI order update (Order reject). Info: Order Error - No symbol contract ID mapping. Unable to submit the order. Text: Parent order. Internal Order ID: 781. Service Order ID: 966. Symbol: F.US.MQOZ19. Account:XXX | 2019-08-14 04:45:36.875
CQG WebAPI order update (Order reject). Info: Order Error - No SymbolData object for symbol. Unable to submit order. Text: Parent order. Internal Order ID: 784. Service Order ID: 969. Symbol: F.US.MQOZ19. Account: XXX| 2019-08-14 04:45:40.636
Expected outcome: market order fills.
Symbol MQOZ19 shows in the Find Symbol box for CQG so assume this is correct. I can also load a chart for it.
Second issue. Yesterdays' interaday data for MQOZ19 shows a price of e.g. 1510.1
Today's intraday data and current quotes shows 6060.00 (last).
Is there something wrong with my Sierra Chart configuration, I don't see anything on the CME contract specifications which have changed since yesterday. It seems the price is a multiple of 4, and the best bid/offer are quoted 2 wide where the typical underlying spread is 0.5 wide.
Date Time Of Last Edit: 2019-08-14 10:12:25
|T44 - Posts: 195|
I've checked the global symbol settings, there is no multipler set on the contract (all =1) yet the price/quote is 4x what it should be.
Sierra Chart Engineering - Posts: 76349
1. In regards to the rejection, refer to:
It seems the price is a multiple of 4, and the best bid/offer are quoted 2 wide where the typical underlying spread is 0.5 wide.
We have seen many instances of this lately. We think it is due to a problem with the contract metadata from CQG. At the time you have it, post the Message Log at that time here and we will look. Make sure you are running the current version of Sierra Chart first though so we have the information needed.
For now, just reconnect to the data feed:
And re-download the affected data:
Sierra Chart Support - Engineering Level
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Date Time Of Last Edit: 2019-08-14 17:29:30
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