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Direct MessagesDate/Time: Sun, 28 Apr 2024 16:49:43 +0000
Spread Product Orders not working in live mode
View Count: 1571
| [2020-01-09 14:18:32] |
| User911267 - Posts: 25 |
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Hi, We are using Denali and TT Fix. We are attempting to place limit orders on symbol "RBG20-HOG20.RB.RUT.NYMEX" We are able to place simulated trades against this symbol no problem. However, when we switch to live we get an error and the order never places. Below is the Error. SC Futures Order Routing/Data order update (Order reject). Info: TT order update (Rejected). Text: Instrument not found by NAME=RBG0-HOG0 symbol=RBG7. Internal Order ID: 4813. Service Order ID: 328425. Symbol: RBG20-HOG20.RB.FUT.NYMEX. Account: AC****** | 2020-01-09 09:10:18.499* We get this reject message whether we place the order through DTC protocol or manually on the SC Platform. |
| [2020-01-09 14:53:17] |
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Where did you get that symbol from? That is not a correct symbol. To access the proper symbols, refer to: Real-Time Exchange Data Feeds Available From Sierra Chart: Exchange Traded Spreads 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: 2020-01-09 14:53:49
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| [2020-01-09 18:08:22] |
| User911267 - Posts: 25 |
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I miss typed the symbol in my last message. This is the symbol we are using "RBG20-HOG20.RB.FUT_NYMEX" and we got it using the documentation you sent. We know it's not an incorrect symbol because we get market data for it and simulated orders work for it. However when we try to place a live order, either through DTC Protocol or through the SC Platform the order gets rejected by TT. Just try it, open up a chart for this symbol. You will see the data and the DOM are all being updated but when you try to place an order it will get rejected when it arrives at TT.
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| [2020-01-09 19:07:09] |
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This is an example of a proper spread symbol when using the TT order routing: RBU21-HOU21.RB.FUT_SPREAD.NYMEX It is very possible market data can work properly, because that is enough of a match to make market data work but it is not interpreted as a multi-leg security when we are submitting the order to TT. 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 |
| [2020-01-09 19:41:15] |
| User911267 - Posts: 25 |
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RBG20-HOG20.RB.FUT_SPREAD.NYMEX Above is exactly what we used both in DTC and on SC Platform. Again the order is Rejected by TT with the same message I sent above. Thank you for being patient with me, I am certain we are using the correct symbol because we get it exactly from the find symbol window using your documentation. I've made the mistake of miss keying it in every time I've posted to this support board. On SC with the above symbol, the time and sales window is updating, the DOM is updating, the Level 2 is updating, the Chart is updating and on all of them say "RBG20-HOG20.RB.FUT_SPREAD.NYMEX" for their symbol. Now when we go to place an order we get the Reject from TT order update. Again, Thanks for your patience, but I am sure there is an issue on your end sending the correct symbol to TT. Thanks Date Time Of Last Edit: 2020-01-09 19:48:36
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| [2020-01-10 15:19:54] |
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We need to look into this, we think the problem is with the product code. Since this is an intercommodity spread the product code may not be RB.
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 |
| [2020-01-10 17:03:13] |
| User911267 - Posts: 25 |
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Ok, Let us know when it’s fixed |
| [2020-01-11 05:38:57] |
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The problem is there is not a universal answer to this problem. TT is using a product code which is not even provided by the exchange. The exchange just simply uses RB (Tag 6937) which we use: 35=d5799=00000000980=A779=202001051707250008111180=3821300=80462=16207=XNYM1151=CL6937=RB55=RBG0-HOG048=29702122=8167=FUT461=FMMXSX200=20200215=USD762=IS9779=N1142=F562=11140=2999969=1.0000000009787=0.000100000996=GAL1150=-2688.000000000731=000000105796=202001101143=150.000000000864=2865=51145=20161130223000000000865=71145=202001311930000000001141=21022=GBX264=101022=GBI264=2870=1871=24872=000000000000110000100100000000111234=0555=2602=638283603=8624=1623=1602=49483603=8624=2623=1
So we have to contemplate what would be the solution here. 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: 2020-01-11 05:40:12
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| [2020-01-11 06:19:56] |
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We came up with a solution, but it is going to require custom symbol settings for these intercommodity spreads. So we have implemented that for RB-HO spreads but others will need to be done. Just let us know what other intercommodity spreads you need to trade.
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 |
| [2020-01-11 17:04:34] |
| User911267 - Posts: 25 |
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Thank you! For now, the RB-HO spread is the only intercommodity we need. To confirm, we continue to use "RBG20-HOG20.RB.FUT_SPREAD.NYMEX" for the G contract and you have set up the other RB-HO spreads. |
| [2020-01-11 18:47:11] |
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We are still having a problem with this. We are going to work on it and it will be done before Sunday evening. The spread is still not tradable yet.
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 |
| [2020-01-12 23:04:41] |
| User911267 - Posts: 25 |
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Can we use this now?
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| [2020-01-12 23:28:24] |
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We do have the problem resolved. But we have to do a software update. We want to do additional testing first. We will be working on it this evening.
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 |
| [2020-01-13 14:36:49] |
| User911267 - Posts: 25 |
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Can we use this now?
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| [2020-01-13 19:05:31] |
| User911267 - Posts: 25 |
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Any luck on this?
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| [2020-01-13 19:22:42] |
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We apologize for the delay. We need more time. This change requires some careful testing. It is not something we can rush. We intend to have this out no later than this evening.
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: 2020-01-13 19:23:00
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| [2020-01-14 01:53:41] |
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Support for RB and HO intercommodity calendar spreads is now released for Server 4. To use this server select Global Settings >> Data/Trade Service Settings. Set the Service Settings >> Primary Server to Server 4. And then reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers We do not want to update the other servers until the CME maintenance period tomorrow. We do apologize for the long delay. If you needed to get the order in quickly, what you could have done is contacted your broker and have them set you up with a TT username through the TT user set up to access the TT Platform where you could have entered the order there. But this limitation is now resolved. Just let us know what other intercommodity products you want to trade and we can add those quickly. 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 |
| [2020-01-14 01:55:11] |
| User911267 - Posts: 25 |
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Thank you!
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| [2020-01-14 01:57:53] |
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What we always like about TT as compared to CQG, is their message fields are consistent with what the exchanges use. But in this particular case, the product code TT is using is RB|HO and the product code we were using which is exactly what the CME has in their security definition is RB. This is where the problem was. So it required custom mapping. 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: 2020-01-14 01:58:25
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| [2020-01-14 02:04:26] |
| User911267 - Posts: 25 |
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I've changed the server to 4 and I exited SC and restarted. Still getting this error. SC Futures Order Routing/Data order update (Order reject). Info: TT order update (Rejected). Text: No limits. Internal Order ID: 4480. Service Order ID: 396547. Symbol: RBG20-HOG20.RB.FUT_SPREAD.NYMEX. Account: * | 2020-01-13 21:02:27.201 * Date Time Of Last Edit: 2020-01-14 02:36:00
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| [2020-01-14 02:35:39] |
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We apologize for the delay. This rejection is different and is an account level rejection. Your clearing firm needs to specify limits for this product. This is what this rejection means: No limits. 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 |
| [2020-01-14 02:40:52] |
| User911267 - Posts: 25 |
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Do we need to do anything on our end?
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| [2020-01-14 03:11:57] |
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No and once again we apologize for the delay. Your clearing firm will take care of this.
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 |
| [2020-01-14 03:43:36] |
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Sorry we might have misunderstood your post #22, you do need to contact your clearing firm about this rejection so they can specify limits for that product. But otherwise there is nothing else you need to do.
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 |
| [2020-01-14 20:36:49] |
| User911267 - Posts: 25 |
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Will you notify us when these changes have been implemented on the other servers as well. Thanks
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