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Date/Time: Mon, 27 Jun 2022 02:41:34 +0000



CTS - attached MIT orders

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[2014-01-21 17:04:04]
User60591 - Posts: 39
I have a question regarding CTS MIT orders .

Im trying to run automated strategy on Sierra Chart.
When I'm in simulation mode MIT orders work fine, but when I changed to live (orders are sent to trade service), on triggered trade I have recieved:

Trade Order Error - Order error: CTS FIX: Order type Market if Touched is not supported. Internal Order ID: 7771. Service Order ID: (none). Symbol: 6E.CME_20140300_6EH4.CME_Fo | 2014-01-21 17:13:48
Trade Order Error - Order error: CTS FIX: Order type Market if Touched is not supported. Internal Order ID: 7772. Service Order ID: (none). Symbol: 6E.CME_20140300_6EH4.CME_Fo | 2014-01-21 17:13:48
Internal Order ID: 7771 has been reassigned to 7773 | 2014-01-21 17:13:48
Internal Order ID: 7772 has been reassigned to 7774 | 2014-01-21 17:13:48
Trade Order Error - Order error: CTS FIX: Order type Market if Touched is not supported. Internal Order ID: 7773. Service Order ID: (none). Symbol: 6E.CME_20140300_6EH4.CME_Fo | 2014-01-21 17:13:48
Trade Order Error - Order error: CTS FIX: Order type Market if Touched is not supported. Internal Order ID: 7774. Service Order ID: (none). Symbol: 6E.CME_20140300_6EH4.CME_Fo | 2014-01-21 17:13:48


There were no stop and no target orders sent.

Apperently CTS supports MIT.


In attached orders I have Target: Market if touched and STOP: Stop

How come this is not supported?

thnx

i

[2014-01-21 19:25:14]
Sierra Chart Engineering - Posts: 103470
We need to ask CTS about 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
[2014-01-21 21:51:56]
User60591 - Posts: 39
Thank you.

I hope they will reply soon.

[2014-01-21 22:43:04]
Sierra Chart Engineering - Posts: 103470
We have looked into this and the problem is Market if Touched orders are not supported for CTS T4 OCO order types which are used with Attached Orders.
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: 2014-01-22 08:25:04
[2014-01-22 07:49:48]
User60591 - Posts: 39
It would be nice if you would mention somewhere that all (MIT) order tipes do not work when spreadsheet an attached orders are used for trading. Do MIT orders work in coded strategies?
[2014-01-22 08:24:35]
Sierra Chart Engineering - Posts: 103470


This is a limitation of OCO orders with CTS T4. Not Sierra Chart.

This is documented here:
https://www.sierrachart.com/index.php?l=doc/doc_OrderTypes.html#MarketIfTouched
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: 2014-01-22 08:25:35
[2014-01-22 14:38:52]
User60591 - Posts: 39
So basicaly If I have Target: Limit, Stop:Stop it should work? Is there any other limitations with order types and attached orders with CTS T4 that we should be aware of so the future questions will be avoided?

thank you
[2014-01-22 17:07:36]
Sierra Chart Engineering - Posts: 103470
Yes.

No other limitations.
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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