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Direct MessagesDate/Time: Mon, 06 May 2024 12:17:28 +0000
Can't send attached order by position or price
View Count: 700
| [2020-08-20 02:02:26] |
| User255336 - Posts: 28 |
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In a live trade now, as we speak. Before I switched to Siera Chart order routing, I was able to "Send attached orders by position" or by price. I cancelled my order, and attempted to send attached order by position AND price, however the platform kept cancelling the orders immediately. After reviewing my trade logs, I'm seeing the following: "Order Routing/Data order update (Order reject.) Info: TT order update (rejected). Text: Order price is outside bands 'Ask of 334250.00 violates Low Band 334575.00 using Delta .00, CrbBnd equals 33175.00' | ExchId: 6816050964579 | SenderSubID: A" My avg price is 3356.08 according to SC. Position calculated by flat to flat. Only thing I Could do was manually set a stop order, and change the quantities to match my 2 contract position size. I was also able to buy another contract, and set the orders to attach - and they attached without any problems. The problem seems to exist only when attaching orders to an existing position. Date Time Of Last Edit: 2020-08-20 02:09:16
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| [2020-08-20 05:38:36] |
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In general that rejection message indicates the order price is too far away from the current price.
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 |
| [2020-08-20 11:50:40] |
| User255336 - Posts: 28 |
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Understood. It's the same stop strategy I was using with CQG before. I was trying to send the order based on both my position price, and the current price. Do you have any recommendations on how to resolve it? I tried moving the number of ticks for both orders to be far away from the current price, and I still got the same error. As I mentioned before, the orders sent no problem provided I bought another contract and attached the orders. |
| [2020-08-20 12:32:20] |
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It does not matter whether you are using CQG or not. This rejection comes from the exchange. What are you using for the offsets for the 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: 2020-08-20 12:32:33
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| [2020-08-20 12:38:39] |
| User255336 - Posts: 28 |
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I was using Stop All - 20T, and Target 1 20T. I tried moving the stop to and target to 100T as a test, but same results. Was happening with 2 different attached orders - one with 1 target, another with 2.
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 attached-orders.png / V - Attached On 2020-08-20 12:38:31 UTC - Size: 11.95 KB - 198 views |
| [2020-08-20 17:21:17] |
| User255336 - Posts: 28 |
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I think it's safe to disregard this thread - it seems to be working normally today.
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| [2020-08-21 20:02:34] |
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Reviewed.
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 |
| [2020-08-25 22:16:32] |
| User255336 - Posts: 28 |
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Hello. Having issues again, right now. Currently in a position with 4 contracts of the MES micros. When I entered with 4 contracts, my attached order (2 targets, one common stop ) send with zero problems. I cancelled those orders, and I did my usual "Send attached orders by position, however it's not applying the stop and targets that I have assigned. It's sending a stop with 1 contract, and a target with 1 contract. I've attached screenshots as private images for your review. It's as if the platform is ignoring the attached order configuration completely - no matter which strategy I select, the orders are all sent the same - 1 contract, and the same number of ticks for the stop and the target. I've tried a variety of different settings and the orders are not being sent according to how I have them set. I currently have the following set: support scale in / out maintain same quantity for OCO group orders Date Time Of Last Edit: 2020-08-25 22:38:38
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Private File Private File Private File |
| [2020-08-25 23:09:00] |
| User255336 - Posts: 28 |
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Update: as of 7:08pm it's all of a sudden working.
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| [2020-08-26 00:38:58] |
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There is definitely nothing wrong. Refer to: Basic Trading and the Trade Window: Trade Window Settings Not Applying to Chart or Trading DOM 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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