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Direct MessagesDate/Time: Wed, 08 May 2024 08:40:32 +0000
Orders rejected since last update
View Count: 473
| [2020-10-30 16:15:25] |
| User7097040000 - Posts: 13 |
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I always enter a trade with a limit other, hitting the bid above the current price (and vice versa for selling), so it gets immediately filled. I've been using this method for a long time but, within the last week, I got 3 orders rejected and this message appears in the log (I use CQG): Trade Order Error - CQG order update. Status: REJECTED. Text: Order price is outside bands 'Ask of 327025.00 violates Low Band 327075.00 using Delta .00, C.Last equals 327675.00' According to that I hit the market at 327025.00 but I actually did it at 3270.25. This has been happening since I updated to v2182. For further information I checked CQG app and this information appears: Order info: SELL 1 MESZ20 @ 3270.25 LMT DAY ID: XXXXXX #: XXXXXX # Serv: XXXXX User: XXXX FCM: XXXX Account: XXXX Status: Rejected Cmnt: Transaction history: 10/30/20 15:02:01.682 – In transit: (MiFID exec: NORE) 10/30/20 15:02:01.686 – Rejected (1): Order price is outside bands 'Ask of 327025.00 violates Low Band 327075.00 using Delta .00, C.Last equals 327675.00' ExchangeRejectCode = 2179 (MiFID exec: NORE) As you can see, the heading says I sold at 3270.25 but that's not the price rejected. Any ideas of how can I fix this problem? Date Time Of Last Edit: 2020-10-30 16:19:00
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| [2020-10-30 18:05:51] |
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This is not a version specific issue. Contact the exchange for more information.
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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