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Date/Time: Sat, 18 May 2024 04:38:06 +0000



TT fix error Illegal price

View Count: 682

[2021-04-28 16:36:49]
User529986 - Posts: 8
Hello, I'm using the TT connection to trade micros and have not had any issues trading MCG and MES but today when I traded MNQ I started getting error messages and my order would not appear on the chart. It says illegal price. I attach the message log in case it is needed. Could you please help me out with this? Thanks!


TradeActivity files query time: 0.049925 seconds. Entries: 0. Current queries: 2 | 2021-04-28 10:16:07.884
TradeActivity files query time: 0.000583 seconds. Entries: 0. Current queries: 2 | 2021-04-28 10:16:07.885
SC/TT Futures Order Routing | Requesting trade accounts from server. | 2021-04-28 10:16:15.334
SC/TT Futures Order Routing | Performing query for order fills start date-time for account 7PV0549. | 2021-04-28 10:16:15.446
SC/TT Futures Order Routing | Performing query for historical account balances for account 7PV0549. | 2021-04-28 10:16:15.446
SC/TT Futures Order Routing | Received 1 accounts from service. | 2021-04-28 10:16:15.446
TradeActivity files query time: 0.071973 seconds. Entries: 0. Current queries: 2 | 2021-04-28 10:16:15.518
SC/TT Futures Order Routing | Requesting historical order fills for account 7PV0549. Start Date-Time UTC: 2019-10-18 14:16:15 | 2021-04-28 10:16:15.518
TradeActivity files query time: 0.059856 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:16:15.578
SC/TT Futures Order Routing | Requesting historical account balances for account 7PV0549. Start date-time UTC: 2019-10-18 14:16:15 | 2021-04-28 10:16:15.578
SC/TT Futures Order Routing | Received 170 order fills for account: 7PV0549. Inserting the ones that do not exist. | 2021-04-28 10:16:17.228
SC/TT Futures Order Routing | Received 0 historical account balance updates for account: 7PV0549. Inserting the ones that do not exist. | 2021-04-28 10:16:17.229
RemoveDuplicateFills | TradeAccount: 7PV0549. DatesOfRecordsToInsert: 2021-04-08, 2021-04-09, 2021-04-13, 2021-04-14, 2021-04-15, 2021-04-16, 2021-04-19, 2021-04-20, 2021-04-22, 2021-04-23, 2021-04-26, 2021-04-27, 2021-04-28, . MostRecentFileNameSearched: TradeActivityLog_2021-04-28_UTC.None.data. RecordsRemovedCount: 0. OriginalRecordsToInsertCount: 170. RecordsToInsertCount: 170 | 2021-04-28 10:16:17.233
TradeActivity files query time: 0.003950 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:16:17.233
Flagging to reload Trades list in charts | Symbol: MESM21_FUT_CME | TradeAccount: 7PV0549 | 2021-04-28 10:16:17.248
Flagging to reload Trades list in charts | Symbol: MGCM21_FUT_COMEX | TradeAccount: 7PV0549 | 2021-04-28 10:16:17.248
Flagging to reload Trades list in charts | Symbol: MNQM21_FUT_CME | TradeAccount: 7PV0549 | 2021-04-28 10:16:17.248
SC/TT Futures Order Routing | Requesting Trade Positions data. | 2021-04-28 10:16:20.329
SC/TT Futures Order Routing | No Trade Positions reported by DTC Server. Clearing existing Trade Positions. | Symbol: (unset) | TradeAccount: (unset) | 2021-04-28 10:16:20.442
TradeActivity files query time: 0.020133 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:17:14.911
TradeActivity files query time: 0.006356 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:17:17.063
TradeActivity files query time: 0.006194 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:17:19.063
TradeActivity files query time: 0.004068 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:17:40.925
TradeActivity files query time: 0.004045 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:20:39.999
TradeActivity files query time: 0.003759 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:20:42.560
TradeActivity files query time: 0.086888 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:20:42.889
TradeActivity files query time: 0.005309 seconds. Entries: 79. Current queries: 1 | 2021-04-28 10:20:43.442
TradeActivity files query time: 0.004538 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:20:43.653
TradeActivity files query time: 0.109722 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:20:47.352
TradeActivity files query time: 0.006818 seconds. Entries: 79. Current queries: 1 | 2021-04-28 10:20:48.394
TradeActivity files query time: 0.005715 seconds. Entries: 71. Current queries: 1 | 2021-04-28 10:20:55.749
TradeActivity files query time: 0.006313 seconds. Entries: 71. Current queries: 1 | 2021-04-28 10:20:56.016
TradeActivity files query time: 0.005679 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:20:57.859
TradeActivity files query time: 0.003652 seconds. Entries: 79. Current queries: 1 | 2021-04-28 10:22:45.492
TradeActivity files query time: 0.003941 seconds. Entries: 79. Current queries: 1 | 2021-04-28 10:22:48.497
TradeActivity files query time: 0.003854 seconds. Entries: 79. Current queries: 1 | 2021-04-28 10:32:28.374
TradeActivity files query time: 0.003481 seconds. Entries: 79. Current queries: 1 | 2021-04-28 10:32:35.446
TradeActivity files query time: 0.005705 seconds. Entries: 0. Current queries: 1 | 2021-04-28 10:34:30.762
TradeActivity files query time: 0.006881 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:34:32.672
TradeActivity files query time: 0.005989 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:34:33.726
TradeActivity files query time: 0.003901 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:34:54.156
TradeActivity files query time: 0.003791 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:43:05.520
TradeActivity files query time: 0.004759 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:43:15.904
TradeActivity files query time: 0.003719 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:43:28.494
TradeActivity files query time: 0.003709 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:43:29.639
TradeActivity files query time: 0.004013 seconds. Entries: 4. Current queries: 1 | 2021-04-28 10:45:12.387
TradeActivity files query time: 0.005200 seconds. Entries: 0. Current queries: 1 | 2021-04-28 11:42:33.198
TradeActivity files query time: 0.004506 seconds. Entries: 0. Current queries: 1 | 2021-04-28 11:42:40.435
TradeActivity files query time: 0.005608 seconds. Entries: 0. Current queries: 1 | 2021-04-28 11:42:43.229
TradeActivity files query time: 0.003546 seconds. Entries: 0. Current queries: 1 | 2021-04-28 11:42:51.526
TradeActivity files query time: 0.004834 seconds. Entries: 0. Current queries: 1 | 2021-04-28 11:42:53.973
SC/TT Futures Order Routing order update (Order reject). Info: TT order update (Rejected). Text: FIX field incorrect 'Illegal Price: '13887.5 contract 'MNQM1' (ticks in 25, CAB of 0)' | ExchID: 6822163583062 | SenderSubID: 7PV0549. Text: Attached order. Parent: 475665. Tag: 2TwithSNQ.twconfig. Internal Order ID: 475666. Service Order ID: 5595898. Symbol: MNQM21_FUT_CME. Account: 7PV0549 | 2021-04-28 12:13:29.723 *
SC/TT Futures Order Routing order update (Order reject). Info: TT order update (Rejected). Text: FIX field incorrect 'Illegal Price: '13912.5 contract 'MNQM1' (ticks in 25, CAB of 0)' | ExchID: 6822163583063 | SenderSubID: 7PV0549. Text: Attached order. Parent: 475665. Tag: 2TwithSNQ.twconfig. Internal Order ID: 475667. Service Order ID: 5595899. Symbol: MNQM21_FUT_CME. Account: 7PV0549 | 2021-04-28 12:13:29.723 *
SC/TT Futures Order Routing order update (Order reject). Info: TT order update (Rejected). Text: FIX field incorrect 'Illegal Price: '13877.5 contract 'MNQM1' (ticks in 25, CAB of 0)' | ExchID: 6822163583064 | SenderSubID: 7PV0549. Text: Attached order. Parent: 475668. Tag: 2TwithSNQ.twconfig. Internal Order ID: 475669. Service Order ID: 5595901. Symbol: MNQM21_FUT_CME. Account: 7PV0549 | 2021-04-28 12:13:29.723 *
SC/TT Futures Order Routing order update (Order reject). Info: TT order update (Rejected). Text: FIX field incorrect 'Illegal Price: '13912.5 contract 'MNQM1' (ticks in 25, CAB of 0)' | ExchID: 6822163583065 | SenderSubID: 7PV0549. Text: Attached order. Parent: 475668. Tag: 2TwithSNQ.twconfig. Internal Order ID: 475670. Service Order ID: 5595902. Symbol: MNQM21_FUT_CME. Account: 7PV0549 | 2021-04-28 12:13:29.723 *
[2021-04-28 18:00:29]
John - SC Support - Posts: 31704
It looks like there is something wrong with one of the Attached orders you are trying to send. How are your Attached Orders setup for that chart?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-28 18:30:41]
User529986 - Posts: 8
Hi John, basically the stop is set in ticks for 40 ticks and it says all OCO Groups. Target 1 is a limit order at 60 ticks and it says OCO group 1. Target 2 is at 100 ticks and it says OCO Group 2.
I checked MES which works fine and I cannot see any difference.
Date Time Of Last Edit: 2021-04-28 18:31:06
[2021-04-28 18:48:25]
John - SC Support - Posts: 31704
Check with your broker and see if they can give you any information on those rejections. It may be that the distance that you have set for those attached orders is outside the range of allowed limits, although that usually generates a different message.

Let us know what you find out.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-28 19:21:45]
User529986 - Posts: 8
Ok already sent them a message. I executed a long just now without any attached orders and it went through fine but it won't display that I am long on the chart even though I have chart trade mode enabled.
Also the P/L displayed on the trade window is way off.
[2021-04-28 19:37:02]
John - SC Support - Posts: 31704
Go through the information here:
Help With Daily Profit/Loss Value
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-29 11:51:30]
User529986 - Posts: 8
Hi John, I spoke with the guys at edge clear and they have had traders with similar issues when trading MNQ using the TT fix with SC. They believe it is a symbol formatting issue within the platform. - 'Illegal Price: '13912.5 contract 'MNQM1' (ticks in 25, CAB of 0)'.
What it is saying is the format should have been 13912.50, not 13912.5
Is there a workaround this?. It's odd cos I don't have any issues with MES nor MGC
[2021-04-29 13:35:28]
John - SC Support - Posts: 31704
We will check on this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-29 15:15:08]
Sierra_Chart Engineering - Posts: 14423
Hi John, I spoke with the guys at edge clear and they have had traders with similar issues when trading MNQ using the TT fix with SC. They believe it is a symbol formatting issue within the platform. - 'Illegal Price: '13912.5 contract 'MNQM1' (ticks in 25, CAB of 0)'.
This is definitely not the case.

Are you using this symbol as the Trade and Current Quote Symbol?


If so make sure this Chart Setting is set to zero:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html&CAID=default#TradeAndCurrentQuoteSymbolPriceMultiplier
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-04-29 15:15:55
[2021-04-29 17:24:29]
User529986 - Posts: 8
Hi John, yes I have the following chart settings:

Symbol: NQM21_FUT_CME
Trade and current quote symbol: MNQM21_FUT_CME
I have ticked the box where it says "use as trade only symbol"
In advanced settings 3, I do have the multiplier set to zero.

Should I set to a different number?
[2021-04-30 08:23:33]
Sierra Chart Engineering - Posts: 104368
There is definitely something wrong with the symbol related settings you have in that chart.

First thing we want you to do is to disable custom symbols values:
Global Symbol Settings: Use Custom Symbol Settings Values (Global Settings >> Symbol Settings)

And then follow the instructions here:
Global Symbol Settings: Update/Apply Symbol Settings to Charts
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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