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Date/Time: Mon, 27 Jun 2022 01:37:14 +0000



Problem entering a CME spread trade

View Count: 142

[2022-05-23 17:58:28]
User397331 - Posts: 9
I switched to Denali data feed this month and using CQG for trades. I can get Sierra to accept a spread for CBOT corn for july to dec using ZCN22-ZCZ22.FUT_SPREAD.CBOT (from Denali spread symbol) as main symbol and F.US.ZCES2N22 (CQG spreads symbol) for (Trade and Current Quote Symbol) and (Use as Trade only Symbol) checkmarked.

When I do the same thing for CME Live Cattle I get an error reject message.
June to August spread
For symbol LEM22-LEQ22.FUT_SPREAD.CME (Denali spread symbol)
For Trade and Quote Symbol F.US.GLES1M22 (CQG SPREAD SYMBOL) with Use As Trade Only Symbol checked.
Am I doing something wrong? Why does it work for CBOT but not CME?
Thanks
[2022-05-23 18:16:14]
John - SC Support - Posts: 16924
First, what are you getting an error message for? Are you not getting data or is it an order rejection?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-05-23 20:07:17]
User397331 - Posts: 9
Looks like order rejection.
The service log says Order price is outside the limits. Ask of 1525000.00 violates high limit.
I thought the order was put in at 1.525 and that is what it says on confirm order.
[2022-05-24 14:25:46]
User397331 - Posts: 9
I tried to put an order in again. It was trading at (-.175) I put a sell order in at (.925). Conformation confirmed order at .925 Order was rejected as order price is outside the limits. 'ask of 925000.00 violates high limit of 9800.00' ExchangeRejectCode=2137
[2022-05-24 14:53:55]
Sierra_Chart Engineering - Posts: 2699
We apologize for the delay. We are checking on this. We think you just need to set this Multiplier appropriately:
Chart Settings: Trade and Current Quote Symbol Price Multiplier (Chart >> Chart Settings >> Symbol menu)
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
[2022-05-25 13:08:31]
User397331 - Posts: 9
I changed the real time price multiplier to 000001 from 001 and still got same message for reject.
order price outside of limits. Order was put in as sell .825 confirmed as such and rejected as 825000.00
[2022-05-25 13:28:35]
User397331 - Posts: 9
It also appears like the extra zeros don't stick and keep going back to .001
[2022-05-25 17:08:48]
Sierra_Chart Engineering - Posts: 2699
The Real-time Price Multiplier needs to stay at however it is automatically set.

We did look into this a little more, the Trade and Current Quote Symbol Price Multiplier we think should be set to 1 but we have to look at this little more closely.
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: 2022-05-25 17:10:11
[2022-05-25 17:57:44]
User397331 - Posts: 9
Thanks for working on it
[2022-05-27 13:06:50]
User397331 - Posts: 9
Just curious if you have had any success
thanks
[2022-05-27 13:13:36]
Sierra_Chart Engineering - Posts: 2699
We are working on this now.
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
[2022-05-27 17:00:22]
Sierra_Chart Engineering - Posts: 2699
We made some adjustments to the Symbol Settings but we are not totally sure this is going to work because we cannot test it with CQG.

Follow the instructions here to update the Symbol Settings:
Global Symbol Settings: Update Global Symbol Settings

Apply the Symbol Settings to the chart following these instructions:
Global Symbol Settings: Update/Apply Symbol Settings to Charts

And this setting must be set to 1:
Chart Settings: Trade and Current Quote Symbol Price Multiplier (Chart >> Chart Settings >> Symbol menu)

If there is a rejection provide us the rejection text. We should then tell you what multiplier you then need to use.

Also you can trade the spreads with our Teton order routing without any difficulty:
Sierra Chart Teton Futures Order Routing

This would be the very much recommended solution. Teton does use the exchange specified margins for 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2022-05-27 17:04:52

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