Support Board
Date/Time: Sun, 11 May 2025 21:02:58 +0000
Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject).
View Count: 296
| [2024-08-27 17:04:27] |
| ATEX - Posts: 25 |
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Hi, I'm working on a DOM strategy that modifies orders with a high frequency. I'm running into the following error messages: 2024-08-27 16:53:43.503 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A*
2024-08-27 16:53:53.125 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A| Number times message previously added: 30 * 2024-08-27 16:54:02.996 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A| Number times message previously added: 28 * 2024-08-27 16:54:12.619 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A| Number times message previously added: 21 * 2024-08-27 16:54:22.195 | Unset | Order modification failed | Trading Evaluator - Delayed (Order cancel/replace reject). Info: Message rate limit reached. Internal Order ID: 604927. Service Order ID: 2948772. Symbol: NQU24. Account: A| Number times message previously added: 24 * Is there a way for me to investigate this further? I have changed the Message rate limit to 400, but the error persists. I do not know why this error occurs and I can't think of a way to debug it. Using the following code snippet: int orderMessage = sc.ModifyOrder(ModifyOrder);
if (orderMessage > 0) { ModifyEntryPrice = BidPrice; } else { sc.AddMessageToLog(sc.GetTradingErrorTextMessage(orderMessage), 1); } I get: "General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error"
Which doesn't help me.Any help would be greatly appreciated! Best regards, A |
| [2024-08-27 21:15:58] |
| ATEX - Posts: 25 |
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Is there a way for me to know Why the Order modification failed?
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| [2024-08-28 14:09:26] |
| Sierra_Chart Engineering - Posts: 19547 |
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Please avoid, sending many orders and modifications as it generates very large log files. We are are seeing log files for your account of 80 megabytes. The rejection message is simply indicating that the message rate limit has been reached. Increasing the rate should solve the problem, but we do not want you to sending so many messages to begin with. 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: 2024-08-28 14:10:08
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| [2024-08-28 15:09:28] |
| ATEX - Posts: 25 |
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Thank you for your reply. I think it's fair that me as a paying customer should be free to both use the software and to trade as I wish. Is there a way for me to continue this practice of sending many messages that would make you happy? Best regards, A |
| [2024-08-28 15:14:49] |
| Sierra_Chart Engineering - Posts: 19547 |
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If you were to do this in live trading, the exchange is going to impose a fine (guaranteed) upon you, we are going to hear about this, and you are going to get shut off.
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 |
| [2024-08-28 15:35:56] |
| ATEX - Posts: 25 |
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I see. Is there a limit for how many messages one can send?
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| [2024-08-30 02:08:29] |
| Sierra_Chart Engineering - Posts: 19547 |
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Yes the exchanges impose limits. And the clearing firms do as well. It is about 30 messages per 10 seconds. But there are still scenarios whereby, even when operating below the limits will cause problems, and cause the exchange to take action and close a port affecting all users on that port.
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: 2024-08-30 02:08:43
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