Orders being rejected on the EUREX exchange

Questions about MultiCharts and user contributed studies.
mrticks
Posts: 19
Joined: 19 Apr 2012
Has thanked: 2 times

Orders being rejected on the EUREX exchange

Postby mrticks » 21 Oct 2014

Hi Folks,

Would anyone have any advice on how to prevent entry and also exit orders being rejected at the EUREX exchange?

Current situation:
I am getting a lot of entry orders being rejected with the following error,
Instrument: DDZ14; Order: Sell Stop 1; Status: Rejected;
Reason: Stop price is already in market ExchangeRejectCode = 5[]
Exit orders also showing the same reject errors,
Stop price is already in market ExchangeRejectCode = 5[]

I have tried to submit with limit orders instead but then I get similar errors.

Does anyone have advice for the best signal code to use for long/short entries and also how to apply exits? I do not have these issues on other exchanges. I believe the issue is similar to, https://www.bigmiketrading.com/traders- ... price.html

Any help would be greatly appreciated?!

User avatar
bensat
Posts: 331
Joined: 04 Oct 2014
Has thanked: 46 times
Been thanked: 104 times

Re: Orders being rejected on the EUREX exchange

Postby bensat » 21 Oct 2014

I never had any issues releasing buy/sell stop orders in any trading environment and on EUREX exchange, till the limit check gave the "ok".

But when you read the thread opener carefully you may see the problem ... or I'm totally wrong. the current market price he tried to add his order was 144.00. Than tried to add his buy-stop order at 143.90. Makes this sense ? Guess not. Of course this order will be rejected. If you want to add a buy order as a market order below the current price, you have to add it as a MIT-order (market if touched).

So may this is your issue as well ?

Regards

mrticks
Posts: 19
Joined: 19 Apr 2012
Has thanked: 2 times

Re: Orders being rejected on the EUREX exchange

Postby mrticks » 21 Oct 2014

I never had any issues releasing buy/sell stop orders in any trading environment and on EUREX exchange, till the limit check gave the "ok".

But when you read the thread opener carefully you may see the problem ... or I'm totally wrong. the current market price he tried to add his order was 144.00. Than tried to add his buy-stop order at 143.90. Makes this sense ? Guess not. Of course this order will be rejected. If you want to add a buy order as a market order below the current price, you have to add it as a MIT-order (market if touched)
So may this is your issue as well ?

Regards
Hi Bensat - Thanks for your response. Yes it could possibly be the same issue. I did not have time to debug today. It only happens when the market moves fast, and the FDAX has just experienced the heaviest volume in years over the past few days.

Once momentum starts building then the erros occur, only when price is moving fast. It is the same with my exit orders, they are being rejected.
Instrument: DDZ14; Order: Sell Stop 1; Status: Rejected; Reason: Stop price is already in market ExchangeRejectCode = 5[]
I am hoping to debug tomorrow. If I find a solution I will post it.


Thanks

mrticks
Posts: 19
Joined: 19 Apr 2012
Has thanked: 2 times

Re: Orders being rejected on the EUREX exchange

Postby mrticks » 22 Oct 2014

I never had any issues releasing buy/sell stop orders in any trading environment and on EUREX exchange, till the limit check gave the "ok".

But when you read the thread opener carefully you may see the problem ... or I'm totally wrong. the current market price he tried to add his order was 144.00. Than tried to add his buy-stop order at 143.90. Makes this sense ? Guess not. Of course this order will be rejected. If you want to add a buy order as a market order below the current price, you have to add it as a MIT-order (market if touched).

So may this is your issue as well ?

Regards

More errors this morning, corrupted workspace thatI had to re-create and now this,
SendOrder failed: Object reference not set to an instance of an object.
along with more orders rejected,
Instrument: DDZ14; Order: Buy Market 1; Status: Rejected; Reason: Invalid Market order parameters: Buy 1 DDZ14 @ 0.000000
I need to roll up the sleeves!

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Orders being rejected on the EUREX exchange

Postby Henry MultiСharts » 22 Oct 2014

Hello mrticks,

What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
Which broker do you use?

mrticks
Posts: 19
Joined: 19 Apr 2012
Has thanked: 2 times

Re: Orders being rejected on the EUREX exchange

Postby mrticks » 22 Oct 2014

Hello mrticks,

What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
Which broker do you use?
Hello Henry,

Thanks for replying.

Version & build: MultiCharts64 Version 9.0 Release (Build 10014).
Broker: CGQ

I am now, just from today, also seeing a new error in the logs which is,
Instrument: DDZ14; Order: Sell Stop 22; Status: Rejected; Reason: Position limit for the contract F.US.DD.Z14 is 50, worst case position is 66
Many thanks.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Orders being rejected on the EUREX exchange

Postby Henry MultiСharts » 22 Oct 2014

SendOrder failed: Object reference not set to an instance of an object.
Instrument: DDZ14; Order: Buy Market 1; Status: Rejected; Reason: Invalid Market order parameters: Buy 1 DDZ14 @ 0.000000
Please go to Format->Strategy Properties->Auto trading tab->Select broker plugin->select the profile you need->go to Settings->click Lookup and select the account you need. You need to check that on each chart you are using for auto trading.

If the orders are still rejected - please upload the logs (Help->Feedback->Send logs) and specify the ID of the rejected order or come to our live chat Monday-Friday 6:30 am - 3 pm EST to demonstrate this behavior remotely.
Reason: Stop price is already in market ExchangeRejectCode = 5[]
Instrument: DDZ14; Order: Sell Stop 22; Status: Rejected; Reason: Position limit for the contract F.US.DD.Z14 is 50, worst case position is 66
Please contact your broker directly regarding these reject messages.

coolbogoss
Posts: 1
Joined: 08 Dec 2014

Re: Orders being rejected on the EUREX exchange

Postby coolbogoss » 08 Dec 2014

hi; i have a same problem on MC 9.0
Instrument: DDZ14; Order: Buy Market 1; Status: Rejected; Reason: Invalid Market order parameters: Buy 1 DDZ14 @ 0.000000
when i use a dom for buy or sell i don't inderstand why.
i use a demo accoutn on CQG before change login it work and now dosnt word..
thanks.

my problem is solved _ i uninstall cqg Trader and reinstall it.. all work now ...
Attachments
error.png
error
(6.64 KiB) Downloaded 1246 times

mrticks
Posts: 19
Joined: 19 Apr 2012
Has thanked: 2 times

Re: Orders being rejected on the EUREX exchange

Postby mrticks » 17 Jan 2015

hi; i have a same problem on MC 9.0
Instrument: DDZ14; Order: Buy Market 1; Status: Rejected; Reason: Invalid Market order parameters: Buy 1 DDZ14 @ 0.000000
when i use a dom for buy or sell i don't inderstand why.
i use a demo accoutn on CQG before change login it work and now dosnt word..
thanks.

my problem is solved _ i uninstall cqg Trader and reinstall it.. all work now ...

I am getting the same errors in the logs again.

Instrument: DDH15; Order: Sell Stop 1; Status: Rejected; Reason: Invalid Stop order parameters: Sell 1 DDH15 @ 10250.000000

My buy order code is;

Code: Select all

Buy ( "LE" ) next bar at market
I wonder if I change it to;

Code: Select all

Buy ( "LE" ) next bar at stop market ;
........would that enable the order to be processed. I am not looking to set a limit or MIT order, just want to get the order in at market.

I run strats on other exchanges that use "buy next bar at market" and this never happens. I wonder if it is to do with the FDAX contract or the EUREX order rules and if I need to use certain order code in order to get filled at market.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Orders being rejected on the EUREX exchange

Postby Henry MultiСharts » 23 Jan 2015

I am getting the same errors in the logs again.

Instrument: DDH15; Order: Sell Stop 1; Status: Rejected; Reason: Invalid Stop order parameters: Sell 1 DDH15 @ 10250.000000
mrticks, please do the following:
  1. Close all charts/DOMs/Scanners for this instrument;
  2. Disconnect CQG broker profile;
  3. Delete the symbol mapping for this instrument (File->Broker profiles->Symbol mapping->CQG);
  4. Re-add the symbol from the data source:
    In QuoteManager please go to Instrument tab->Add symbol->From data source->CQG;
  5. Plot a chart with the added CQG instrument - the proper CQG to CQG mapping should be added automatically.
If the orders are still rejected - please come to our live chat Monday-Friday 6:30 am - 2 pm EST to demonstrate this behavior remotely or send us (support@multicharts.com) the following information before restarting MultiCharts:
  • In MultiCharts go to Help->Feedback->Send logs. Please let me know that you have uploaded the logs.
    If you want to send the logs manually please follow this guide: https://www.multicharts.com/trading-sof ... harts_Logs
  • CQG logs:
    You need to paste this path in Start->Run in order to open CQG logs folder:
    %userprofile%\AppData\Local\Multicharts\Multicharts
    %userprofile%\AppData\Local\CQG\CQGTrader
    Please send me all files with extension: *.log for further analysis from these two folders.
  • Specify the ID of the orders in question (MultiCharts ->File -> New -> Order and position tracker window->Orders tab).

mrticks
Posts: 19
Joined: 19 Apr 2012
Has thanked: 2 times

Re: Orders being rejected on the EUREX exchange

Postby mrticks » 26 Jan 2015

I am getting the same errors in the logs again.

Instrument: DDH15; Order: Sell Stop 1; Status: Rejected; Reason: Invalid Stop order parameters: Sell 1 DDH15 @ 10250.000000
mrticks, please do the following:
  1. Close all charts/DOMs/Scanners for this instrument;
  2. Disconnect CQG broker profile;
  3. Delete the symbol mapping for this instrument (File->Broker profiles->Symbol mapping->CQG);
  4. Re-add the symbol from the data source:
    In QuoteManager please go to Instrument tab->Add symbol->From data source->CQG;
  5. Plot a chart with the added CQG instrument - the proper CQG to CQG mapping should be added automatically.
If the orders are still rejected - please come to our live chat Monday-Friday 6:30 am - 2 pm EST to demonstrate this behavior remotely or send us (support@multicharts.com) the following information before restarting MultiCharts:
  • In MultiCharts go to Help->Feedback->Send logs. Please let me know that you have uploaded the logs.
    If you want to send the logs manually please follow this guide: https://www.multicharts.com/trading-sof ... harts_Logs
  • CQG logs:
    You need to paste this path in Start->Run in order to open CQG logs folder:
    %userprofile%\AppData\Local\Multicharts\Multicharts
    %userprofile%\AppData\Local\CQG\CQGTrader
    Please send me all files with extension: *.log for further analysis from these two folders.
  • Specify the ID of the orders in question (MultiCharts ->File -> New -> Order and position tracker window->Orders tab).
Hi Henry,

I did what you suggested and I still get the order rejection errors. Also, I obtained a demo login for Rithmic data feed and I also got market orders rejected, slightly different error but in essence the same end result, market orders getting rejected.

Do you think I could send you a sample signal and you could test it against CQG and Rithmic? Someone from MC looked at my issue a few months ago and said I need to speak with CQG. Then CQG said it was to do with MultiCharts.

Could I send you a sample signal to test?

Many thanks for getting in touch.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Orders being rejected on the EUREX exchange

Postby Henry MultiСharts » 27 Jan 2015

Hi Henry,

I did what you suggested and I still get the order rejection errors. Also, I obtained a demo login for Rithmic data feed and I also got market orders rejected, slightly different error but in essence the same end result, market orders getting rejected.

Do you think I could send you a sample signal and you could test it against CQG and Rithmic? Someone from MC looked at my issue a few months ago and said I need to speak with CQG. Then CQG said it was to do with MultiCharts.

Could I send you a sample signal to test?

Many thanks for getting in touch.
Please specify the reason of order reject you have with the Rithmic. You can send us your workspace and signal to support@multicharts.com for analysis. You can also come to our live chat Monday-Friday 6:30 am - 2 pm EST to demonstrate this behavior remotely. We will do our best to help you.

mrticks
Posts: 19
Joined: 19 Apr 2012
Has thanked: 2 times

Re: Orders being rejected on the EUREX exchange

Postby mrticks » 28 Jan 2015

Hi Henry,

I set up a demo Open E Cry data feed and the issue is not present on that. It seems the issue is only with Rithmic and CQG data feeds for the DAX contract on the EUREX exchange.

So if anyone reads this and is getting market orders rejected on the EUREX exchange with Rithmic or CQG fee, try a demo feed with Open E Cry for a test resolution.


Thanks.

deltastrike
Posts: 15
Joined: 11 Nov 2014
Has thanked: 5 times

Re: Orders being rejected on the EUREX exchange

Postby deltastrike » 13 Jul 2015

Please specify the reason of order reject you have with the Rithmic. You can send us your workspace and signal to support@multicharts.com for analysis. You can also come to our live chat Monday-Friday 6:30 am - 2 pm EST to demonstrate this behavior remotely. We will do our best to help you.
Hi Henry,

I'm getting the same error but when submitting limit orders on ES using Rithmic. Any ideas what's causing this issue? I followed the prior instructions.

Any help would be appreciated.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Orders being rejected on the EUREX exchange

Postby Henry MultiСharts » 13 Jul 2015

Please specify the reason of order reject you have with the Rithmic. You can send us your workspace and signal to support@multicharts.com for analysis. You can also come to our live chat Monday-Friday 6:30 am - 2 pm EST to demonstrate this behavior remotely. We will do our best to help you.
Hi Henry,

I'm getting the same error but when submitting limit orders on ES using Rithmic. Any ideas what's causing this issue? I followed the prior instructions.

Any help would be appreciated.
Hello deltastrike,

Please specify the exact reason of order reject you have. Are you able to place the same order from Rithmic Trader? Have you contacted your broker regarding this case?


Return to “MultiCharts”