MC Not Submitting Correct Limit Order Values

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deltastrike
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MC Not Submitting Correct Limit Order Values

Postby deltastrike » 02 May 2016

I have an automated strategy that I'm trying to apply to bonds (ZF, ZN), but MC keeps submitting orders as "127.75" for example, and they are rejected. My limit orders are simple (open +/- offset), but even when I set the offset to 0 I still get the error. Any suggestions?

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Henry MultiСharts
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Re: MC Not Submitting Correct Limit Order Values

Postby Henry MultiСharts » 02 May 2016

Hello deltastrike,

Which broker do you use?
What is the reason of the order reject?

deltastrike
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Re: MC Not Submitting Correct Limit Order Values

Postby deltastrike » 02 May 2016

Currently using Rithmic Sim, the error is "incorrect value" for the limit order. I suppose it's expecting a fractional value like 121 12.5/32

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Henry MultiСharts
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Re: MC Not Submitting Correct Limit Order Values

Postby Henry MultiСharts » 04 May 2016

Hello deltastrike,

Please make sure you have the correct price scale for the instruments:
ZF = 1/32 and j of 32nd
ZN = 1/32 and S of 32nd

You need to remove the symbol mapping for the instrument and close/open chart for it in order to apply the changes in the instrument settings.

deltastrike
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Re: MC Not Submitting Correct Limit Order Values

Postby deltastrike » 04 May 2016

The pricescale appears correct, the y/price axis is displayed as fractional values (ie 14/32, 14.5/32).

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Henry MultiСharts
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Re: MC Not Submitting Correct Limit Order Values

Postby Henry MultiСharts » 11 May 2016

Hello deltastrike,

Is it set correctly in the Symbol settings in the Quote Manager?

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Re: MC Not Submitting Correct Limit Order Values

Postby deltastrike » 13 May 2016

It appears to be set up correctly, I have it flagged to use default or exchange values.

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Henry MultiСharts
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Re: MC Not Submitting Correct Limit Order Values

Postby Henry MultiСharts » 13 May 2016

Hello deltastrike,

Please come to our live chat Monday-Friday 6:30 am - 1 pm EST to demonstrate this behavior remotely.
We will do our best to help you.


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