Hi all,
a trading system of mine trading on @ES continuous contract (ES.D) taken from TS, when tryng to send a limit order on LMAX's CFD generates the following message error
https://gyazo.com/85773bb96a224d18ec2e15473fef80f8
I tried to to link to the webpage at the bottom of the message but it seems it doesn't even exist.
Any clue?
Thanks in advance
Problem placing order (autotrading) on LMAX
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Henry MultiСharts
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Re: Problem placing order (autotrading) on LMAX
Hello Leo,
LMAX does not support Futures trading.
Correct, infact I'm taking data from TS and applying the order on their CFD.
I'm doing the same with another trading system and it works correctly.
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Henry MultiСharts
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Re: Problem placing order (autotrading) on LMAX
Hello Leo,
Please contact LMAX directly to check the allowed price range for trading this instrument.
Please contact LMAX directly to check the allowed price range for trading this instrument.
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JoshM
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Re: Problem placing order (autotrading) on LMAX
a trading system of mine trading on @ES continuous contract (ES.D) taken from TS, when tryng to send a limit order on LMAX's CFD generates the following message error
You can see the limit prices in the LMAX online environment. If you (Leo) trade the US SPX 500 (mini), then the limit order is allowed to be 3% away from the best price:Please contact LMAX directly to check the allowed price range for trading this instrument.
I can't deduce from the screenshot of the error message whether you violated this limit, but it's worth to check.
(Edit: I now see that the thread is a little old, so I figure you've already fixed it. I just keep my reply here in case someone finds the topic when searching.)
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Re: Problem placing order (autotrading) on LMAX
Thank you JoshM, that might be the case and will have a look at next order.
I also noticed that such error message is not available in LMAX's logs, which should mean that the order doesn't even reach LMAX servers
I also noticed that such error message is not available in LMAX's logs, which should mean that the order doesn't even reach LMAX servers
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hughesfleming
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Re: Problem placing order (autotrading) on LMAX
Just my two cents....
The LMax CFD price is close to the SP500 cash index in the sense that it is also an adjusted continuous contract. Have you measured the spread between TS ES.D and the LMAX CFD? This could be quite large right after rollover.
Try running the LMAX CFD on data1 and and TS ES.D on data2. Calculate your logic on data2 but execute on data1.
regards,
Alex
The LMax CFD price is close to the SP500 cash index in the sense that it is also an adjusted continuous contract. Have you measured the spread between TS ES.D and the LMAX CFD? This could be quite large right after rollover.
Try running the LMAX CFD on data1 and and TS ES.D on data2. Calculate your logic on data2 but execute on data1.
regards,
Alex