Limit orders to LMAX getting rejected  [SOLVED]

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Traderji
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Limit orders to LMAX getting rejected

Postby Traderji » 23 Jan 2014

Trying to place limit orders on LMAX and keeping getting rejected. I have tried all four orders DAY, GTC, GTD & IOC

Here are the messages from the log (for each DAY, IOC, GTC, GTD)


Instrument: USD/JPY; Order: Buy Limit 1; Status: Rejected; Reason: Failed to place order M_price: 104.0965, M_conracts: 0.1, M_category: Limit, M_action: Buy, Tif: GoodTilCancelled, M_account_id: XXXXXXXXXX, M_instrument_id: 4004 failed, due to Failed to place order M_price: 104.0965, M_conracts: 0.1, M_category: Limit, M_action: Buy, Tif: GoodTilCancelled, M_account_id: XXXXXXXXXX, M_instrument_id: 4004 failed, due to limitPrice is not valid on on URI: https://api.lmaxtrader.com/secure/trade/placeOrder


Instrument: USD/JPY; Order: Buy Limit 1; Status: Rejected; Reason: Failed to place order M_price: 104.1018, M_conracts: 0.1, M_category: Limit, M_action: Buy, Tif: ImmediateOrCancel, M_account_id: XXXXXXXXXX, M_instrument_id: 4004 failed, due to Failed to place order M_price: 104.1018, M_conracts: 0.1, M_category: Limit, M_action: Buy, Tif: ImmediateOrCancel, M_account_id: XXXXXXXXXX, M_instrument_id: 4004 failed, due to limitPrice is not valid on on URI: https://api.lmaxtrader.com/secure/trade/placeOrder


Instrument: USD/JPY; Order: Buy Limit 1; Status: Rejected; Reason: Unsuppported TIF: eMTPA_TIF_GTD


Instrument: USD/JPY; Order: Buy Limit 1; Status: Rejected; Reason: Failed to place order M_price: 104.1018, M_conracts: 0.1, M_category: Limit, M_action: Buy, Tif: GoodForDay, M_account_id: XXXXXXXXXX, M_instrument_id: 4004 failed, due to Failed to place order M_price: 104.1018, M_conracts: 0.1, M_category: Limit, M_action: Buy, Tif: GoodForDay, M_account_id: XXXXXXXXXX, M_instrument_id: 4004 failed, due to limitPrice is not valid on on URI: https://api.lmaxtrader.com/secure/trade/placeOrder

AlphaCat
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Re: Limit orders to LMAX getting rejected

Postby AlphaCat » 23 Jan 2014

Did you try rounding your order price to 3 decimal places? USD/JPY is not quoted with 4 decimal places, maybe this is the problem.

Traderji
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Re: Limit orders to LMAX getting rejected  [SOLVED]

Postby Traderji » 23 Jan 2014

Did you try rounding your order price to 3 decimal places? USD/JPY is not quoted with 4 decimal places, maybe this is the problem.

It is a brand new Multicharts install with instruments added from the broker. I haven't fiddled with any of the instrument settings so if the price is quoted in 4 decimal places then that's what the default instrument definition out of the box is. I am not even sure how to change it to 3 decimal places?


EDIT : I think you might be right. I deleted all the instruments in Quotemanager + deleted all the data. Re-added all instruments and now it works!

AlphaCat
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Re: Limit orders to LMAX getting rejected

Postby AlphaCat » 23 Jan 2014

I had funky symbol settings myself with version 8.8 and lmax, there might be some kind of bug somewhere.

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Henry MultiСharts
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Re: Limit orders to LMAX getting rejected

Postby Henry MultiСharts » 24 Jan 2014

There are no issues with adding LMAX symbols from data provider (QuoteManager->Instrument tab->Add symbol->From data source-> LMAX). USD/JPY is added with the correct price scale 1/1000 (3 digits after the decimal).


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