No clue at all. But don't think it's an issue on the MC side. Looks like a protocol error API/FIX on LMAX side.
The only one explanation I would have is the good old problem with MT4 & 5. When you are trying to buy at market, LMAX just change the order style to limit at current price and the order get's rejected when the price already changed. Just wait for Henry and he may has a solution.
To get it working I would just follow my proposal and change the order type to limit +/- x amount of ticks. i know it's not nice
. May you want to read this forum posts just for your own interest :
http://www.donnaforex.com/forum/index.p ... c=5892.270
Regards.
Ben
Hi Ben,
Thanks for that link, I had read somewhere that LMAX change market orders at their end to limit orders for some reason. The whole point of a market order is to get into a position at any price.
I had contacted MC support about this earlier and Henry informed me that they can perform market orders at their end with no issues.
Buy ( "EUR LE" ) next bar at market; works ok for EUR/USD on LMAX on our end.
Please contact the broker directly regarding the particular order reject.
While that is not much help, I also can get filled on market orders most of the time, it only happnes the odd time.
I contacted LMAX support about it and was informed initially,
I wanted to confirm that the error message you get means, your order price is too close to the actual market price so it would get executed immediately after you place it.
Please try to set up your order price a bit further from the actual market price.
Then after I re-iterated that I am not placing stops or a limit order, I am trying to place a market order through code in a strategy, I was informed by LMAX support,
I am unsure about how you place a market order on the MultiCharts, I believe there should be a buy or sell buttons where you can place a market order.
So I have replied reminding them again that I am trying to place a market order programatically via a coded strat. I will see what they come back with, hopefully it is possible to place a market order via LMAX without getting rejected orders.
Again, thanks for your repsonse Ben!