CQG, Holidays, Market Orders, and Exchange Rejection Codes

Hey all,

I can't seem to figure this one out. On holidays, my strategies are rejecting orders because the market is in "Pre Open." The ExchangeRejectCode is 2130.

I'd think that any market order my strategy submits which isn't executed would be held until the next market open. I'd also think that the Holidays setting in MC would tell my strategies that the "close" it is marketing in to would be the time the close occurs on that Holiday and not the normal market close.

Does anybody know how I can fix this issue? I am using TS data into AMP/CQG for trading, but the error codes are CME Exchange error codes so I'm thinking that information won't help me.

Thanks!

Hello emonroedau,

There is no option to hold the orders on MultiCharts end. When a new tick appears, the strategy generates and sends the orders to a broker.
MultiCharts doesn’t execute orders, so when the orders are sent to the broker they are managed by the broker.
You can regulate the data series (chart) by session settings. If you reduce the sessions, consequently the script will not be calculated and send orders.