Posted: Jun 21, 2023 @ 05:02 PM             Msg. 1 of 1

I have a client that is attempting to roll a custom compound and they are receiving an invalid custom compound error message when placing the order. This appears to only happen in real and does not happen in sim.

On contract ESU23 a custom compound was placed with these legs:
OE4DM23 C4430 Sell Call with -11 quantity.
OEW4M23 C4480 Buy Call with 11 quantity.

We are then attempting to roll the OEW4M23 C4480 option down a couple strikes to C4450 and we place it as a sell option custom compound with legs of:
OEW4M23 C4480 Buy Call with 11 quantity.
OEW4M23 C4450 Sell Call with -11 Quantity

We then get "OEW4M23 COS +11 C4480, -11 C4450: Rejected Creation of custom compound failed: CustomCompound validation failed: Your strategy definition failed"

Again, this works in sim but does not work in prod from what we have tested.

Thanks