Posted: Mar 02, 2011 @ 02:08 AM             Msg. 1 of 1

Hello,

when trading FTSE contract I use the Ordr.Start property to schedule orders. GetInvalidParts returns OrderParts.None and the order is shown correctly in Held-State on server side.
But when Start time is reached and the market order should be processed I get the error "Invalid order restrictions" and the order is rejected.

I use the same code to generate orders for the YM contract with out any problem. So I think it's a contract specific error.

Could you please help me since I can not imagine what is meant by the error message.

This is the corresponding trace of my SW for yesterday (March 1st 2011) and time is UTC:

08:00:01.053: Au OEE-A|> -OS> #38372931/DOM;;E/Buy 1 FTSEH1 MKT GTC [Rejected] , states: old=Held, new=Rejected DOM;;E
08:00:02.132: {Error}|> >DOM< Order rejected: Invalid order restrictions: #38372931/DOM;;E/Buy 1 FTSEH1 MKT GTC [Rejected]

20:59:00.754: Au OEE-A|> -OS> #38372932/DOM;;X/Sell 1 FTSEH1 MKT GTC [Rejected] , states: old=Held, new=Rejected DOM;;X
20:59:02.910: {Error}|> >DOM< Order rejected: Invalid order restrictions: #38372932/DOM;;X/Sell 1 FTSEH1 MKT GTC [Rejected]


BTW: Trading hours of the FTSE contract is set wrong:
From Monday 4 October 2010, trading hours of FTSE 100 Index Futures contract were extended.
FTSE 100 Index Futures will open at 01:00 hours (London time), seven hours earlier than the current opening time.
The closing and daily settlement times of the contracts will remain unchanged.


thanks,
-m