| Order Execution » Unknown RTS Error 39389? Mar 15, 2011 @ 07:27 AM (Total replies: 6) | |||||
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Thanks again Victor! Does "Market not available" means that exchange is closed (which is definitely not the case) or what else? thanks, -m |
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| Order Execution » Unknown RTS Error 39389? Mar 15, 2011 @ 03:17 AM (Total replies: 6) | |||||
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Hello Victor, thanks for the hint. I tried OrderFlag.None today and got a different RTS-Error, namely: Unknown RTS Error 39376. Can you please tell me the meaning of it? Thx, -m |
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| Order Execution » Unknown RTS Error 39389? Mar 14, 2011 @ 08:40 AM (Total replies: 6) | |||||
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Hello Victor, thanks for your answer, but could you please give me some hint what is meant by "time type"? I sent the order this morning at 7:04:28 UTC with Start property equals 14.03.2011 8:00:00 (DateTimeKind.Utc). Order remains in "Held" status until specified Start-time as expected and then when execution as market order should happens i got the error. thanks again, -m |
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| Order Execution » Unknown RTS Error 39389? Mar 14, 2011 @ 03:17 AM (Total replies: 6) | |||||
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What does it mean? Order rejected: Unknown RTS Error 39389: #38969651/DOM;;E/Sell 1 FTSEH1 MKT GTC [Rejected] 14.03.2011 07:04:27.? please help - it's on FTSE contract only (same methodology works on YM and FGBL contracts faultless!) -m |
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| Order Execution » Invalid order restrictions Mar 02, 2011 @ 02:08 AM (Total replies: 0) | |||||
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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 |
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| Market Data » Eurex Volume Jul 27, 2010 @ 04:50 AM (Total replies: 0) | |||||
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Volume returned by SubscribeBars seems to be wrong for contracts traded at Eurex exchange (I'd checked FDAXU0(DAX), FGBMU0(EuroBOBL), FGBLU0(EuroBund)). Simply check Volume of a daily-bar-chart against TotalVol in the Quotes-Tab. TotalVol seems to be the correct number (compared to Eurex) but the value in the chart is too small. I also summarized all minute bars of a day and got a wrong Volume-sum too. This is true for API and Trader.exe and both versions (3.4 and 3.5)! what could be the reason? regards, -m |
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| Market Data » Volume Jul 19, 2010 @ 08:19 AM (Total replies: 9) | |||||
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Hello! Volume values returned by SubscribeBars seems to be still wrong for FDAX contract! Simply check Volume of a daily-bar-chart against TotalVol in the Quotes-Tab. TotalVol is correct compared to Eurex but the value in the chart is approx. 60-70% of TotalVol. I also summarized all minute bars of a day and got a wrong Volume-sum too. Please help me, regards, -m Markus Gutensohn |
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