I have a live NT account connected to the live data feed (CMEGROUP_TOP). One of my automated strategies frequently misses trades, throws the below error and disables itself. The entry trigger is to place buy/sell stop limit orders at the close of the current bar +/- 2 * TickSize to give it some buffer, but still getting these rejections.
Talked to some other strategy developer buddies of mine and they recommend using the unmanaged approach and re-submitting the order after rejection.
Is this the only way to get around this? Even if I could just reduce the frequency of the error, that would help a lot.
I've attached an image of how we are currently submitting the orders, as well as the rejection itself. Any help would be appreciated!
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