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FIX field incorrect illegal price: CQG error

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    FIX field incorrect illegal price: CQG error

    Hello,

    Hoping to get a little bit of insight when it comes to some Error codes I've been seeing on someone's CQG account.

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    Someone is getting these errors when they run a strategy that trails the stop using an indicator. It works perfectly on Rithmic/Tradovate accounts. Which is what most of us run. But, for some reason they keep getting this message on one CQG account. I couldn't find much info on these codes. I'm having trouble diagnosing this specific issue because it seems to be specific to their data/broker and I do not have them. They say it works perfect on Sim as well. Only when they connect to the live data. Seems to be an isolated case.

    I searched for the Reject Code here:


    - All it says is Order is not configured, contact support.
    - Just figured I would ask here first before I contact them, incase you guys have seen this before.

    My guess is something is causing the price to go much higher. But after spending multiple days trying to break the code on some of my other accounts. I could not find a reason. My only guess would be that the indicator sometimes prints the full value instead of just rounding to the nearest Tick.
    - Do you think something like this could cause a weird price error on CQG? Instead of just automatically rounding?
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    Or if there is anything else that I may be overlooking. Anything would be helpful.

    Appreciate the time, Thank you!
    TradeSaber Inc.NinjaTrader Ecosystem Vendor - TradeSaber Inc.

    #2
    Hello TraderSaber,

    Thank you for your post.

    Unfortunately I am unfamiliar with this error code, our recommendation when getting errored on live orders is to always contact your broker for more insight.

    Once you have more clarity from the broker on what is causing this error, this may give us a clearer picture of what behavior we should be testing for in the code.

    Comment


      #3
      Hi Gaby,

      Thank you for the reply.

      My customer with this error mentioned they are using a NinjaTrader Brokerage live account. Are these error messages not from any live accounts from you guys?

      I also sent out and email to CQG support. They essentially told me the same thing. To contact the FCM(Clearing Firm) / Broker for any error messages.

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      Or is there another specific broker that Ninja uses that is not their own?

      Thank you!
      TradeSaber Inc.NinjaTrader Ecosystem Vendor - TradeSaber Inc.

      Comment


        #4
        Hello TraderSaber,

        Apologies, your original message says the customer has a CQG account.

        If they are with NinjaTrader Brokerage, we suggest reaching out to orders[AT]ninjatrader.com - our Orders Desk does not answer cases on the forum.

        Comment

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