Hi, I've just started day trading the SPI using Ninjatrader, CQG for data and AMP Futures [Chicago] as the broker.
I'm using the ATM feature in Ninja, and manually trail my stops using the chart trader as the price moves.
When my stop was hit I got the error - Rejected: New - Invalid order ExchangeRejectCode = 15
The order in question was a "sell stop limit".
I contacted AMP support and got the response:
"We have contacted the exchange regarding this issue. In the meantime, please advise that the SFE does not except any synthetic order entries and all stops are held on your machine, not the exchange"
Which made me a little twitchy.
Everything is fine on the CME/Globex [ES] or the LIFFE [FTSE].
Does anybody else have this problem ?
Appreciate any guidance/disucssion, cheers