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PostPosted: Wed Dec 28, 2011 7:44 am 
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Joined: Fri Apr 22, 2011 8:17 am
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I'm experiencing an issue and wanted to check in prior to going to VF. I'm preparing to go live with a system built in OQ at VF. I requested a demo account from VF and configured OQ with the order and price feed information. I can import the selected instruments and view the Quote Monitor without issue and notice two different instrument, one for Simulation and another for live marked as TTSIM or CME respectively. I've right clicked on the quote monitor to place limit & market orders but I continue to recieve a "Rejected" status in the Order Manager on both the TTSIM and CME exchanges.

I recieve the following message which leads me to believe it's on VF's side, but I wanted to double check I didn't misconfigure anything
fromApp: FIX.4.2:VF_102->TT_ORDER 8=FIX.4.29=38635=834=10349=TT_ORDER50=TTORDSMXXXVIEW52=20111228-04:30:50.91556=VF_10257=NONE1=TT6=011=111227203044 814=017=0HKY33421:020=031=032=037=0HKY3342138=139=840=147=A48=CL01120200000000NN54=155=CL58=From Gateway: Trader TTORDSM XXX VIEW account |TT| is not in database!59=060=20111228-04:30:50.89977=O150=8151=0167=FUT200=201202204=0207=TTSIM442=110455=CLG210=085

Configuration is attached.

Also one other issue I'm experiencing is CL is showing up with the decimal in the wrong location. Instead of 104.80 for example for a futures contract of oil I'm recieving 10480.00 which is clearly incorrect. I have the instrument configured with a tick size of 0.01, factor of 1000, margin of 3000, not sure why I'm experiencing the above.

Thank you!


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PostPosted: Wed Dec 28, 2011 9:53 am 
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Joined: Thu Jul 17, 2003 10:39 am
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Hi,

please, see Account property of the TT plugin. You need to set correct value, provided by VF. 'TT' is default value and is used in TT DEMO simulation environment.

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PostPosted: Wed Dec 28, 2011 10:19 am 
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Joined: Fri Apr 22, 2011 8:17 am
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I tried that after I posted the original message with the following inputs and recieved pretty much the same message.

VF_102
TT_ORDER

Trader TTORDSM XXX VIEW account |VF_102| is not in database!

Do I have to get with Velocity regarding this I take it?


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PostPosted: Wed Dec 28, 2011 10:26 am 
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Joined: Tue Aug 05, 2003 3:43 pm
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Sure, I guess you should approach VF support with this message since it suggests that there is a problem with your account record (i.e. it has nothing to do with OpenQuant). Are you entitled to use VF FIX? I guess they should set up an account for TT FIX Adapter for you on their end.

Regards,
Anton


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PostPosted: Wed Dec 28, 2011 10:27 am 
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yes, I believe you need to ask them about it

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PostPosted: Wed Dec 28, 2011 10:35 am 
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Joined: Fri Apr 22, 2011 8:17 am
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Thank you both for the reply. Yes, I've been a long time VF customer and I requested a demo account this afternoon so I will get together with them. Did either of you notice what I was referring to regarding the decimal placing on the futures contract for CL I'm experiencing? I mentioned it at the bottom of the first post.


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PostPosted: Wed Dec 28, 2011 10:44 am 
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TT plugin does not edit price value and pushes it to OQ as it is received from the broker side.

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PostPosted: Wed Dec 28, 2011 8:40 pm 
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Joined: Fri Apr 22, 2011 8:17 am
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After speaking with VF they mentioned that demo accounts are not tied to a physical account number and they also went on to say that some software which requires the account number will not work in the demo mode. I mean without an account number how would you validate the order placed. So I suppose turning it on live is the only option unless someone else can share their experience.


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