Following are the most common errors you may encounter while putting orders via HyperTrader.
Filter failure: PRICE_FILTER
price is too high, too low, and/or not following the tick size rule for the symbol.
Filter failure: PERCENT_PRICE
price is X% too high or X% too low from the average weighted price over the last Y minutes.
Filter failure: LOT_SIZE
quantity is too high, too low, and/or not following the step size rule for the symbol.
Filter failure: MIN_NOTIONAL
price * quantity is too low to be a valid order for the symbol.
Filter failure: ICEBERG_PARTS
ICEBERG order would break into too many parts; icebergQty is too small.
Filter failure: MARKET_LOT_SIZE
MARKET order's quantity is too high, too low, and/or not following the step size rule for the symbol.
Filter failure: MAX_NUM_ORDERS
Account has too many open orders on the symbol.
Filter failure: MAX_ALGO_ORDERS
Account has too many open stop loss and/or take profit orders on the symbol.
Filter failure: MAX_NUM_ICEBERG_ORDERS
Account has too many open iceberg orders on the symbol.
Filter failure: EXCHANGE_MAX_NUM_ORDERS
Account has too many open orders on the exchange.
Filter failure: EXCHANGE_MAX_ALGO_ORDERS
Account has too many open stop loss and/or take profit orders on the exchange.
Filter failure: PRICE_FILTER
price is too high, too low, and/or not following the tick size rule for the symbol.
Filter failure: PERCENT_PRICE
price is X% too high or X% too low from the average weighted price over the last Y minutes.
Filter failure: LOT_SIZE
quantity is too high, too low, and/or not following the step size rule for the symbol.
Filter failure: MIN_NOTIONAL
price * quantity is too low to be a valid order for the symbol.
Filter failure: ICEBERG_PARTS
ICEBERG order would break into too many parts; icebergQty is too small.
Filter failure: MARKET_LOT_SIZE
MARKET order's quantity is too high, too low, and/or not following the step size rule for the symbol.
Filter failure: MAX_NUM_ORDERS
Account has too many open orders on the symbol.
Filter failure: MAX_ALGO_ORDERS
Account has too many open stop loss and/or take profit orders on the symbol.
Filter failure: MAX_NUM_ICEBERG_ORDERS
Account has too many open iceberg orders on the symbol.
Filter failure: EXCHANGE_MAX_NUM_ORDERS
Account has too many open orders on the exchange.
Filter failure: EXCHANGE_MAX_ALGO_ORDERS
Account has too many open stop loss and/or take profit orders on the exchange.
Published on: 22 / 03 / 2020