Checking Futures Order Prices Against Minimum Tick Size in VeighNa

Summary

This VeighNa community discussion concerns detecting and rejecting futures orders whose prices do not conform to a contract’s minimum price increment. The question describes a CTP test using an index futures contract with a 0.2 tick size and a limit price that does not align with that increment, and asks how to detect the invalid price before submission.

Replies point to VeighNa’s risk manager and its order instruction check, while the follow-up indicates that enabling the rule did not appear to work in that user’s setup. Other participants ask whether the order was actually sent and whether the log displayed a message, and suggest checking the relevant fields in the risk manager. The thread offers troubleshooting directions but no confirmed resolution or demonstrated test outcome. It highlights that configuring a validation rule alone may not be sufficient; the rule’s activation and reporting behavior need to be checked in the specific gateway and environment.

Key ideas

• The discussion asks how to catch order prices that violate a futures contract’s minimum tick increment.
• A user reports that an enabled risk check did not appear to reject the invalid price.
• Replies suggest verifying order submission and checking risk-manager logs and relevant fields.
• The thread provides troubleshooting ideas but no confirmed fix or test result.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.