I have been trading MES for a couple days now and not one error. I guess I will have to switch to MES for a while until I can figure out MNQ.
Nice. This confirms that your software and order placement seems to be okay. Could you use your system with both MES and MNQ at the same time? That would really confirm the "instrument-specific" behavior if the MES order would go through and the MNQ order gets rejected.
I have switched back to MNQ. I compared the Symbol Settings on both MNQ and MES - as well as NQ and ES - and made them identical. I wanted to see if that would make a difference. I just might try that suggestion next. No trades so far.
I wanted to post an update on this. The issue is finally resolved. Sierra had to do 2 separate software upgrades to get to the bottom of this. First, they upgraded the program to provide enhanced logging. Then, once the log files identified the problem they did a second update to fix it. I have been trading back to normal now. Sierra did a good job here, and did a lot of work to fix this error. In the end I'm not sure exactly what the error was, but it was a communication error between Sierra and the IB API. If you're curious under [ Global Settings -> Data/Trade Service Settings -> Main Settings -> Service Settings -> Output Debugging Messages ] is the new logging update that was implemented by Sierra. Thanks for your help and your suggestions. It took me almost a three weeks to get this back on track.