As show, buy 1 NGM2 at 6.936 was rejected because of a price of 6935.76?
The full quote was: “FIX field incorrect 'Illegal Price: ‘6935.76 contract ‘NGM2’ (ticks in 1, CAB of 0)’ ExchangeRejectCode = 1011”
The sent in price must be correct because the order was recognized as buy 1 at 6.936, but how did it get 6935.76, what is CAB of 0, and exchangerejectcode 1011?
This is live account so I did not try to recreate the issue. The same code runs on demo account for maybe about a hundred times without encountering this once.