Issue Shorting During SSR! Hotkey Assistance

[RyanM 1]

I have been using the hotkeys someone designed which calculates share size based on a flat $ amount to risk. In the past the hotkey worked during SSR.

Today my hotkeys were not allowing me to short on SSR. I was receiving the error message  'Send_Rej Shrt 1666 SQ 62.43 --SMAT--12:24:08--Short marketable limit order disabled due to SSR!
order send pending!'

Can anyone understand why this might be or how I can adjust my hotkey to work? The hotkey script is  'Price=Price-Bid + 0.01;Share=100 / Price;ROUTE=LIMIT;Price=Bid-0.10;TIF=DAY+;SELL=Send'

Any help would be greatly appreciated.

[RyanM 1]

The first half of the hotkey simply calculates the share size, the second half is the part that is not working

[Chevey 1]

I had this same problem today, with the same error message and with hotkeys that previously worked without issue on SSR stocks in SIM.  I guess it makes sense to me that a marketable limit order wouldn't work on an SSR stock, since it's essentially a market order with a leash, so maybe they changed something on the back-end. 

I decided to experiment around with it tonight and found some additional info.  DAS will not allow an order to go through that places the price at or below the bid.  So for instance "ROUTE=LIMIT;Share=200;Price=Bid;TIF=DAY+;SELL=Send" and "ROUTE=LIMIT;Share=200;Price=Bid -.01;TIF=DAY+;SELL=Send"  both reject with the "Short marketable limit order disabled due to SSR!" Error.

However, setting the price to "Price=Bid+0.01" or "Price=Last" both seem to work without issue, which again makes sense to me since it's requiring the bid to come up to you on an uptick on SSR.   

My plan is to make another set of hotkeys with the "Price=Bid+0.01" modifier for use specifically on SSR stocks.

Edited November 22, 2018 by Chevey
clarification