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Date/Time: Sat, 18 May 2024 18:03:08 +0000



Trade simulation - order fill

View Count: 211

[2024-04-30 14:44:36]
User994203 - Posts: 11
Hello,

I can't find the setting to enable order fill (market/limit/stop, etc.) before regular market session (ES) on simulated trading.
Every time I try to open an order before regular market session, the order gets filled at the closing price of the previous trading session.

Please advise.
Thanks,
Ionut
[2024-05-01 15:07:14]
Sierra_Chart Engineering - Posts: 14423
We are not clearly understanding this. An order is always going to be filled at whatever the current price is.

Is the market closed when you submit the order?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-05-01 15:19:28]
User994203 - Posts: 11
Please see attached: https://www.sierrachart.com/image.php?Image=1714576740872.png

ES market is open, about 01.40 EST and regular S&P500 is still closed.
The market order is filled at the closing price of the previous session not at the current price.
Date Time Of Last Edit: 2024-05-01 15:22:49
[2024-05-01 15:36:07]
John - SC Support - Posts: 31704
The image you provided does not give us any information in relation to what you are asking. The chart is in replay and is paused. And we do not know what order you are referring to or where it was opened.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-05-01 15:45:32]
User994203 - Posts: 11
Yes, it's in replay, is that a problem? Is the order not filled in replay?
It's only one order that is open on the screen (5253.75), it should have been filled at 5247.75 (market price) and got filled at 5253.75 (close price previous session).
[2024-05-01 18:27:33]
John - SC Support - Posts: 31704
It is not a problem that the chart is in replay mode, but we were not understanding the situation.

Please get us the information from your Trade Activity Log so we can take a look at what the orders are showing and why that order is where it is. Follow these instructions to get us the information:
Trade Activity Log: Providing Trade Activity Log Data Lines to Support
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-05-01 19:23:17]
User994203 - Posts: 11
Here you go:

ActivityType  DateTime  TransDateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID  TimeInForce  Username
Fills  2024-04-05 16:29:54.163005  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2382  2382  Market  1  Buy      Filled  5253.75  1  Sim1  Open    1  2382.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163015  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2385  2385  Market  1  Buy      Filled  5253.75  1  Sim1  Open    2  2385.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163032  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2388  2388  Market  2  Sell      Filled  5253.50  2  Sim1  Close      2388.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163038  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2389  2389  Market  1  Buy      Filled  5253.75  1  Sim1  Open    1  2389.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163048  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2392  2392  Market  1  Buy      Filled  5253.75  1  Sim1  Open    2  2392.1      2TargetsWithCommonStop.twconfig  0.00      Day  

I am also noticing the fills are recorded on 04-05 while I made the fills on 04-08.
[2024-05-01 19:50:50]
John - SC Support - Posts: 31704
The fills will have the time of the chart bars during the replay. So make sure these are the correct items.

Also, we would need to see ALL the trade activity, not just the Order Fills. Please make sure to display all the information and then post again.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-05-01 20:10:31]
User994203 - Posts: 11
As I told you, I made the fills on 04-08, 01.30 AM EST, as I wanted to place the trades before 09.30 AM EST (before RTH), I don't know why they were recorded on 04-05, 16.29 EST.

Here is the full activity for these orders:

ActivityType  DateTime  TransDateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID  TimeInForce  Username
Orders  2024-04-05 16:29:54.163000  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1. Attached Order | Client side OCO order  2383    Limit    Sell  5273.75    Pending Child-Client      Sim1  Close  2382          2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163001  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1. Attached Order | Client side OCO order  2384    Stop    Sell  5250.00    Pending Child-Client      Sim1  Close  2382          2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163002  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1  2382    Market  1  Buy      Order Sent      Sim1  Open            2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163003  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2382  2382  Market  1  Buy      Open      Sim1  Open            2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163004  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2382  2382  Market  1  Buy      Filled  5253.75  1  Sim1  Open            2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163005  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2382  2382  Market  1  Buy      Filled  5253.75  1  Sim1  Open    1  2382.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163006  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Auto-sent child from parent fill  2383    Limit  1  Sell  5273.75    Order Sent      Sim1  Close  2382  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163007  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Auto-sent child from parent fill  2384    Stop  1  Sell  5250.00    Order Sent      Sim1  Close  2382  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163008  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2383  2383  Limit  1  Sell  5273.75    Open      Sim1  Close  2382  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163009  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2384  2384  Stop  1  Sell  5250.00    Open      Sim1  Close  2382  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163010  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1. Attached Order | Client side OCO order  2386    Limit    Sell  5263.75    Pending Child-Client      Sim1  Close  2385  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163011  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1. Attached Order | Client side OCO order  2387    Stop    Sell  5250.00    Pending Child-Client      Sim1  Close  2385  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163012  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1  2385    Market  1  Buy      Order Sent      Sim1  Open    1        2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163013  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2385  2385  Market  1  Buy      Open      Sim1  Open    1        2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163014  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2385  2385  Market  1  Buy      Filled  5253.75  1  Sim1  Open    1        2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163015  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2385  2385  Market  1  Buy      Filled  5253.75  1  Sim1  Open    2  2385.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163016  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Auto-sent child from parent fill  2386    Limit  1  Sell  5263.75    Order Sent      Sim1  Close  2385  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163017  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Auto-sent child from parent fill  2387    Stop  1  Sell  5250.00    Order Sent      Sim1  Close  2385  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163018  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2386  2386  Limit  1  Sell  5263.75    Open      Sim1  Close  2385  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163019  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2387  2387  Stop  1  Sell  5250.00    Open      Sim1  Close  2385  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163020  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Initiating: Paused 5.00X: ESM24-CME [CBV][M] #10 | Canceling non-market orders during Flatten  2383  2383  Limit  1  Sell  5273.75    Open      Sim1  Close  2382          2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163021  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | Canceling non-market orders during Flatten  2383  2383  Limit  1  Sell  5273.75    Pending Cancel      Sim1  Close  2382  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163022  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order canceled  2383  2383  Limit  1  Sell  5273.75    Canceled      Sim1  Close  2382  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163023  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | Canceling non-market orders during Flatten  2384  2384  Stop  1  Sell  5250.00    Pending Cancel      Sim1  Close  2382  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163024  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order canceled  2384  2384  Stop  1  Sell  5250.00    Canceled      Sim1  Close  2382  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163025  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | Canceling non-market orders during Flatten  2386  2386  Limit  1  Sell  5263.75    Pending Cancel      Sim1  Close  2385  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163026  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order canceled  2386  2386  Limit  1  Sell  5263.75    Canceled      Sim1  Close  2385  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163027  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | Canceling non-market orders during Flatten  2387  2387  Stop  1  Sell  5250.00    Pending Cancel      Sim1  Close  2385  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163028  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order canceled  2387  2387  Stop  1  Sell  5250.00    Canceled      Sim1  Close  2385  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163029  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry. Flatten&Cancel | Last: 5253.75. Current Position quantity: 2 | AO=0  2388    Market  2  Sell      Order Sent      Sim1  Close    2        2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163030  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2388  2388  Market  2  Sell      Open      Sim1  Close    2        2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163031  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2388  2388  Market  2  Sell      Filled  5253.50  2  Sim1  Close    2        2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163032  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2388  2388  Market  2  Sell      Filled  5253.50  2  Sim1  Close      2388.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163033  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1. Attached Order | Client side OCO order  2390    Limit    Sell  5273.75    Pending Child-Client      Sim1  Close  2389          2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163034  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1. Attached Order | Client side OCO order  2391    Stop    Sell  5250.00    Pending Child-Client      Sim1  Close  2389          2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163035  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1  2389    Market  1  Buy      Order Sent      Sim1  Open            2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163036  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2389  2389  Market  1  Buy      Open      Sim1  Open            2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163037  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2389  2389  Market  1  Buy      Filled  5253.75  1  Sim1  Open            2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163038  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2389  2389  Market  1  Buy      Filled  5253.75  1  Sim1  Open    1  2389.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163039  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Auto-sent child from parent fill  2390    Limit  1  Sell  5273.75    Order Sent      Sim1  Close  2389  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163040  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Auto-sent child from parent fill  2391    Stop  1  Sell  5250.00    Order Sent      Sim1  Close  2389  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163041  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2390  2390  Limit  1  Sell  5273.75    Open      Sim1  Close  2389  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163042  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2391  2391  Stop  1  Sell  5250.00    Open      Sim1  Close  2389  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163043  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1. Attached Order | Client side OCO order  2393    Limit    Sell  5263.75    Pending Child-Client      Sim1  Close  2392  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163044  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1. Attached Order | Client side OCO order  2394    Stop    Sell  5250.00    Pending Child-Client      Sim1  Close  2392  1        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163045  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Paused 5.00X: ESM24-CME [CBV][M] #10 | User order entry | Last: 5253.75 | AO=1  2392    Market  1  Buy      Order Sent      Sim1  Open    1        2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163046  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2392  2392  Market  1  Buy      Open      Sim1  Open    1        2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163047  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2392  2392  Market  1  Buy      Filled  5253.75  1  Sim1  Open    1        2TargetsWithCommonStop.twconfig  0.00      Day  
Fills  2024-04-05 16:29:54.163048  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Trade simulation fill. Bid: 5253.50 Ask: 5253.75 Last: 5253.75  2392  2392  Market  1  Buy      Filled  5253.75  1  Sim1  Open    2  2392.1      2TargetsWithCommonStop.twconfig  0.00      Day  
Orders  2024-04-05 16:29:54.163049  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Auto-sent child from parent fill  2393    Limit  1  Sell  5263.75    Order Sent      Sim1  Close  2392  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163050  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Auto-sent child from parent fill  2394    Stop  1  Sell  5250.00    Order Sent      Sim1  Close  2392  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163051  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2393  2393  Limit  1  Sell  5263.75    Open      Sim1  Close  2392  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-04-05 16:29:54.163052  2024-04-05 16:29:54.163000  [Sim]ESM24-CME  Simulated order accepted  2394  2394  Stop  1  Sell  5250.00    Open      Sim1  Close  2392  2        2TargetsWithCommonStop.twconfig  0.00      Good till Canceled  
Orders  2024-05-01 09:40:33.661573  2024-05-01 09:40:33.661566  [Sim]ESM24-CME  Cleared trade data                Unspecified      Sim1                0.00      Day
[2024-05-01 23:16:39]
John - SC Support - Posts: 31704
We need to know when the trades took place. If they did not occur on March 5, 2024 in replay time, then this is not what we need.

If you had an open order and then stopped the replay, it is going to fill at whatever is the first data that comes in that would close the order. We wonder if this is what you were seeing.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-05-02 13:57:51]
User994203 - Posts: 11
Hello,

Please take a look a this recording, I can't explain better.
Market order placed on 04-08-2024 and filled at the close of the previous day.
Private File
[2024-05-02 16:08:46]
John - SC Support - Posts: 31704
Are you having this trouble when the replay is not paused? If the replay is running properly and you enter an order is it put in at that same time?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-05-02 16:15:44]
User994203 - Posts: 11
Yes, the problem remains even if the replay is playing.
Take a look in the recording.
Private File
[2024-05-02 17:11:19]
John - SC Support - Posts: 31704
Can you please get us that chartbook and we will see if we can reproduce what you are seeing. Follow these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile

Also, do you have this problem outside of a replay?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-05-02 21:26:26]
User994203 - Posts: 11
Thank you for your support.

My misunderstanding was that I opened the trade window on the chart (Market Profile) that was linked and replicates to the main chart and not opened the trade window on the main chart.
Of course, Market Profile chart in my setting only displays RTH trading, not ETH trading like on the main chart and for that reason the only order fill that could be made in Market Profile chart outside RTH trading was at the close of the previous RTH session.

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