Support Board
Date/Time: Wed, 08 Oct 2025 08:05:32 +0000
Interpreting Trading Log
View Count: 30
| [2025-10-07 14:19:36] |
| Minipax - Posts: 1 |
|
This for a trade that I made on 10/6/25. I have a question about what happened with my entry. I understand that the exchange changes orders to stop limit. I believe, based on my research that the exchange set the limit to 5 points(correct me if I'm wrong.) Picture #1: I initially set my SELL STOP order to prepare my entry. Picture #2: I then moved my order to this price. Question: 6778.5 is my order price and is 6773.5 the limit set by the exchange? Picture #3 My order was filled at 6775.75. I noticed the sudden drop in price here. (Is this slippage? or is this an expected behavior) Please help me understand what happened here. I'm coming from Ninjatrader. Thank you. I've also attached my trade log 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 IsAutomated Orders 2025-10-06 09:38:11.185772 2025-10-06 09:38:11.185770 ESZ25_FUT_CME Teton CME Routing (Canceled). Info: Canceling child orders of internal order ID 6454816. Internal cancel. Text: Attached order. Parent: 1467 1468 6454817 Limit Buy 6775.75 Canceled 208294 Close 1467 Attached order. Parent: 1467 0.00 1468.67288 Good till Canceled lim2025 N Orders 2025-10-06 09:38:11.262737 2025-10-06 09:38:11.262733 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Canceling child orders of internal order ID 6454816. Internal cancel. Text: Attached order. Parent: 1467 1469 6454818 Stop Buy 6779.75 Pending Cancel 208294 Close 1467 Attached order. Parent: 1467 0.00 1469.25125 Good till Canceled lim2025 N Orders 2025-10-06 09:38:11.262756 2025-10-06 09:38:11.262755 ESZ25_FUT_CME Teton CME Routing (Canceled). Info: Canceling child orders of internal order ID 6454816. Internal cancel. Text: Attached order. Parent: 1467 1469 6454818 Stop Buy 6779.75 Canceled 208294 Close 1467 Attached order. Parent: 1467 0.00 1469.25125 Good till Canceled lim2025 N Orders 2025-10-06 09:38:11.262768 2025-10-06 09:38:11.262767 ESZ25_FUT_CME Teton CME Routing (Canceled). Info: CME (Canceled). SecurityID=294973. Operator=208294. Text: Parent order 1467 6454816 Stop Limit 1 Sell 6777.25 6772.25 Canceled 208294 Open Parent order 0.00 6415615499351 1467.65636 Day lim2025 N Orders 2025-10-06 09:39:42.556967 2025-10-06 09:39:42.556962 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order entry | Last: 6780 | AOE=true | AOU=true | Server side bracket order 1470 Stop 1 Sell 6764.00 Order Sent 208294 Open 0.00 Day N Orders 2025-10-06 09:39:42.556983 2025-10-06 09:39:42.556980 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order entry | Last: 6780 | AOE=true | AOU=true. Attached Order | Server side bracket order 1471 Limit Buy 6762.50 Order Sent 208294 Close 1470 0.00 Good till Canceled N Orders 2025-10-06 09:39:42.556988 2025-10-06 09:39:42.556985 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order entry | Last: 6780 | AOE=true | AOU=true. Attached Order | Server side bracket order 1472 Stop Buy 6766.50 Order Sent 208294 Close 1470 0.00 Good till Canceled N Orders 2025-10-06 09:39:42.652777 2025-10-06 09:39:42.652775 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Order from DTC client #13920. Sierra Chart. 72.235.109.178 | Client text: Attached order. Parent: 1470 | Attached Order | Client side bracket order | Client side OCO order. Text: Attached order. Parent: 1470 1471 6454970 Limit Buy 6762.50 Pending Child-Server 208294 Close 1470 Attached order. Parent: 1470 0.00 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:39:42.652793 2025-10-06 09:39:42.652793 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Order from DTC client #13920. Sierra Chart. 72.235.109.178 | Client text: Attached order. Parent: 1470 | Attached Order | Client side bracket order | Client side OCO order. Text: Attached order. Parent: 1470 1472 6454971 Stop Buy 6766.50 Pending Child-Server 208294 Close 1470 Attached order. Parent: 1470 0.00 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:39:42.652804 2025-10-06 09:39:42.652803 ESZ25_FUT_CME Teton CME Routing (New). Info: Order from DTC client #13920. Sierra Chart. 72.235.109.178 | Client text: Parent order. Text: Parent order 1470 6454969 Stop 1 Sell 6764.00 Pending Open 208294 Open Parent order 0.00 1470.28679 Day lim2025 N Orders 2025-10-06 09:39:42.652810 2025-10-06 09:39:42.652809 ESZ25_FUT_CME Teton CME Routing (Order update). Info: CME (New). SecurityID=294973. Operator=208294. Text: Parent order 1470 6454969 Stop Limit 1 Sell 6764.00 6759.00 Open 208294 Open Parent order 0.00 6415615527564 1470.28679 Day lim2025 N Orders 2025-10-06 09:39:42.652813 2025-10-06 09:39:42.652813 ESZ25_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 6764.00, CurrentPrice1: 6764.00, LastModifyQuantity: 1, CurrentQuantity: 1 1470 6454969 Stop Limit 1 Sell 6764.00 6759.00 Open 208294 Open Parent order 0.00 6415615527564 1470.28679 Day lim2025 N Orders 2025-10-06 09:40:15.704013 2025-10-06 09:40:15.704010 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order modification. Requested Price: 6778.50. Requested Quantity: 1 1470 6454969 Stop Limit 1 Sell 6764.00 6759.00 Pending Modify 208294 Open Parent order 0.00 6415615527564 1470.28679 Day lim2025 N Orders 2025-10-06 09:40:15.801913 2025-10-06 09:40:15.801909 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Modifying Attached Order from parent modification. Parent base price: 6778.50. New price: 6777.00. Requested Price: 6777.00. Requested Quantity: 0. Text: Attached order. Parent: 1470 1471 6454970 Limit Buy 6762.50 Pending Modify 208294 Close 1470 Attached order. Parent: 1470 0.00 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:15.801933 2025-10-06 09:40:15.801931 ESZ25_FUT_CME Teton CME Routing (Cancel/Replace complete). Info: Order modified internally. Modifying Attached Order from parent modification. Parent base price: 6778.50. New price: 6777.00. Requested Price: 6777.00. Requested Quantity: 0. Text: Attached order. Parent: 1470 1471 6454970 Limit Buy 6777.00 Pending Child-Server 208294 Close 1470 Attached order. Parent: 1470 0.00 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:15.801939 2025-10-06 09:40:15.801938 ESZ25_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 6762.50, CurrentPrice1: 6777.00, LastModifyQuantity: 0, CurrentQuantity: 0 1471 6454970 Limit Buy 6777.00 Pending Child-Server 208294 Close 1470 Attached order. Parent: 1470 0.00 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:15.801947 2025-10-06 09:40:15.801946 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Modifying Attached Order from parent modification. Parent base price: 6778.50. New price: 6781.00. Requested Price: 6781.00. Requested Quantity: 0. Text: Attached order. Parent: 1470 1472 6454971 Stop Buy 6766.50 Pending Modify 208294 Close 1470 Attached order. Parent: 1470 0.00 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:15.884168 2025-10-06 09:40:15.884165 ESZ25_FUT_CME Teton CME Routing (Cancel/Replace complete). Info: Order modified internally. Modifying Attached Order from parent modification. Parent base price: 6778.50. New price: 6781.00. Requested Price: 6781.00. Requested Quantity: 0. Text: Attached order. Parent: 1470 1472 6454971 Stop Buy 6781.00 Pending Child-Server 208294 Close 1470 Attached order. Parent: 1470 0.00 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:15.884179 2025-10-06 09:40:15.884178 ESZ25_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 6766.50, CurrentPrice1: 6781.00, LastModifyQuantity: 0, CurrentQuantity: 0 1472 6454971 Stop Buy 6781.00 Pending Child-Server 208294 Close 1470 Attached order. Parent: 1470 0.00 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:15.884201 2025-10-06 09:40:15.884200 ESZ25_FUT_CME Teton CME Routing (Cancel/Replace complete). Info: CME (Replace). SecurityID=294973. Operator=208294. Text: Parent order 1470 6454969 Stop Limit 1 Sell 6778.50 6773.50 Open 208294 Open Parent order 0.00 6415615527564 1470.28679 Day lim2025 N Orders 2025-10-06 09:40:21.272595 2025-10-06 09:40:21.272591 ESZ25_FUT_CME Teton CME Routing (Order update). Info: CME (New). SecurityID=294973. Operator=208294. Text: Parent order 1470 6454969 Stop Limit 1 Sell 6773.50 6778.50 Open 208294 Open Parent order 0.00 6415615527564 1470.28679 Day lim2025 N Orders 2025-10-06 09:40:21.272610 2025-10-06 09:40:21.272609 ESZ25_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 6778.50, CurrentPrice1: 6773.50, LastModifyQuantity: 1, CurrentQuantity: 1 1470 6454969 Stop Limit 1 Sell 6773.50 6778.50 Open 208294 Open Parent order 0.00 6415615527564 1470.28679 Day lim2025 N Orders 2025-10-06 09:40:21.273115 2025-10-06 09:40:21.273112 ESZ25_FUT_CME Teton CME Routing (Filled). Info: CME (Trade). SecurityID=294973. Operator=208294. Text: Parent order 1470 6454969 Stop Limit 1 Sell 6773.50 Filled 6775.75 1 208294 Open 6415615527564_2025-10-06_154087_294973 Parent order 0.00 6415615527564 1470.28679 Day lim2025 N Orders 2025-10-06 09:40:21.273207 2025-10-06 09:40:21.273206 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Modifying Attached Order from parent fill. Parent base price: 6775.75. New price: 6774.25. Requested Price: 6774.25. Requested Quantity: 0. Text: Attached order. Parent: 1470 1471 6454970 Limit Buy 6777.00 Pending Modify 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.273215 2025-10-06 09:40:21.273214 ESZ25_FUT_CME Teton CME Routing (Cancel/Replace complete). Info: Order modified internally. Modifying Attached Order from parent fill. Parent base price: 6775.75. New price: 6774.25. Requested Price: 6774.25. Requested Quantity: 0. Text: Attached order. Parent: 1470 1471 6454970 Limit Buy 6774.25 Pending Child-Server 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.273221 2025-10-06 09:40:21.273221 ESZ25_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 6777.00, CurrentPrice1: 6774.25, LastModifyQuantity: 0, CurrentQuantity: 0 1471 6454970 Limit Buy 6774.25 Pending Child-Server 208294 Close 1470 Attached order. Parent: 1470 0.00 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.336991 2025-10-06 09:40:21.336988 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Modifying Attached Order from parent fill. Parent base price: 6775.75. New price: 6778.25. Requested Price: 6778.25. Requested Quantity: 0. Text: Attached order. Parent: 1470 1472 6454971 Stop Buy 6781.00 Pending Modify 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.337006 2025-10-06 09:40:21.337005 ESZ25_FUT_CME Teton CME Routing (Cancel/Replace complete). Info: Order modified internally. Modifying Attached Order from parent fill. Parent base price: 6775.75. New price: 6778.25. Requested Price: 6778.25. Requested Quantity: 0. Text: Attached order. Parent: 1470 1472 6454971 Stop Buy 6778.25 Pending Child-Server 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.337011 2025-10-06 09:40:21.337011 ESZ25_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 6781.00, CurrentPrice1: 6778.25, LastModifyQuantity: 0, CurrentQuantity: 0 1472 6454971 Stop Buy 6778.25 Pending Child-Server 208294 Close 1470 Attached order. Parent: 1470 0.00 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.337019 2025-10-06 09:40:21.337018 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Auto-sent child from parent fill. Text: Attached order. Parent: 1470 1471 6454970 Limit 1 Buy 6774.25 Pending Open 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.337024 2025-10-06 09:40:21.337023 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Auto-sent child from parent fill. Text: Attached order. Parent: 1470 1472 6454971 Stop 1 Buy 6778.25 Pending Open 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.337030 2025-10-06 09:40:21.337029 ESZ25_FUT_CME Teton CME Routing (Order update). Info: CME (New). SecurityID=294973. Operator=208294. Text: Attached order. Parent: 1470 1471 6454970 Limit 1 Buy 6774.25 Open 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.337032 2025-10-06 09:40:21.337032 ESZ25_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 6774.25, CurrentPrice1: 6774.25, LastModifyQuantity: 0, CurrentQuantity: 1 1471 6454970 Limit 1 Buy 6774.25 Open 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.461248 2025-10-06 09:40:21.461245 ESZ25_FUT_CME Teton CME Routing (Order update). Info: CME (New). SecurityID=294973. Operator=208294. Text: Attached order. Parent: 1470 1472 6454971 Stop Limit 1 Buy 6778.25 6783.25 Open 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 6415615537297 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:21.461261 2025-10-06 09:40:21.461260 ESZ25_FUT_CME Updating last modify Price and Quantity to current values due to an external modification or other reason. LastModifyPrice1: 6778.25, CurrentPrice1: 6778.25, LastModifyQuantity: 0, CurrentQuantity: 1 1472 6454971 Stop Limit 1 Buy 6778.25 6783.25 Open 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615537297 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:35.197203 2025-10-06 09:40:21.461245 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order modification ignored. New price is the same during a price modify 1472 6454971 Stop Limit 1 Buy 6778.25 6783.25 Open 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615537297 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:48.523446 2025-10-06 09:40:48.523443 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order modification. Requested Price: 6780.25. Requested Quantity: 1 1472 6454971 Stop Limit 1 Buy 6778.25 6783.25 Pending Modify 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 6415615537297 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:40:48.619443 2025-10-06 09:40:48.619440 ESZ25_FUT_CME Teton CME Routing (Cancel/Replace complete). Info: CME (Replace). SecurityID=294973. Operator=208294. Text: Attached order. Parent: 1470 1472 6454971 Stop Limit 1 Buy 6780.25 6785.25 Open 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 6415615537297 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:41:17.037105 2025-10-06 09:40:21.337029 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order modification ignored. New price is the same during a price modify 1471 6454970 Limit 1 Buy 6774.25 Open 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:41:49.982702 2025-10-06 09:40:21.337029 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order modification ignored. New price is the same during a price modify 1471 6454970 Limit 1 Buy 6774.25 Open 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:41:51.328604 2025-10-06 09:40:21.337029 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order modification ignored. New price is the same during a price modify 1471 6454970 Limit 1 Buy 6774.25 Open 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:41:52.690611 2025-10-06 09:41:52.690608 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order modification. Requested Price: 6774.75. Requested Quantity: 1 1471 6454970 Limit 1 Buy 6774.25 Pending Modify 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:41:52.786753 2025-10-06 09:41:52.786749 ESZ25_FUT_CME Teton CME Routing (Cancel/Replace complete). Info: CME (Replace). SecurityID=294973. Operator=208294. Text: Attached order. Parent: 1470 1471 6454970 Limit 1 Buy 6774.75 Open 208294 Close 1470 -1 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:41:53.094322 2025-10-06 09:41:52.786749 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order modification ignored. New price is the same during a price modify 1471 6454970 Limit 1 Buy 6774.75 Open 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:42:32.676504 2025-10-06 09:42:32.676499 ESZ25_FUT_CME Teton CME Routing (Filled). Info: CME (Trade). SecurityID=294973. Operator=208294. Text: Attached order. Parent: 1470 1471 6454970 Limit 1 Buy 6774.75 Filled 6774.75 1 208294 Close 1470 -1 6415615536204_2025-10-06_157238_294973 Attached order. Parent: 1470 0.00 6415615536204 1471.20042 Good till Canceled lim2025 N Orders 2025-10-06 09:42:32.676620 2025-10-06 09:42:32.676619 ESZ25_FUT_CME Teton CME Routing (Order update). Info: Canceling order due to sibling fill. Text: Attached order. Parent: 1470 1472 6454971 Stop Limit 1 Buy 6780.25 6785.25 Pending Cancel 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615537297 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 09:42:32.766387 2025-10-06 09:42:32.766383 ESZ25_FUT_CME Teton CME Routing (Canceled). Info: CME (Canceled). SecurityID=294973. Operator=208294. Text: Attached order. Parent: 1470 1472 6454971 Stop Limit 1 Buy 6780.25 6785.25 Canceled 208294 Close 1470 Attached order. Parent: 1470 0.00 6415615537297 1472.19998 Good till Canceled lim2025 N Orders 2025-10-06 10:38:14.019736 2025-10-06 10:38:14.019730 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order entry | Last: 6785.25 | AOE=true | AOU=true | Server side bracket order 1524 Stop 1 Buy 6794.75 Order Sent 208294 Open 0.00 Day N Orders 2025-10-06 10:38:14.019750 2025-10-06 10:38:14.019747 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order entry | Last: 6785.25 | AOE=true | AOU=true. Attached Order | Server side bracket order 1525 Limit Sell 6796.25 Order Sent 208294 Close 1524 0.00 Good till Canceled N Orders 2025-10-06 10:38:14.019755 2025-10-06 10:38:14.019753 ESZ25_FUT_CME ESZ25_FUT_CME [C][M] 2000 Trades #1 | User order entry | Last: 6785.25 | AOE=true | AOU=true. Attached Order | Server side bracket order 1526 Stop Sell 6792.25 Order Sent 208294 Close 1524 0.00 Good till Canceled N |
1.jpg| [2025-10-07 16:23:49] |
| John - SC Support - Posts: 42262 |
|
In Picture 2 you have the following for the Stop: Stop Price: 6778.25 Stop Limit Price: 6783.25 The price in Parentheses is the Limit price. From what we see, towards the end you then changed the Stop Limit to a Stop price of 6774.25. We then see the order filling at 6774.25. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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