Support Board
Date/Time: Wed, 02 Jul 2025 05:51:48 +0000
CME Slippage
View Count: 567
| [2020-10-26 14:37:45] |
| User363234 - Posts: 4 |
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Today, I had two trades which suffered extreme slippage on NQZ20 CME futures. I want to know what can be done about this. The slippage was for 20 ticks and 10 ticks within half hour of trading. The conditions are nowhere near as volatile as extreme scenarios. Additionally, my orders are always sent as one (with limit, stop and stop-market orders) so that is clearly not the issue. Mostly, I am just surprised how large the slippage is for 4 lot trades and would love to know your suggestions on how to resolve this. Date Time Of Last Edit: 2020-10-26 14:53:31
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 TradeActivityLog_extreme_slippage.txt - Attached On 2020-10-26 14:53:25 UTC - Size: 13.29 KB - 324 views Attachment Deleted. |
| [2020-10-27 01:57:26] |
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We need to understand what is meant by "slippage". What does this mean? Certainly a Stop order can fill at a worse price than the Stop order price but not a Limit order. And if there is any delay with market data, due to a reason outside of the server itself, then you can see fill occur at a different price than where you see the market currently at in the chart. So we need our question answered. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-10-27 01:59:10
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| [2020-10-27 02:20:06] |
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If you have a question about the fill price of an order, you will see text like this with the exchange order identifier: ExchID: 6817459455475 You then need to contact the exchange and ask them about the order. We cannot help with it. This is not within the scope of our support. So at this point you need to contact the exchange. We cannot say anything further. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-10-27 02:20:57
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