Support Board

Date/Time: Tue, 07 May 2024 16:10:53 +0000

Post From: Limit order Fills on Replay

[2017-03-02 22:19:03] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No. Our own data feed is direct from the CME multicast feed. You will not get anything better. And using CQG is not any worse. Now that we think about this, what you describe here makes sense: I'm testing some strategies on CL futures market using the attached orders from the order window and a strategy coded in ACSIL. What I'm finding is limit orders are frequently getting filled at prices not possible/probable in the real market. Limit orders getting a few and sometimes more ticks of price improvements. It is very common in the CL market when there is a fast move for the bid and ask data to lag behind and therefore you would get the result that you are describing. The only practical solution is for us to add an option to not use the actual bid and ask prices and to estimate them instead during the back test. 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: 2017-03-02 22:19:30