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Date/Time: Tue, 07 May 2024 21:32:55 +0000



Post From: Limit order Fills on Replay

[2017-03-07 00:11:47]
Sierra Chart Engineering - Posts: 104368
OK, we were concentrating the individual order and were not paying attention to it being an Attached Order submitted at an earlier time.

Use the Intraday data editor:
Intraday Data Editor

See if there is a jump in the last trade price from below 37 to 37.3 at the time of the order fill.

The reason we are hesitant to make a change, is because we do not want to alter the fill prices of orders different than the actual market data is indicating. However, we do see your point. So we are thinking about this.
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: 2017-03-07 00:12:08