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Direct MessagesDate/Time: Sun, 05 May 2024 06:54:15 +0000
Post From: Trading Through My Price
| [2013-10-12 02:00:03] |
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This morning I had two instances when my resting Stop Market Order was traded through by over 5 ticks. No Filled order at all. When you notice this, provide us an image of the chart or Trade DOM, by following these steps:https://www.sierrachart.com/index.php?l=PostingInformation.php#Image There must be some explanation for this. It should not occur as we understand it. I then had two more instances when my resting Stop Market Order was filled 5 ticks below my stop price AND 3 ticks below the actual low of the 3 minute bar I was watching. The low for the bar was 101.22 and my fill came in at 101.19. Market never went below 101.22 so a fill at 101.19 was not possible. We can see that you are using the CFD data feed. This is not futures prices. It is bid and ask data only. Therefore, this does make complete sense based upon the current bid and ask prices for USOil. The chart bars consist of midpoint prices. This is documented here: http://www.sierrachart.com/index.php?l=doc/SCRealTimeFOREX.php#DataRecordingModes Refer to this section for information about how orders are filled: https://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#HowOrdersAreFilled If you are doing simulated trading on real-time futures prices, then you will not notice the issue with a fill price different than you would expect. 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: 2013-10-12 02:00:23
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