Support Board

Date/Time: Tue, 30 Apr 2024 04:00:48 +0000

Post From: Reconciling Fills in Trade Simulation Mode from Trade Activity Log to Time and Sales

[2018-10-02 17:38:17] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In other words the reported fill used a quote that was never seen during the order lifetime. We do not see how this could be the case. Make sure the Time and Sales window is not using any filtering and that it is showing Bid and Ask records. You might also see a message with the order fill indicating that the bid and ask were corrected . This will be in the Order Action Source field in the Trade Activity Log. Is there some way to match the timestamps in the Time and Sales window to the timestamps in the Trade Activity Log, with at least millisecond precision, to allow the validation of reported fills when using Trade Simulation Mode to the reported time and sales for the symbol ? Not with exactness. 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: 2018-10-02 17:39:20