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Direct MessagesDate/Time: Tue, 30 Apr 2024 01:24:36 +0000
Post From: Reconciling Fills in Trade Simulation Mode from Trade Activity Log to Time and Sales
| [2018-10-03 18:46:50] |
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You have a belief that there is something wrong that we need to solve. We cannot see how this is the case. At this point in time, the successfully modified order is checked against the current bid and ask prices. If it could be filled at this moment it would be against those prices. It appears it cannot be immediately filled because it fills 1/2 second later. Order 2018-10-03 16:41:04.553 [Sim]@NQZ18 Simulated order modify complete 102739 102739 Limit 4 Buy 7679.2500000 Open Sim1 -2 Order 2018-10-03 16:41:05.066 [Sim]@NQZ18 Trade simulation fill. Bid: 7679.00 Ask: 7679.25 Last: 7679.25 102739 102739 Limit 4 Buy 7679.2500000 Filled 7679.2500000 4 Sim1 -2 At this time the order fills by examining the order price to the last processed time and sales record and going forward to the most recent one. Perhaps the issue is that on a modification we should reset the last processed record to the current record. But we would have to think about that. And we are not sure that would make any difference here anyway.And also considering how sensitive you are to the slightest degree of imprecision based on all of your questions, we do not recommend using IQ Feed. You should be using the Sierra Chart Exchange Data feed which is a much more higher performance processed feed. There simply is no comparison. The milliseconds you see the Time and Sales window are only a counter. They are not true milliseconds. 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: 2018-10-03 18:50:14
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