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Direct MessagesDate/Time: Sat, 18 May 2024 11:28:08 +0000
Post From: LIFO /FIFO fill matching problem in REPLAY
| [2018-10-13 02:51:14] |
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So far we are not seeing a problem. Here is some example output during a trade with scaling in and out: LIFO: B1/25366, avg=25366 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, avg=25326 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, B1/25295, avg=25315.666666666668 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, B0/25295, S0/25295, avg=25326 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, B0/25295, S0/25295, B1/25298, avg=25316.666666666668 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, B0/25295, S0/25295, B0/25298, S0/25228, avg=25326 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, B0/25295, S0/25295, B0/25298, S0/25228, B1/25230, avg=25294 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, B0/25295, S0/25295, B0/25298, S0/25228, B0/25230, S0/25222, avg=25326 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, B0/25295, S0/25295, B0/25298, S0/25228, B0/25230, S0/25222, B1/25282, avg=25311.333333333332 | 2018-10-12 22:47:49 LIFO: B1/25366, B1/25286, B0/25295, S0/25295, B0/25298, S0/25228, B0/25230, S0/25222, B0/25282, S0/25258, avg=25326 | 2018-10-12 22:47:49 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: 2018-10-13 02:51:25
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