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Date/Time: Fri, 03 May 2024 00:51:56 +0000

Post From: Simulated Order not being filled

[2014-01-15 08:05:03] Link To Thread - Link To Post [Go To First Post]
MotoMoto - Posts: 47
Hi SC Engineering. Thanks, I had checked that previously and thought I had better double check that I was not missing something simple and obvious. So in this particular instance (as it is FX and the data is from IB and I understand some of the issues here - good luck to me!) - even though there are prices (o, h l and c) for 1 second and 1 tick bars clearly recorded over the price level at 141.835 and there are some last prices and high prices registered at 141.84, and 141.845 - there must have been no bid equal to or greater than 141.835 where the limit order was resting. This must have just been a freak of timing to have the limit order resting at a level that did not get filled and that there was no bid when normally the bid ask spread on the EURJPY is .005 to .01, hence for it to trade at 141.845 I would expect that there was a bid at 141.835. I am just checking there is not something else obvious I might be missing here and a Sell limit order resting in SC at the price level should have triggered. Plus this might help others who stumble across the same situation and it seems as it 'should have' traded. Thanks. Date Time Of Last Edit: 2014-01-15 08:05:57