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Date/Time: Sun, 19 May 2024 07:44:52 +0000



Post From: EPIQ Feature - Replay Not Accurate

[2020-05-27 21:32:31]
User104854 - Posts: 441
I've noticed that the estimated position in the queue feature in versions 2090 and 2109 is having an issue on replay. If there are say, 250 orders on the price when the order is placed it will show this initially but then shortly after it always drops down to 2 without anything having been traded or the value on the DOM dropping anything close to that amount. So it will fill the order when only 2 contracts trade but the amount left in the book might be 240 and therefore doesn't give an accurate fill.

It does not do this in version 2056. The EPIQ value drops accordingly and accurately up until there is a simulated fill.

Can you look into this please?