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Date/Time: Sun, 14 Sep 2025 23:01:48 +0000



Post From: best bid/ask limit oders get filled immediately

[2021-04-14 19:15:10]
User438057 - Posts: 51
Hi SC Team,

with ´´trade simulation mode on´´ a buy limit order at best bid get filled immediatley, same for the ask side.
First with CL, now for NQ as well. ES,GC,YM and FDAX are fine.
It´s the same if I order with the keyboard or with pushing ´´buy bid´´ or ´´sell ask´´ at the DOM.

An exaple by pushing ´´buy bid´´and ´´sell ask´´order buttons one after another:

ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID
Fills  2021-04-14 16:51:12.143  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646133  1646133  Limit  1  Buy  62.79    Filled  62.79  1  Sim1  Open    4  1646133.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.278  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646134  1646134  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646134.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.419  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646135  1646135  Limit  1  Buy  62.80    Filled  62.80  1  Sim1  Open    4  1646135.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.543  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646136  1646136  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646136.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.643  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646137  1646137  Limit  1  Buy  62.80    Filled  62.80  1  Sim1  Open    4  1646137.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.825  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646138  1646138  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646138.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.939  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646139  1646139  Limit  1  Buy  62.80    Filled  62.80  1  Sim1  Open    4  1646139.1  62.80  62.80    0    
Fills  2021-04-14 16:51:13.107  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646140  1646140  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646140.1  62.80  62.80    0    
Fills  2021-04-14 16:51:13.178  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646141  1646141  Limit  1  Buy  62.80    Filled  62.80  1  Sim1  Open    4  1646141.1  62.80  62.80    0    
Fills  2021-04-14 16:51:13.353  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646142  1646142  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646142.1  62.80  62.80    0    


I need assistance,please.
Regards