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Date/Time: Wed, 16 Jul 2025 11:06:26 +0000



Post From: Study won't send live trades

[2025-06-26 17:49:02]
APMS - Posts: 30
Thank you for the reply and for encouraging me to look into my code. The Trade Service Log showed nothing, therefore debugging was performed and the root of the problem was found:


Using sc.GetAskMarketDepthEntryAtLevel with LevelIndex=0 results in different price attributes for the s_MarketDepthEntry, when done with Trading Evaluator and Teton CME Routing.


For an Ask price of 6189.50 I get the following:

Trading Evaluator returns: 6189.500000

Teton CME Routing returns: 618950.000000


A difference by a factor of 100.


Is there a reason for this difference? I have not seen it in any documentation.


Best,
A