Support Board
Date/Time: Sun, 09 Nov 2025 01:03:31 +0000
Post From: Stop orders in replay
| [2025-10-24 16:55:52] |
| User98657 - Posts: 391 |
|
Thanks for the background John. I've read it. My T&S record was set at 4000, but I'm only watching the one market. I've set it to 10000 just in case. This particular instance boils down to the Bid/Ask at that moment in time when my order price was hit. There was a flush, which I could see on the chart as well as the Time and Sales. I can see that as price traded higher, the Bid/Ask did not change in the Time and Sales record so the fill price was calculated at the Ask as shown in the T&S record. Obviously just by watching a dom we know there are orders at the ask above the market. So why, as price flushed higher, did the T&S record not update? This flush was fast. It moved 15 points in roughly 3 thousandths of a second and scooped up roughly 88 orders and 485 contracts before the T&S record caught up to it (according to my T&S record that is). Is this normal for the T&S record to lag in this manner? Are the T&S records updated when I Reload and Recalculate? Obviously the T&S comes from the exchange, so we simply have to live with, and adjust accordingly? |