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Date/Time: Sun, 09 Nov 2025 01:01:41 +0000



Post From: Stop orders in replay

[2025-10-25 03:16:11]
User98657 - Posts: 391
I'm not sure I understand your response, SC.

I wasn't asking, or expecting you to analyze what happened.

I can see by the T&S record, along with the documentation, why I'm seeing the Fill Price I'm seeing.

My questions are simply this:
Is it fairly normal to see the T&S not keep up with a very fast price movement such as this? I can see that the Bid and Ask did not change throughout that movement. I'm just curious to know if that's fairly typical.

Are the T&S records updated when I reload and recalculate?

And lastly, I assume the T&S records are part of what are transmitted by the exchange. Is that correct?