Support Board
Date/Time: Thu, 11 Dec 2025 19:33:12 +0000
Post From: limit order not fill
| [2025-12-10 16:12:09] |
| User177904 - Posts: 1 |
|
Dear Developer, I have a question regarding manual replay simulations using SC data based on a 1-second ticker. When placing limit orders, they fail to execute. For example, a limit buy order at 2782.50 cannot be filled because the 1-second ticker lacks tick data, resulting in Bid and Ask prices that do not meet the limit order criteria. However, the lowest price on the candlestick chart would satisfy the order. My question is: in markets like ES, I believe this should be sufficient for execution. Therefore, I'm inquiring whether it's possible to implement a bar-based mode similar to automated trading, where execution is determined based on the OHLC of the candlestick. Otherwise, with only 1-second data available, precise execution of limit orders becomes impossible. |