Support Board
Date/Time: Wed, 01 Apr 2026 00:51:38 +0000
Post From: ACSIL: 2nd Symbol Order Submission
| [2026-02-09 20:42:04] |
| Gradient - Posts: 199 |
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I checked the Trade Window for the Last Example where the fill price was significantly away from the arrival price. I created a new chartbook and opened a 3min chart of today's current auction. Per the Trade Window during the replay, the order for the symbol(i.e NQH26_FUT_CME) of the second chart was submitted at 15:01:12.402. This was a market order. The replay did not include today's date, thus the replay price was nowhere near the fill price. Looking at the attached 3min chart of the current day's auction, we can see that the fill price during the replay for the second symbol was the actual market price at 15:01 today, despite today not being in the date range of the replay. Bar number 421 on the 3min chart began at 15:00 and ended at 15:03. The replay chart date was 1/6/26 and the market was trading 100pts higher but the fill was at today's price during the replay. Date Time Of Last Edit: 2026-02-09 20:46:37
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 Sierra 2nd Symbol Orders Arrive At Current Market Price Duri.png / V - Attached On 2026-02-09 20:38:09 UTC - Size: 49.18 KB - 27 views Sierra 2nd Symbol Orders Arrive At Current Market Price Duri.png / V - Attached On 2026-02-09 20:38:15 UTC - Size: 5.05 KB - 26 views |