Support Board
Date/Time: Thu, 22 Oct 2026 15:41:04 +0000
Post From: Simulated fill price discrepancy with displayed Bid/Ask - MNQZ6.CME
| [2026-10-22 09:50:01] |
| User579915 - Posts: 5 |
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Hello Sierra Chart Support, On October 21, 2026, while using Simulated Trading on MNQZ6.CME, I observed a discrepancy between the price shown when entering an order and the price recorded for the simulated fill. For example, the DOM showed a simulated position of -1 at 30,022.00, with an immediate negative P/L (DPL: -649.50). The Trade Activity Log shows the related order and fill sequence at 30.022,00. I have attached the Trade Activity Log files. Could you please review them and explain Why the recorded fill price differs from price shown at order entry and in the Bid/Ask area ? Please also let me know what you need to diagnose this. Additional information: The Trade Activity Log was set to All Activity, MNQZ6.CME, Sim1, and Simulated for 2026-10-21. The query returned 0 entries. In C:\SierraChart\TradeActivityLog, the only file i found for that was TradeActivityLog_2026-10-21_UTC.None.-data(2.9KB);I did not find TradeActivityLog_2026-121_UTC.Sim1.simulated.data. Is this expected? How can i retrieve the Sim1 simulated activity for that date? |
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