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Date/Time: Thu, 22 Oct 2026 15:41:53 +0000



Post From: Simulated fill price discrepancy with displayed Bid/Ask - MNQZ6.CME

[2026-10-22 14:10:59]
Sierra_Chart Engineering - Posts: 25243
This is not something we would look at.

There are no problems on the Sierra Chart side. You are also using Rithmic data.

Refer to:
Trade Simulation: Why Fill and Order Prices Can Be Wrong or Unexpected /
Orders Do Not Fill When Expected


There is no time we are spending on this at all.

Also looking at the log you attached, we can see this fill with the price that you say is wrong:

Fills  2026-10-21 16:51:47.394398  2026-10-21 16:51:47.394392  [Sim]MNQZ6.CME  Trade simulation fill. Bid: 30022.00 Ask: 30022.00 Last: 30022.00  1565  1565  Market  1  Sell      Filled  30022.00  1  Sim1  Close      1565.1  30078.75  30065.75    0.00      Day    N

So it is not wrong, that is the actual pricing data that has been received by Sierra Chart.


This would mean that the file has been deleted:
;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?


The DPL is also incorrect: it jumped from + $21,140 to $43,700 after a trade of only +$70
Refer to:
Help With Daily Profit/Loss Value
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2026-10-22 14:17:42