Support Board
Date/Time: Tue, 14 Oct 2025 22:34:41 +0000
Slippage with Teton
View Count: 508
| [2025-06-30 18:21:01] |
| User449884 - Posts: 188 |
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I got slippage on a order today on ES, about 5 points. Is this normal? My type of order for stops in the trade window is stop:stop Thank you |
| [2025-06-30 19:08:38] |
| John - SC Support - Posts: 42379 |
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This can occur - it depends on the market at the time and the available offsetting orders to fill your particular order.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-07-01 06:04:36] |
| Tony - Posts: 640 |
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@User449884, Slippage of 5pt, 20 ticks, on ES is unheard of, I have been trading ES since 2016. Did you place a market order or limit order? If you would like to share the detail of that one particular order, I will take a look. |
| [2025-07-01 07:49:07] |
| Sierra_Chart Engineering - Posts: 21124 |
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The stop order would have been working at the exchange. The usual reason that it would seem like there is this type of issue is that the market data at the time, may have been delayed. Also as of July 1 you do not have any exchange active: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeed Although this is not the reason for the problem because your issue was prior to this. 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: 2025-07-01 07:49:23
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| [2025-07-01 12:24:10] |
| User449884 - Posts: 188 |
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Yes, i was getting out of a short position of 6243 at 6244 on ES, but i immediately took a 5 pts loss. it was around 932 am Est June 30th
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| [2025-07-01 12:49:57] |
| User449884 - Posts: 188 |
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@Tony, Yes, i was getting out of a short position of 6243 at 6244 on ES. I was expecting 1 pts loss, but i got filled at 6249 instead. The market wasnt volatile and plenty of orders on the book None of it are market orders |
| [2025-07-01 12:58:28] |
| Sierra_Chart Engineering - Posts: 21124 |
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A stop order, when triggered is a market order. Anyway, this is not within the scope of our support. This could not be an issue specific to Teton order routing. That is not possible. 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 |
| [2025-07-02 01:14:25] |
| Tony - Posts: 640 |
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@User449884, sorry, not sure what was going on, between 09:32 and 09:35, the price didn't go above 6243.00, actually, the price didn't reach 6249 until 15:20, your situation seems impossible. Date Time Of Last Edit: 2025-07-02 02:16:05
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| [2025-07-02 12:55:29] |
| Sierra_Chart Engineering - Posts: 21124 |
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Maybe you were trading a different symbol than you thought? Maybe you were trading one of the micro symbols or a different contract month? Check the Trade Activity Log and find out what symbol was being traded: Trade Activity Log: Viewing Historical Trade Activity 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 |
| [2025-09-19 20:47:15] |
| DolevRa - Posts: 2 |
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I had the same issue today. With MNQ. the first position opened in loss of 7 points(!). Never had something like this before. |
| [2025-09-19 21:12:34] |
| John - SC Support - Posts: 42379 |
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DolevRa: From what we see, it looks like you are using the Teton Order Routing Service, but you are not setup to get any real-time data from us, therefore you would be getting the Delayed Streaming Data, which would explain why you had an issue with a trade. You can setup the data for our Denali Exchange Data Feed by following these instructions: Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges* For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-20 02:23:05] |
| Tony - Posts: 640 |
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Even for traders have real time data, I think it is important to monitor the Close time of last bar and the current time, I wouldn't place any trades if they are more than 5 seconds apart.
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