Support Board
Date/Time: Wed, 10 Dec 2025 21:24:07 +0000
Limit order not filled
View Count: 12
| [2025-12-10 19:43:05] |
| User256190 - 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. |
| [2025-12-10 21:11:22] |
| John - SC Support - Posts: 43406 |
|
We would not change the way the replays currently work or add another option for what you are referencing. In the end, the solution to what you are asking for is to use 1-tick data instead of 1 second data. Refer to the following: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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