Support Board
Date/Time: Tue, 22 Sep 2026 03:42:08 +0000
Build 2930 replay: when do Method 1 quote corrections apply, and what does the fill log sh
View Count: 16
| [2026-09-22 00:58:06] |
| User432003 - Posts: 2 |
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I am reviewing retained internal-SIM replay fills from a run reported as Sierra Chart 2930, using single-trade intraday records and a continuous NQZ26 chart (tick size 0.25). An earlier saved General Trade Settings screenshot shows “Simulated Orders: Use Last Trade Price for Fill when Bid Ask Beyond Last Trade Price” = No. I cannot independently attest that setting at every later fill. Two retained fill-log examples, UTC: | Time | Order | Fill | Logged Bid / Ask / Last | |---|---|---:|---| | 2026-02-02 06:07:02.291 | Sell market | 26038.00 | 26038.00 / 26039.00 / 26042.75 | | 2026-09-11 12:30:01.186 | Sell stop, stop price **29646.00** | 29684.50 | 29684.50 / 29696.75 / 29645.75 | Neither message contains “Bid ask corrected.” I am not asking for a preferred fill price. My question is the relationship between the Method 1 correction description and the global option: 1. In 2930, are Method 1 corrections conditional on that option or another rule, and does applicability differ between these order types? 2. Does the logged tuple represent the input or the adjusted quote, and when is the correction marker emitted? 3. Assuming the option was No, are these rows expected? If not, what smallest existing configuration or input artifact would distinguish the relevant branch before any new replay? The relevant documentation is [Trade Simulation, Method 1 and order-fill rules](Trade Simulation) and [the global Last-price option](https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#SimulatedOrderUseLastTradePriceForFillWhenBidAskBeyondLastTradePrice). Matching endpoint tuples exist in retained NQH26/NQU26 records under inferred chart translations. That is not proof of the actual consumed file or of historical market accuracy. An explanation of the applicable software rule is sufficient for this question; it need not certify those quotes as exchange truth. Thank you very much in advance. |
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