Support Board
Date/Time: Thu, 22 Oct 2026 14:55:19 +0000
Simulated fill price discrepancy with displayed Bid/Ask - MNQZ6.CME
View Count: 32
| [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? |
Private File Private File |
| [2026-10-22 14:03:53] |
| User579915 - Posts: 5 |
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We reproduced the problem today in Sim1 on MNQZ6.CME The actual market was around 29,500, but the trade activity log repeatedly shows simulation fills at 30,058.25. With 20 MNQ, this creates the abnormal P/L of approximately - 21,900 that we reported. The DPL is also incorrect: it jumped from + $21,140 to $43,700 after a trade of only +$70 Screenshot attached showing the 30,058.25 simulation fills .We reproduced the issue again. While Flat with P/L 0.00, the DPL is now +$66,450.00. |
| [2026-10-22 14:10:59] |
| Sierra_Chart Engineering - Posts: 25243 |
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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
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