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Direct MessagesDate/Time: Fri, 19 Apr 2024 02:11:36 +0000
The price in DOM is different from the market price
View Count: 1775
| [2013-08-07 13:46:47] |
| User82093 - Posts: 8 |
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This morning I went long on ES via BUY MARKET in DOM, but for some reason the entry price in DOM showed was 1.38 points higher than actual market price. I checked with my broker and they said that the order filled at the real market price. What might be the reason and how to fix it? My brocker suggested that probably the DOM is set to display the "average fill price". I tried to find where to set it in settings, but did not find anything like that.
Date Time Of Last Edit: 2013-08-07 13:57:01
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| [2013-08-07 16:45:57] |
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Select Global Settings >> Data/Trade Service Settings. What is the "Service" set to?
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-08-07 16:53:36] |
| User82093 - Posts: 8 |
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TT FIX (trading)
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| [2013-08-07 17:04:31] |
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Refer to the information at the bottom of this page here: https://www.sierrachart.com/index.php?l=doc/TradingTechnologies.php#AveragePositionPrice 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-08-07 17:57:30] |
| User82093 - Posts: 8 |
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Does it mean that this is average price and there is nothing can be done about it? I was using Sierra Charts for nearly a year and never ever had this issue before. What are the possible explanations to that? I recently reactivated the platform with my broker after 1 month holiday. Is there any possibility that my broker connected me to the wrong feed? I have been using the same broker for 10 months and did not have any such a problem before. And how can I know the actual price, P/L for open positions?
Date Time Of Last Edit: 2013-08-07 19:59:11
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| [2013-08-08 05:53:21] |
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The documentation we linked to in the prior post, links to this documentation which explains how to handle this: https://www.sierrachart.com/index.php?l=doc/doc_TradeStatusWindows.html#HowAvgPricePositionsCalcUsed You need to clear the Trade Activity data for the symbol when your position is flat for that symbol. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-08-08 07:57:52] |
| User82093 - Posts: 8 |
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Ok, thanks, I will do it as soon as my position will be flat. Would I need to do it every time before new position opening? Would it help if in General trade settings->Number of days to save in trade activity log I put for Sim=0 and non-sim=0? So it would not be able to calculate the average price at all...
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| [2013-08-08 08:19:56] |
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No. The problem is you are probably missing an order fill. When you clear the trade activity data for the symbol you will be fine going forward. For an accurate average price it is necessary for Sierra Chart to calculate it itself. So you want to make sure you are saving a good number of days of trade activity data. We recommend 30 for non-simulated trade activity data. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-08-08 08:20:49
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