Support Board

Date/Time: Sun, 05 May 2024 07:03:32 +0000

Limit Order triggered on Last Price rather than bid/ask

[2020-05-18 07:47:55] #1 [Go To First Post]
User670970 - Posts: 4
http://www.sierrachart.com/image.php?Image=158978714972.png As you can see in the chart the limit orders 8388.75 and 8387.75 are not filled yet they are crossed by the price. Only 8387.5 is filled because the Bid touched it. In reality all these orders would necessarily have been filled until 8389.25. According to your documentation this is normal for all symbol. Trade Simulation: How Orders are Filled Is it possible to change this ? For Stocks, Futures symbols that price orders are triggered based on the last price and not on the bid/ask. Especially when the bid/ask is wrong as in this case.

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