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Direct MessagesDate/Time: Sat, 11 May 2024 16:07:31 +0000
Bracket orders filled 1-2 ticks away from order with TT Order Routing
View Count: 433
| [2020-10-13 21:45:49] |
| User783734 - Posts: 12 |
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Hi, I am using TT for order routing and have been filled on my bracket orders (Stop or Target) 1 and sometimes 2 ticks away from the actual order several times now for the last week. Let me know if there is anything you need from my end to look into it. Thanks. |
| [2020-10-14 01:16:10] |
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We need to understand this better. Is it a case where market data is delayed in relation to the orders being filled. Or is it a case, where the fill price differs from the order price by one or two ticks. In this last case, there is nothing you can do about that. It is what it is. The exchange fills those orders. You cann contact the exchange if you like about that. This last part is not within the scope of our support. 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 |
| [2020-10-14 15:14:21] |
| User783734 - Posts: 12 |
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It is a case where the fill price differs from the order price by one or two ticks. So is Denali (the data provider that I use) the one I should contact for that? Thanks for the help.
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| [2020-10-14 19:19:41] |
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Your only point of contact for a question like this is the exchange. They fill your orders. We see you are using the Sierra Chart Order Routing Service. If you look at the Order Action Source field for the order lines in the Trade Activity Log you will see the exchange order ID. Make reference to that when contacting the exchange. Here is the documentation for the Trade Activity Log: Trade Activity Log: Viewing Historical Trade Activity 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 |
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