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Direct MessagesDate/Time: Sat, 18 May 2024 08:44:10 +0000
Stop Limit order executing at wrong price?
View Count: 533
| [2021-03-31 09:20:11] |
| User504980 - Posts: 24 |
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I'm using Denali Data Feed and SC Order Routing. I had a stop limit get filled at 10:00:00:000 yesterday on ES for which I didn't see trades hit my price level. I thought it could be a graphics display issues, so I replayed the chart this morning with Time & Sales, and I don't see any trades hitting the price for my order. Trade Activity Log shows my order being filled at 3942.50, but Time & Sales don't show that price getting hit, neither does the DOM show any prints for that price. Another issue is that I recall specifically setting this stop three points below my entry (3944.50), at 3941.50 -- not 3942.50. When I view the "Orders" on the Trade Activity Log, I don't see any of my orders for this time frame. I'm at home presently, and my trades were placed on a PC at my office--looks like the activity log only shows the trades placed from my home PC. Date Time Of Last Edit: 2021-03-31 09:21:32
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| [2021-03-31 13:38:28] |
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You need to look at the chart, at the time of the fill and you can see that the market would have traded at that price. If you have further questions contact the exchange in this regard.
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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