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Date/Time: Tue, 07 Dec 2021 18:15:00 +0000



[User Discussion] - Nonsense fills with IB

[2021-10-08 14:05:10]
tomas262 - Posts: 89
Not sure whether rather check directly with IB but I would also like to get your opinion why this happens

Look at the clips attached especially at the right bottom BNTX stock chart

nonsense-fills-market-entry.mp4 - I get fill at a price that market (BNTX) never traded at ... total nonsense

nonsense-fills-PT-limit.mp4 - market traded below my BUY LIMIT order without filling me first ... total nonsense, how can anybody hit the bid below my bid unless exchange fills me first?

ThX
Date Time Of Last Edit: 2021-10-08 16:26:52
Private File
Private File
[2021-10-08 16:26:08]
tomas262 - Posts: 89
what comes to my mind now is that data reflects order book at a different exchange compared to orders being routed by IB smart to another exchange :-|
[2021-10-20 17:01:15]
tomas262 - Posts: 89
I get fill at a price that market (BNTX) never traded at ... total nonsense

another situations today with NFLX. Order (SELL LMT ) not filled despite market traded above my order. This really seems to be caused by orders being routed to different places by IB Smart system as the fill log shows ... stock data by Sierra always display trading from one system only
if SC can confirm I would be glad
Date Time Of Last Edit: 2021-10-20 17:15:13
attachmentNFLX-fill.mp4 - Attached On 2021-10-20 17:00:59 UTC - Size: 384.56 KB - 34 views
image2021-10-20_18-46-52.png / V - Attached On 2021-10-20 17:01:11 UTC - Size: 16.15 KB - 30 views
attachmentBNTX.mp4 - Attached On 2021-10-20 17:14:42 UTC - Size: 741.24 KB - 41 views

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