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[User Discussion] - Nonsense fills with IB

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[2021-10-08 14:05:10] #1 [Go To First Post]
tomas262 - Posts: 133
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] #2 [Go To First Post]
tomas262 - Posts: 133
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] #3 [Go To First Post]
tomas262 - Posts: 133
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


NFLX-fill.mp4 - Attached On 2021-10-20 17:00:59 UTC - Size: 384.56 KB - 176 views 2021-10-20_18-46-52.png / V - Attached On 2021-10-20 17:01:11 UTC - Size: 16.15 KB - 153 views BNTX.mp4 - Attached On 2021-10-20 17:14:42 UTC - Size: 741.24 KB - 226 views

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