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Date/Time: Tue, 25 Feb 2025 16:07:16 +0000



best bid/ask limit oders get filled immediately

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[2021-04-14 19:15:10]
User438057 - Posts: 51
Hi SC Team,

with ´´trade simulation mode on´´ a buy limit order at best bid get filled immediatley, same for the ask side.
First with CL, now for NQ as well. ES,GC,YM and FDAX are fine.
It´s the same if I order with the keyboard or with pushing ´´buy bid´´ or ´´sell ask´´ at the DOM.

An exaple by pushing ´´buy bid´´and ´´sell ask´´order buttons one after another:

ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID
Fills  2021-04-14 16:51:12.143  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646133  1646133  Limit  1  Buy  62.79    Filled  62.79  1  Sim1  Open    4  1646133.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.278  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646134  1646134  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646134.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.419  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646135  1646135  Limit  1  Buy  62.80    Filled  62.80  1  Sim1  Open    4  1646135.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.543  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646136  1646136  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646136.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.643  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646137  1646137  Limit  1  Buy  62.80    Filled  62.80  1  Sim1  Open    4  1646137.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.825  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646138  1646138  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646138.1  62.80  62.80    0    
Fills  2021-04-14 16:51:12.939  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646139  1646139  Limit  1  Buy  62.80    Filled  62.80  1  Sim1  Open    4  1646139.1  62.80  62.80    0    
Fills  2021-04-14 16:51:13.107  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646140  1646140  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646140.1  62.80  62.80    0    
Fills  2021-04-14 16:51:13.178  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646141  1646141  Limit  1  Buy  62.80    Filled  62.80  1  Sim1  Open    4  1646141.1  62.80  62.80    0    
Fills  2021-04-14 16:51:13.353  [Sim]CLK21-NYMEX  Trade simulation fill. Bid: 62.8 Ask: 62.8 Last: 62.8  1646142  1646142  Limit  1  Sell  62.81    Filled  62.81  1  Sim1  Close    3  1646142.1  62.80  62.80    0    


I need assistance,please.
Regards
[2021-04-15 16:39:58]
Sierra Chart Engineering - Posts: 104368
Refer to:
Trade Simulation: How Orders are Filled

One thing we see is that you do not have the correct Price Display Format set correctly for CL futures. It looks like you have changed it. Refer to:
Chart Settings: Price Display Format (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)

You need to set that correctly and not change from the default.
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
Date Time Of Last Edit: 2021-04-15 16:41:25

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