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Date/Time: Mon, 21 Apr 2025 23:48:02 +0000



..initiated LIMIT order (10 cont.) got fill at two prices...

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[2025-02-24 16:37:01]
blt - Posts: 59
...hi to the best customer service...
...
...very simple question about LIMIT orders (it doesn't bother me too much)
...
...placed limit order 10 contract and got filled at two different prices 5 @ 21576.75 and 5 @ 21577.00
...I placed limit order by choosing "Limit" without desired/determined fill price (could that be reason behind two dif. fillings ?!)
...of course I use DENALI/TETON
...
...my only explanation is that my limit buy order was processed at two different timing (it could be -mili or even -micro difference)
...
...just looking for the explanation and nothing else
...
...as always allow me to express my amazement with DENALI data feed-superb
...thank you all the best

leonardo
[2025-02-24 18:07:09]
John - SC Support - Posts: 39395
This is how the markets work. There were not enough opposing orders to completely fill you at one price, so then the orders at the next price are used.

This has nothing to do with Sierra Chart or even really Limit orders (although a Limit order does specify that the price has to be the same or better).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-02-24 18:21:29]
blt - Posts: 59
...I was thinking CME will hold my order till gets hit
...Also I can't even claim that I got hit at "worst" price because I didn't specify limit price in my order or entered order on chart
...never occurred to me to question SC
...All perfect
...Thank you

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