Support Board
Date/Time: Fri, 31 Jan 2025 15:51:57 +0000
Post From: Micro Emini Dow Simulation
| [2019-05-06 01:04:45] |
| Luke - Posts: 142 |
|
I traded the new micro dow contract in simulation mode today (CQG). Market buy or sell simulation orders were not filled at the best bid/ask price, but at the last traded price, which most of the time was far away from the current best bid/ask, as volume was very very thin. Buy limit orders below the current bid/ask were not filled when the best ask fell to the limit price and sell limit orders above the current bid/ask were not filled when the best bid rose to the limit price. Any explanation for this behaviour? Edit: I just realized that other contracts generally behave the same way in simulation mode, I didnt notice it, as they have more volume and the last traded price is between the best bid/ask (level 1 spread) most of the time. Is there any way to change this unrealistic fill behaviour in simulation mode? Date Time Of Last Edit: 2019-05-06 12:55:10
|