Support Board
Date/Time: Sat, 01 Feb 2025 08:58:01 +0000
Post From: experiencing unreasonable slippage when Trade Simulator Mode On
| [2019-07-02 11:29:46] |
| Vicki S - Posts: 4 |
|
I'm so sorry. I didn't notice the tab you wanted. I have attached an Excel file with the stop order and fill activity. The same info is also shown below: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Order 2019-06-21 15:09:59.285 [Sim]F.US.ENQU19 Updating move to breakeven stop reference price on parent modification/fill to 7773.25 40 Stop Sell 7756.75 Pending Child-Client Sim1 Close 38 Order 2019-06-21 15:09:59.286 [Sim]F.US.ENQU19 Updating move to breakeven stop reference price on parent modification/fill to 7773.25 40 Stop Sell 7756.75 Pending Child-Client Sim1 Close 38 Order 2019-06-21 15:09:59.287 [Sim]F.US.ENQU19 Auto-sent child from parent fill 39 Limit 1 Sell 7782.75 Order Sent Sim1 Close 38 1 Order 2019-06-21 15:09:59.288 [Sim]F.US.ENQU19 Auto-sent child from parent fill 40 Stop 1 Sell 7756.75 Order Sent Sim1 Close 38 1 Order 2019-06-21 15:09:59.289 [Sim]F.US.ENQU19 Simulated order accepted 39 39 Limit 1 Sell 7782.75 Open Sim1 Close 38 1 Order 2019-06-21 15:09:59.290 [Sim]F.US.ENQU19 Simulated order accepted 40 40 Stop 1 Sell 7756.75 Open Sim1 Close 38 1 Order 2019-06-21 15:24:58.288 [Sim]F.US.ENQU19 Initiating: F.US.ENQU19 5 Min #3 | Canceling non-market orders during Flatten 39 39 Limit 1 Sell 7782.75 Open Sim1 Close 38 Order 2019-06-21 15:24:58.289 [Sim]F.US.ENQU19 F.US.ENQU19 5 Min #3 | Canceling non-market orders during Flatten 39 39 Limit 1 Sell 7782.75 Pending Cancel Sim1 Close 38 1 Order 2019-06-21 15:24:58.290 [Sim]F.US.ENQU19 Simulated order canceled 39 39 Limit 1 Sell 7782.75 Canceled Sim1 Close 38 1 Order 2019-06-21 15:24:58.291 [Sim]F.US.ENQU19 F.US.ENQU19 5 Min #3 | Canceling non-market orders during Flatten 40 40 Stop 1 Sell 7756.75 Pending Cancel Sim1 Close 38 1 Order 2019-06-21 15:24:58.292 [Sim]F.US.ENQU19 Simulated order canceled 40 40 Stop 1 Sell 7756.75 Canceled Sim1 Close 38 1 Order 2019-06-21 15:24:58.293 [Sim]F.US.ENQU19 Auto-trade: F.US.ENQU19 5 Min #3 | QT Trade Assist (Amethyst) | Source: ACSIL Flatten & Cancel | Bar start date-time: 2019-06-21 15:20:00.000. Flatten&Cancel | Last: 7771.5. Current Position quantity: 1 41 Market 1 Sell Order Sent Sim1 Close 1 SimpleBracket.twconfig Order 2019-06-21 15:24:58.294 [Sim]F.US.ENQU19 Simulated order accepted 41 41 Market 1 Sell Open Sim1 Close 1 SimpleBracket.twconfig Order 2019-06-21 15:24:58.295 [Sim]F.US.ENQU19 Trade simulation fill. Bid: 7771.25 Ask: 7771.75 Last: 7771.50 41 41 Market 1 Sell Filled 7771.25 1 Sim1 Close 1 SimpleBracket.twconfig Fill 2019-06-21 15:24:58.296 [Sim]F.US.ENQU19 Trade simulation fill. Bid: 7771.25 Ask: 7771.75 Last: 7771.50 41 41 Market 1 Sell Filled 7771.25 1 Sim1 Close 41.1 7778.50 7771.50 SimpleBracket.twconfig |
Private File |