Support Board
Date/Time: Mon, 25 Nov 2024 09:42:07 +0000
Post From: Getting late filled during trial
| [2014-01-24 10:47:15] |
| User13778 - Posts: 24 |
|
I have experienced a few 2 to 4 ticks slippage twice today in NQ futures. Once on entry, once on exit. Exit order: I was trading with a trailing stop which I manually moved the stop 4ticks from price. The chart appeared to move past past stop for a second before it executed with 3 tick slippage. I reduced my chart update to 500 ms. Question: does chart interval update influence order execution time or orders in any way, or does it just modify the screen refresh interval only? Using today's sierra release with interactive brokers and Sierra cme futures data feed. I believe the trailing stop is kept with I.B so it's probably their fault of slippage in a fast market. |