Support Board
Date/Time: Tue, 25 Feb 2025 05:26:00 +0000
Post From: Stop Limit order executing at wrong price?
| [2021-03-31 09:20:11] |
| User504980 - Posts: 24 |
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I'm using Denali Data Feed and SC Order Routing. I had a stop limit get filled at 10:00:00:000 yesterday on ES for which I didn't see trades hit my price level. I thought it could be a graphics display issues, so I replayed the chart this morning with Time & Sales, and I don't see any trades hitting the price for my order. Trade Activity Log shows my order being filled at 3942.50, but Time & Sales don't show that price getting hit, neither does the DOM show any prints for that price. Another issue is that I recall specifically setting this stop three points below my entry (3944.50), at 3941.50 -- not 3942.50. When I view the "Orders" on the Trade Activity Log, I don't see any of my orders for this time frame. I'm at home presently, and my trades were placed on a PC at my office--looks like the activity log only shows the trades placed from my home PC. Date Time Of Last Edit: 2021-03-31 09:21:32
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