Support Board
Date/Time: Thu, 06 Mar 2025 03:26:51 +0000
Post From: Trading DOM significantly Behind Causing Bad Orders
| [2022-01-17 21:25:23] |
| User963221 - Posts: 20 |
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I am hoping there is a setting or something here that can help. I had multiple orders filled on Friday which were not at the traded price in my DOM. I record all my trading sessions at 30 frames/second. I have attached 4 comparisons where price was as much as 15 ticks away from my order when it was filled. These were not sweeps, the price was not moving thru me.
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 Order filled 4 ticks above last traded price.JPG / V - Attached On 2022-01-17 21:23:00 UTC - Size: 42.57 KB - 152 views Order filled 7 ticks above last traded price.JPG / V - Attached On 2022-01-17 21:23:16 UTC - Size: 42.76 KB - 149 views Order filled 15 ticks below last traded price.JPG / V - Attached On 2022-01-17 21:23:34 UTC - Size: 43.56 KB - 148 views |