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Date/Time: Tue, 11 Mar 2025 02:30:54 +0000



Post From: Stop price and fill price far apart

[2022-04-15 22:10:59]
Sierra_Chart Engineering - Posts: 18739
We have discussed this with Edge Clear. And we have done some checking on this.

When a stop order is triggered on the CME it becomes a Limit order. The Price field and the Price1 field in the Trade Orders list in Sierra Chart will show the Limit order price.


So you no longer see the stop price. Your stop though actually filled very close to your most recently set stop order price on that order. If you go through the Trade Activity Log, look at the last price you modified your stop order to. This is the trigger price. You will find that your order filled close to or at that price.

Documentation:
Trade Activity Log: Viewing Historical Trade Activity
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2022-04-15 22:12:04