Support Board
Date/Time: Tue, 11 Mar 2025 02:31:18 +0000
Post From: Stop price and fill price far apart
| [2022-04-18 15:24:59] |
| Sierra_Chart Engineering - Posts: 18739 |
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First, you need to understand Stop-Limit orders and understand Stop orders on the CME.: Order Types: Stop-Limit Order Types: Stop Orders on the CME We have made it clear previously that at the time of the fill the price is changed to the Limit price. And you should also be aware of the last price you set the stop order at. All of that is in your log. this is what we see for the last modification for this order: 346463: ActivityType DateTime TransDateTime Symbol FilledQuantity Note OrderActionSource InternalOrderID Price Price2 ServiceOrderID OrderType Quantity BuySell OrderStatus FillPrice TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username
Orders 2022-04-14 01:04:23.870611 2022-04-14 01:04:23.846515 MNQM22_FUT_CME Attached order. Parent: 29576. Tag: hurst.twconfig Order modify from DTC client #13968. Sierra Chart. 24.6.171.63. Using LastModifyQuantity of 5. Using new provided price. Requested Price: 14292.25. Requested Quantity: 5 346463 14295.00 14307.00 6832413054614 Stop Limit 5 Buy Pending Modify 7PV1052 Close 346461 -20 0.00 6832413054614 346463.84952 Good till Canceled AC132370 Orders 2022-04-14 01:04:23.871119 2022-04-14 01:04:23.847027 MNQM22_FUT_CME Attached order. Parent: 29576. Tag: hurst.twconfig CME (Replace) 346463 14292.25 14304.25 6832413054614 Stop Limit 5 Buy Open 7PV1052 Close 346461 -20 0.00 6832413054614 346463.84953 Good till Canceled AC132370 Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-04-18 15:25:33
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