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Date/Time: Tue, 18 Mar 2025 17:04:19 +0000



Post From: order filled away from the market

[2022-09-22 08:28:28]
User181801 - Posts: 42
Hello and thanks for your help. I am having an issue with fills that seems to occur only on my ESZ22 contract.

The market is bid 3815.00 and offered 3815.25 and I sell market. Then I get filled way above at 3819.00.
I try to get out with a limit order which does not get filled although the market trades through it. I can only get out with the "flatten" button on my DOM.

This is my message log

Software version: 2403 64-bit | 2022-09-22 11:22:02.482
Primary Thread ID: 576 | 2022-09-22 11:22:02.482
Usage end date: 2022-10-21 | 2022-09-22 11:22:02.482
Enabled for: Advanced Features 2. | 2022-09-22 11:22:02.482
Enabled for: Sierra Chart Historical Data Service. | 2022-09-22 11:22:02.482
Enabled for: Denali Real-Time Exchange Data Feed. | 2022-09-22 11:22:02.482
Enabled for: Delayed Denali Exchange Data Feed. | 2022-09-22 11:22:02.482
Enabled for exchange2: CME (Trading Account Required) | 2022-09-22 11:22:02.482
Enabled for exchange2: CBOT (Trading Account Required) | 2022-09-22 11:22:02.482
Enabled for exchange2: COMEX (Trading Account Required) | 2022-09-22 11:22:02.482
Enabled for exchange2: NYMEX (Trading Account Required) | 2022-09-22 11:22:02.482
Enabled for exchange2: EUREX EOBI | 2022-09-22 11:22:02.482
Enabled for exchange2: fairx_exchange.data | 2022-09-22 11:22:02.482
Allow Support for Sierra Chart Data Feeds is enabled. | 2022-09-22 11:22:02.482
Current selected Data/Trading service: Trading Evaluator | 2022-09-22 11:22:02.482
Custom symbol settings values: enabled | 2022-09-22 11:22:02.482
Chart Update Interval: 20 | 2022-09-22 11:22:02.482
Intraday Data Storage Time Unit: 0 | 2022-09-22 11:22:02.482
Time Zone: +03:00:00 (EET+02EEST+01,M3.5.0/03:00,M10.5.0/04:00) | 2022-09-22 11:22:02.482
2022-09-22 08:22:02 Local computer time in UTC | 2022-09-22 11:22:02.482
2022-09-22 11:22:02 Local computer time in SC Time Zone | 2022-09-22 11:22:02.482
2022-09-22 08:19:45 Server time in UTC | 2022-09-22 11:22:02.482
Local computer UTC time and Server UTC time difference: 0 seconds. | 2022-09-22 11:22:02.482
Program path: Z:\home\takis\sierra1\ | 2022-09-22 11:22:02.482
Data Files path: Z:\home\takis\sierra1\Data\ | 2022-09-22 11:22:02.482
OS Version Number: 10.0 | 2022-09-22 11:22:02.482
Locale Setting: C | 2022-09-22 11:22:02.482
DLLs: UserContributedStudies_64.dll | 2022-09-22 11:22:02.483
Allowed protected custom studies: | 2022-09-22 11:22:02.483
Crash reporter started: true | 2022-09-22 11:22:02.483

ESZ22[M] #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2022-09-22 11:22:51.881