Support Board
Date/Time: Sun, 24 Nov 2024 17:47:42 +0000
Post From: SierraChart Emulator - Queue Position
| [2023-06-13 16:53:45] |
| DCSaba - Posts: 110 |
|
Thanbk you for coming back to me on these points.It is good to know that in Real Order Routing , Sierra will do the same for me. As for the question on local simulation: NO, I have not noticed this issue. In fact, since using the Emulator. Using the Emulator was the first time that I noticed this. And to be clear: One would NOT expect a No-fill Event, after a level fills with multiple times of the normal DOM level. So, you see: this is not really a question of Position in the Queue anymore, because when this happens (if it happens!, as this by far not always so), then the Counter counts down to zero, the level fills with multiple times of the DOM level's contract smount and then price steps back without a Fill. And of course, if price finally moves beyond the level, then there is a Fill of course. This makes me suspect that sometimes the server Emulator works only according to the "old development level" (as described in the Manual), namely that it only fills if price takes the level out by at least a Tick. I thought this might be worth your attention, as it is really an anomoly. Thank you agian for all your efforts. |