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Date/Time: Wed, 27 Nov 2024 05:32:55 +0000



Post From: Sierra Chart sim trading exiting positions at impossible prices

[2023-09-24 15:01:22]
sgne - Posts: 105
Well, that's the setting to use. Thanks. That there is such a setting suggests that something is not quite right at times with the CME's bid/ask values.

The CME has decided not to update bid/ask under these conditions. That's an institutional policy, but they could implement a different bid/ask value scheme under such conditions. Clearly, their current policy does generate unreal bid/ask values under certain conditions, like this one.
Date Time Of Last Edit: 2023-09-24 15:43:46