Support Board
Date/Time: Wed, 27 Nov 2024 05:49:15 +0000
Post From: Sierra Chart sim trading exiting positions at impossible prices
| [2023-09-24 15:46:53] |
| User431178 - Posts: 543 |
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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.
They could, but what would be the point, the 'unreal' value doesn't affect how orders are filled/executed in real conditions. If your order is in before the sequence starts, you get filled at your limit (if you're in the LOB) or you get filled at the first available price (based on queue) if stop. If not, then the next time you can participate, the new best bid/ask will have been pushed out. |