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Date/Time: Mon, 25 Nov 2024 13:47:18 +0000



Post From: orders not filled in Trade Simulation Mode

[2024-03-06 00:45:20]
User12089 - Posts: 361
Setup:

a) Trade Simulation Mode - ON
b) Using real, real-time market data from Denali (note this is not market replay - simulated trading with real market data in real-time)

Problem:

limit orders are not filled in Trade Simulation Mode, when there has been disruption of the real-time, real market data feed and then SC downloads and populates the market data missed during the disruption pause. When the missed price data gets re-populated in the chart and hits previous limit orders there, such orders are not filled, basically they are completely ignored

it seems that limit orders are filled only when data is streaming in real-time, but such behavior defeats the purpose of simulated trading

is there a workaround ?