Support Board

Date/Time: Mon, 16 Sep 2024 19:25:42 +0000

Post From: Is it possible to see the price where a market / limit order was initiated and executed?

[2024-06-30 17:30:59] Link To Thread - Link To Post [Go To First Post]
jsandlan - Posts: 36
I'd like to verify the quality of my market order fills on index futures in Sierra Chart. Specifically, I want to compare the initiation price to the fill price for a market order. For example, if NQ is trading at $20,000 and a market order is placed at this price but gets filled at $20,000.50, I want to be able to see both prices. I recently noticed a potential 5-point slippage on an MNQ contract and need to determine if this was actual slippage or a misassessment of my P&L before exiting the trade. Is it possible in Sierra Chart to see the initiation price and fill price for market and limit orders? Thanks, Jackson