Support Board
Date/Time: Tue, 18 Mar 2025 02:32:15 +0000
order filled away from the market
View Count: 839
| [2022-09-22 08:28:28] |
| User181801 - Posts: 42 |
|
Hello and thanks for your help. I am having an issue with fills that seems to occur only on my ESZ22 contract. The market is bid 3815.00 and offered 3815.25 and I sell market. Then I get filled way above at 3819.00. I try to get out with a limit order which does not get filled although the market trades through it. I can only get out with the "flatten" button on my DOM. This is my message log Software version: 2403 64-bit | 2022-09-22 11:22:02.482 Primary Thread ID: 576 | 2022-09-22 11:22:02.482 Usage end date: 2022-10-21 | 2022-09-22 11:22:02.482 Enabled for: Advanced Features 2. | 2022-09-22 11:22:02.482 Enabled for: Sierra Chart Historical Data Service. | 2022-09-22 11:22:02.482 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-09-22 11:22:02.482 Enabled for: Delayed Denali Exchange Data Feed. | 2022-09-22 11:22:02.482 Enabled for exchange2: CME (Trading Account Required) | 2022-09-22 11:22:02.482 Enabled for exchange2: CBOT (Trading Account Required) | 2022-09-22 11:22:02.482 Enabled for exchange2: COMEX (Trading Account Required) | 2022-09-22 11:22:02.482 Enabled for exchange2: NYMEX (Trading Account Required) | 2022-09-22 11:22:02.482 Enabled for exchange2: EUREX EOBI | 2022-09-22 11:22:02.482 Enabled for exchange2: fairx_exchange.data | 2022-09-22 11:22:02.482 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-09-22 11:22:02.482 Current selected Data/Trading service: Trading Evaluator | 2022-09-22 11:22:02.482 Custom symbol settings values: enabled | 2022-09-22 11:22:02.482 Chart Update Interval: 20 | 2022-09-22 11:22:02.482 Intraday Data Storage Time Unit: 0 | 2022-09-22 11:22:02.482 Time Zone: +03:00:00 (EET+02EEST+01,M3.5.0/03:00,M10.5.0/04:00) | 2022-09-22 11:22:02.482 2022-09-22 08:22:02 Local computer time in UTC | 2022-09-22 11:22:02.482 2022-09-22 11:22:02 Local computer time in SC Time Zone | 2022-09-22 11:22:02.482 2022-09-22 08:19:45 Server time in UTC | 2022-09-22 11:22:02.482 Local computer UTC time and Server UTC time difference: 0 seconds. | 2022-09-22 11:22:02.482 Program path: Z:\home\takis\sierra1\ | 2022-09-22 11:22:02.482 Data Files path: Z:\home\takis\sierra1\Data\ | 2022-09-22 11:22:02.482 OS Version Number: 10.0 | 2022-09-22 11:22:02.482 Locale Setting: C | 2022-09-22 11:22:02.482 DLLs: UserContributedStudies_64.dll | 2022-09-22 11:22:02.483 Allowed protected custom studies: | 2022-09-22 11:22:02.483 Crash reporter started: true | 2022-09-22 11:22:02.483 ESZ22[M] #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2022-09-22 11:22:51.881 |
| [2022-09-22 08:40:58] |
| Sierra_Chart Engineering - Posts: 18812 |
|
The problem is you are receiving delayed data. Not real-time. The reason you are not getting real-time data from the CME Group of exchanges is that you activated the Non-Professional exchange fees, but you have not verified in the last month that you have a live, funded, futures trading account, which the CME needs in order to allow you data at the lower priced fees. Refer to the following for instructions on how to connect once a month to your *live funded* trading account to qualify for the lower-priced exchange fees: Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees If you do not have a funded trading account or one with a supported trading service, then refer to this solution: Easy Solution to CME Funded Trading Account Requirement Consider the above solution to avoid this problem in the future. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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