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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:07:04 +0000
Is it possible to see the price where a market / limit order was initiated and executed?
View Count: 115
| [2024-06-30 17:30:59] |
| jsandlan - Posts: 36 |
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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 |
| [2024-07-01 11:43:24] |
| Sierra_Chart Engineering - Posts: 16292 |
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No this is not supported and would not be accurate because there is always some amount of delay involved for market data even if milliseconds.
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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