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Date/Time: Sun, 24 Nov 2024 04:24:28 +0000



DOM Order Entries

View Count: 83

[2024-10-29 20:42:52]
User947384 - Posts: 6
DOM Problems, Why do I get filled above my limit price and above
current market price? My order type is a Limit order my limit price
is 42480 When I buy I get filled at 42527 way above my limit price
and current market price. This order should of never filled until
current market price reached 42480. What am I missing?
I added a MS paint file to this post.
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imageSC DOM Problems.png / V - Attached On 2024-10-29 18:43:30 UTC - Size: 139.88 KB - 22 views
[2024-10-29 23:29:58]
User224654 - Posts: 18
It looks like you don't have any live data. This is what it says in the title of the window: “delayed”.
[2024-10-29 23:31:56]
John - SC Support - Posts: 36238
User224654 is correct.

You are using the Teton Order Routing Service but you are not setup to get any real-time data from our Denali Exchange Data Feed. So the data you see is delayed data, but the orders themselves are going to the exchange at whatever the current pricing is.

To setup the Denali Exchange Data Feed for CME Group data, follow these instructions:
Denali Exchange Data Feed: *Setup Instructions: CME/CBOT/NYMEX/COMEX Exchanges*
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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