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Weird fill(s) - Why?

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    Weird fill(s) - Why?

    Hi all.

    I am connected to Kinetick and to a paper trading account at Interactive Brokers (IB).

    Using an ATM strategy, with the IB account selected. The strategy places an order to buy 6 contracts of CL, at market, today around 11:00. CL is quite active. Yet, I get a fill of 3 contracts at 59.91 (which is about what is displayed in the chart) and A FILL OF 3 CONTRACTS AT 60.06!!! 15 ticks difference!

    Yesterday, in YM, around 14:20, while YM is also quite active, an order to buy 6 contracts at market saw a fill of 5 contracts at 24857 (which was about right as per the chart) AND A FILL OF ONE CONTRACT AT 24872!!! Again, 15 ticks difference!!!

    Can someone explain this to me???

    #2
    Hello,

    Thanks for posting.

    If you could, please write into platformsupport[at]ninjatrader[dot]com and link this forum page in the body of the email.

    Also, lease follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.

    Open your NinjaTrader folder under My Documents.
    Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
    Send the 2 compressed folders as attachments to this email.
    Once complete, you can delete these compressed folders.
    Thanks in advance; I look forward to resolving this item.

    Thanks in advance-
    Ryan S.NinjaTrader Customer Service

    Comment


      #3
      Hi.

      I have emailed the documents requested.

      Thanks.

      Comment

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