Weird fill(s) - Why?

[M_ichel]

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???

[NinjaTrader_RyanS]

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-

[M_ichel]

Hi.

I have emailed the documents requested.

Thanks.