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not getting filled on market replay of news item

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    not getting filled on market replay of news item

    I'm trying to practice using a stop limit order to catch a news event that skyrockets (up in this case) very quickly, in under 10 seconds.

    I seem to have varying results of not getting filled or getting filled very far from my limit price.

    From what I have heard, this is not happening on live trading.

    what's the deal?

    #2
    That could happen depending on the speed you are running market replay. The simulator runs off of its own time and it may take 500ms to fill. If your replay is at 40x then you the price where the order is filled could be much different than when the stop price was triggered. Try running it a 1x speed. At that speed, the fills occur based on our simulation algorithm.
    RayNinjaTrader Customer Service

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      #3
      I was running at 1x speed already. Fills were quite delayed. I suspect that the delay is greater in replay than live.

      Comment

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