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Wrong Target Fill

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    Wrong Target Fill

    I didn't get my support request to NT in time to receive a response but am wondering whether anyone else has noticed this problem.
    I updated to the latest NT release last weekend and established a new CQG data feed connection as well.
    AMP is the clearing house.

    The target fill price shows 6281 which is obviously wrong as price is nowhere close to that level. The entry fill price is correct.

    I also noticed the same problem the day before but just thought I had mucked something up.

    Any feedback greatly appreciated.
    Steve
    Attached Files

    #2
    Hello steveh3167,

    Welcome to the NinjaTrader Support Forums!

    Please see the email that I sent to you.
    JCNinjaTrader Customer Service

    Comment


      #3
      whats that about?
      emails arnt much help to others who may be interested

      Comment


        #4
        Originally posted by poeds View Post
        whats that about?
        emails arnt much help to others who may be interested
        I didn't feel that the reply received in the email was accurate so I did some further follow-up. Following is the latest response which I can accept as being the most likely cause.

        "The simulation engine works off of bid/ask data to determine at which price an order will be filled. It is possible you received a bad tick from the feed around this time which triggered the order to fill. If this occurs, the limit will be triggered to fill at the best price available based off the bid/ask information that is being reported to us at that time.

        This would only occur in simulation however. In the case of live orders, the order fills are determined by your broker based off of market dynamics".

        Comment

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