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Problem between Orders and Executions

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    Problem between Orders and Executions

    I may have nothing to do with having recently downloaded 6.5.1000.9, but I am experiencing some glaring differences with some of the data recorded between Orders and Executions.

    For instance, here's a copy of the Order record:
    ES 06-09 Buy Limit 10 814.75 0 Filled 10 814.75 0 Day Sim101 Mirus a06ff58c3516472dbb8bfebdf1817932 a06ff58c3516472dbb8bfebdf1817932 3/27/2009 15:29 + - X
    Here's the corresponding Execution record:
    ES 06-09 Buy 10 817.75 3/27/2009 15:29 9dc7f4e2420845a69de3a13211c1cbfe Exit 10S a06ff58c3516472dbb8bfebdf1817932 2.2 1 Sim101 Mirus

    Notice the difference in the price.

    Oddly, I think the StaticDOM is showing the final PnL Correctly, but the Summary is using the Execution records.

    #2
    Here's a pdf file with the complete set of orders and executions.
    Attached Files

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      #3
      Hi Miker,

      Thank you for your post.

      Please try repairing your database: Tools --> Options --> Misc --> Repair DB.

      Does this have any effect.
      Ray S.NinjaTrader Customer Service

      Comment


        #4
        Sorry - that didn't fix it.

        Comment


          #5
          Which report is showing the correct values, Orders or Executions?
          Ray S.NinjaTrader Customer Service

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            #6
            I'm pretty certain the Order values are correct and cannot figure out how the Executions could possibly be. I know I occasionally accidentally enter a limit order when meaning to enter a stop order and seem to have the stop order set to market instead of limit, but this type of mistake doesn't explain what I'm observing. I checked the price on the chart at the time of the first buy order and it was within a tick or so of the order price.

            I'm currently doing some testing using the simulated data feed to see if that reproduces the problem.

            Comment

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