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Wrong Target Fill
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Wrong Target Fill

  #1 (permalink)
Elite Member
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steveh3167's Avatar
 
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Wrong Target Fill

I sent a support request to NT (using Help from the Control Centre) but not in time to receive a response before the weekend.

I am wondering whether anyone else has noticed a problem with trades being closed with a wrong target fill price.

I updated to the latest NT release last weekend and re-established the CQG data feed connection as well.

I think I recently read somewhere on the forum about the current CQG data being a beta release but I haven't been able to locate the thread.

The target fill price shows 6281 which is obviously wrong as price is nowhere close to that level. The entry fill price is correct. The actual target price was around 6306.

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

Any feedback greatly appreciated.

I have also posted a message on the NT Support Forum just in case NT have anyone monitoring it over the weekend.

I will update the thread with any advice I get from NT.
Steve

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  #2 (permalink)
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NT Support reply

This is the reply from NT support.

This may be due to the custom bar type that you are using on the Chart. You may want to try it again with the built in "Renko" bar type instead of the "RJay's RenkoHybrid".

I have replied that I don't think this could be the case as I have used RJ's bar for sometime and not experienced any fill issues in the past.

Steve

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  #3 (permalink)
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Sim or cash.

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Big Mike View Post
Sim or cash.

Mike

Good question mike, I've experienced this on sim with ninja, but don't know how it could happen live seeing as how the fills are done at the exchange in real time?

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  #5 (permalink)
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Big Mike View Post
Sim or cash.

Mike

It was a Sim trade.
The reply from NT support didn't ask this question but do you think this could be the answer?

I did another trade sometime later that didn't have the problem, ie the target fill was correct.

I located the thread mentioned in post 1.
It is Brokers and Data Feeds - Data Feed Issues on Ninjatrader/CQG.
Post 8 seems to be particularly relevant as it relates to ZS and my trade was on Z.

I got stuck on how to link the post to this one, sorry.

Steve


Last edited by steveh3167; March 24th, 2013 at 03:38 AM. Reason: Additional details
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  #6 (permalink)
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NT response

I had a request from NT yesterday to supply the Order ID and following is the reply (for those interested).

"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".

Steve

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