Dynamic fill, bid/ask

[dave1992]

1. I suspect your PC clock was slightly out of synch. Please note that Zen-Fire's real-time data is natively time stamped.

2. I see an ask price of 1.2207 listed for 2:24:28 AM as well.

1. My PC clock is kept in sync every 30 mins - but I suppose it's possible.

2. That's not in my ask list. The first trade was supposedly at 2206 and the second at 2207, which isn't attained until 4 secs later

[NinjaTrader_Jason]

I am not sure why you do not list such prices. I loaded the historical ask data while connected to Zen-Fire.

I suggest to contact your broker for clarfication how your live order was executed and what data was used.

[dave1992]

I am not sure why you do not list such prices. I loaded the historical ask data while connected to Zen-Fire.

I suggest to contact your broker for clarfication how your live order was executed and what data was used.

That won't help, since the live order seems completely consistent to me, and it's the sim order which appears to have acted on a price that didn't exist at the time.

[NinjaTrader_Jason]

I suspect the simulation order executed on ask data at 2:24:28 AM. Since your PC clock was slighty out of synch, the trade was time stamped as 2:24:27 AM.