bad fill

[tradr]

anyone explain why a 6E Buy was filled at 1.4521 when the price bar was at 1.4505 ?

see attached

[NinjaTrader_Jason]

Hello tradr,

NinjaTrader must have receieve a price for the order to be executed at 1.4521. Was this on the sim101 account or your live account?

If this was in your live account, I suggest to contact the broker/exchange as well to check why the order executed at such a price.

[tradr]

demo account

[NinjaTrader_Jason]

Hello tradr,

NinjaTrader must have received data at such a price for the order to be executed at such a price.

Most likely you received this bad tick in real-time only, thus the price is not reflected in a chart loaded with historical data.

You can enable the real-time tick filter to filter out bad ticks. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Real-timeTickFiltering.html

[tradr]

hi NinjaTrader_Jason, i'm not following your explanation

a bad tick in my experience is displayed on the chart as a very long line, it's usually
been 100 ticks or more, an obviously incorrect price

i only load 1 days data so don't know what you mean by "Most likely you received this
bad tick in real-time only, thus the price is not reflected in a chart loaded with historical
data." i don't understand why the bar wouldn't have been drawn up to 1.4521

have you looked at your chart to see if there's any difference ? mine's a 12 Tick chart

[NinjaTrader_Jason]

Yes, the bad tick is not present in the historical data. But it was received real-time. Thus it is not displayed in the chart that displays historical data.