Bid/ask

[forexpx]

Hi guys,

I'm new to futures and wanted to know why at times price can be lower than the bid and higher than the offer?

Does this happen during active market conditions or during low volume times?

Thank you!

[NinjaTrader_Kyle]

Hi forexpx,

Thanks for your post.

I'd recommend that you bring this up with your data provider to see if they can offer any clarification as to why this would be. In terms of the NinjaTrader software, you would see only the display of the bid, ask and last price values sent to the software from the data stream that you're connected to - if those values result in last price being lower/higher than bid or ask that is what would be displayed.

[forexpx]

The price being displayed is correct. The data provider is CQG through AMP Futures. When entering a market order at price x for a short the price that was filled was much lower than current price.

[NinjaTrader_Kyle]

Hi forexpx,

Would the order issue we're discussing take place in a broker account or the NinjaTrader simulation account?