real-time SIM: Buy order not filled - impossible?

[spearchew]

Hi there.

Got a couple of screenshots to show you all. They have me a bit confused.

http://s17.postimage.org/m16g09ubz/sc1.png

http://s17.postimage.org/49utltexb/sc2.png

So i had a resting limit buy order working at 14.5

There was a sudden spike down during the run-up to the imminent Fed meeting.
But ... whaaaa.... no fill for me? Marked spikes down in 1 second, through my limit buy, and spikes back up again... and im not filled?

To clarify: Im running SIM via CQG data feed.

Any guesses as to what went wrong?
Was the move so violent that the SIM tripped up on its own feet?

Thanks in advance !

[NinjaTrader_Lance]

Hello,

While it's not possible to say what would have happened if this were a live trade, the limit order does not guarantee you are to get filled. If liquidity is not high enough to get your ordered filled at 14.5 or better you will not be filled. In this example it looked like it spiked below this price for a brief instant and then right back above.

http://www.investopedia.com/terms/l/limitorder.asp#axzz2ErIeFyCB

Please let me know if I can be of further assistance.

[spearchew]

haha, thanks .

anyone else?

[spearchew]

Lance

Thanks for the response.

The problem I have with it is, my order was only 3 lots large. Actually there were 3 separate 1 lot orders! So I don't see a lack of liquidity as in any way a problem.

The chart is telling me that somebody exchanged contracts at a price below the price my limit buy orders clearly indicated I was willing to trade. Just sounds like an impossibility to me. I cannot fathom a (live) situation in which the order would not have been filled.

That the simulator was at fault seems the most likely situation to me, but I am open to other theories.

[NinjaTrader_Lance]

Hello,

It is possible several lots were traded at and below your limit price, but if your order was not in front of these orders you would not have been filled. This situation can and does occur in live trading. Whether or not it would have happened in this example is unknown.

The exact method of how orders are handled on a simulated account is a propriotary algorithm but it is based off of volume.

Please let me know if I can be of further assistance.