Order executions at completely wrong price

[Oceans]

Good morning,

several times in the last few weeks, while in simulation mode, I experienced the execution of resting orders while the actual price was at a completely different level.

I have a lifetime license for NinjaTrader 8.0.19.0 64-bit.

I use DTN IQFeed client version 6.1.0.20.

I attach an example of the issue.

I look forward to your kind response.

Best regards

[NinjaTrader_PatrickG]

Can you reproduce this symptom at will? Or did it seem to only happen to those sim orders?

If you observe the ask/bid price in Chart Trader, does it match within a tick or two of the last traded price marker? Here is the comparison I'd like you to make:

https://www.screencast.com/t/a1AjSwQ8rD9I

[Oceans]

Hello Patrick,

I didn't recognize any particular pattern when the problem occurs. It happened several time, everytime with target limit orders far away from the actual price.

Regarding the ask/bid price, at the moment is coherent with the chart price. I can't say for the moment the problem occured as I didn't notice it.

[NinjaTrader_PatrickG]

If this happens again, make sure to check the ask/bid/last price are all copacetic.

If data agrees but fills still occur at erroneous prices, I would recommend resetting the Sim101 account as there may be some type of corruption. Resetting a simulation account will clear all historical trade data from this account. Please follow the instructions below to reset a simulation account.

• From the NinjaTrader Control Center window select the Accounts tab
• Right click on your simulation account and select 'Edit Account'
• Press the "Reset" button

[Oceans]

I resetted the sim account as you suggested but the issue occured again soon after.

As a test, at 20:47 (CET+1) I bought a NQ contract and I entered 3 limit take profits and 3 limit buy orders as per the images attached.

At 22:02 (CET+1) the 3 limit buy orders have been executed at a price about 120 ticks away from the actual price and even much lower than the 3 limit prices I entered (this excludes a sudden and huge drop of the bid price: either in the unlikely case it had happened, the executions would have been accounted at the higer limit price I entered, not at the 7.705,50 we see in the executions tab).

It's difficult to stare for hours at Ask/Bid price to catch the exact moment, as the issue seems to be random, so I can't say if the price exposed was correct, but I also checked the IQ Feed T&S and obviously at the time the issue occured there hasn't been any 120 ticks sudden drop in bid price.

[NinjaTrader_PatrickG]

Please send me your log and trace files so that I may look into what occurred.

• You can do this by going to the Control Center-> Help-> Email Support
• Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
• Please reference the following ticket number in the body of the email: 2299618 ATTN PatrickG