I trade ES with IB and I keep getting my stop order triggered AND executed at price OUTSIDE of the reported trading range. Anyone with the same experience? Today for example, I had ESZ9 stop sell at 1059.25 at 10 minutes before 4PM ET. It traded down 1059.50 before ramping to 1062 but IB says my stop was executed at 1059.25! This has happened many times. WTF?
I show the ES traded at 1059.25, so your order was triggered and filled. What data feed u looking at?
IB got back to me regarding this issue. They showed a time and sales history where it shows the bid actually being dropped and the contract traded. Somehow the QT chart and its time and sale history do not show this. When I clear QT's quote data and backfill it again, the low price does show 1059.25 where my contract was traded. I guess the feed from TWS to QT misses some quotes. Anyone know how to make QT to receive all ticks from TWS?
YOU ACTUALLY GOT LUCKY THAT YOUR ORDER WAS EXECUTED. They are so many constant changes at that firm, now orders are'nt guaranteed to be executed anymore. They will not execute an orderif it's palced outside "the range". Ridiculous.
Run an IB chart and a QT chart with an IB feed, at the same time. They are always different. Open/Hi/Lo/Close/Volume. Occasionally they will match, but usually something is different. I've been seeing this for years.
I once had a 2-point stop loss from my entry price, but IB executed my stop loss at 1.75 points. It seems IB was very eager to trigger my stop loss, it scared me.
Talking about difference, I run two brokers' platforms at the same time and they always give me different bidding and asking sizes. It seems one of them is hiding portions of bidding and asking. I know some brokers routinely route their customers' orders to their own market makers for a fee......
I'm not knocking IB or QT. I'm just saying, one of them has it wrong. Far be it from non-tech me to say who is not doing the job. But, the charts don't match. And, when you collect the IB data into QT live, then clear the data, a different set of data backfills the chart from what was originally sent from IB to QT. So, was the originally sent data wrong or is the backfilled data wrong???
Well, if the bid drops 2 point and then quickly rise one tick before your stop is executed, one can expect a fill at 1.75, right? Are you saying it never dropped 2 point? In my case, QT quote and chart was just missing some fast quotes from IB's TWS and hence the confusion. It seems the stop was correctly executed.
IB's simulated account can give some really bad fills.. it's always good to be sure that a person reporting something is using the real account.. which the posters in this thread seem to be doing.... just my $2C..