On Sep 30 (Tuesday) at 15:24:20 my pre-entered order to buy to cover 2 NQ contracts at 1310.5 was executed and my position was closed for a profit. While I was already taken out, my datafeed was still showing NQ prices 2 points above. The high and low of the 15:24 bar are 1312-1313. The time of sales did not show any transaction at 1310.5 during 15:24. I checked on eSignal and also on Tradestation and they both didn't show my transaction. The datafeeds show transactions 2 points above my execution price during that minute. Any ideas why? some sort of globex issue? maybe the trade was reported late (since at 15:25 transactions already were shown at 1310.5)? Can we trust our datafeeds? ??? 50
You can check the CME time and sales and see if it is different from what esignal had. Could be an Esignal latency issue. What connection speed are you tading over?
I just checked globex time of sales data and my trade showed at the time i specified. It's not an internet problem because if you check esignal or tradestation data it will not show this trade, even now in hindsight..