Why didn't my trade print on the chart? Screenshot

Discussion in 'Trading Software' started by VEGASDESERT, May 26, 2020.

  1. ajacobson

    ajacobson

    Generally odd lot - otherwise everything eventually will print. If not an exchange then upon a TRF, but still hits the tape. FINRA has a time limit to report.
     
    #11     May 26, 2020
  2. VEGASDESERT

    VEGASDESERT

    Are you sure this makes sense?

    I already know td order flow gets routed to hft firms like citadel, virtu, etc..

    But its an executed trade lol. its in time and sales.
     
    #12     May 26, 2020
  3. VEGASDESERT

    VEGASDESERT

    As a side note, its the best fill in that 3 or 4 minute time span. So perhaps
    this price improvement that is advertised is real, although it was a limit order so idk.


    Went to citadel btw..

    CDRG.JPG
     
    Last edited: May 26, 2020
    #13     May 26, 2020
  4. Sekiyo

    Sekiyo

    What was your order ?
    A limit to buy 15 @ 117.92 ?

    Limit orders aren’t shown on the T&S
    We can see selling happening at your price,
    These sellers are the ones that filled your limit.

    If you want your order to be displayed on the tape,
    You need to execute market (triggering) orders.
     
    Last edited: May 27, 2020
    #14     May 27, 2020
  5. bpr

    bpr

    it could only mean one thing ...low quality datafeed ... does not contain all ticks
     
    #15     May 27, 2020