Jump to content
garrettkolson

Discrepancy between price stream data and chart bar data

Recommended Posts

Hi there,

I experienced an odd problem this morning.

I have an entry algorithm set up to place a buy stop entry order 2 pips above the high price of the current bar given a certain set of circumstances - this happened on EUR/USD this morning at 10:14:55 UTC.

This call returned a red card for an invalid minimum distance to target - well and good. However, the bid/offer prices that caused this to happen (that I'm receiving from Lightstreamer) don't appear to line up with the actual chart data.

The order trigger level was set for 1.1329, with a bid/offer of 1.13288/1.13304 (which should still have been ok w/ EUR/USD?). However, in reviewing the chart, it looks like these prices weren't actually hit until after 10:15 AM. I'm just trying to understand what happened here, as it appears that the order should have been fine.

Thanks!

Share this post


Link to post

Hello,

For these types of queries, please contact client services where they are authorised to take your account details and investigate further. 

Kind Regards, PM  

Share this post


Link to post

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
×