Yesterday I had $500 of slippage on a “market order” and that prompted me to report an error and request a correction to the trade fill data. I checked the exchange data and did not see anything anywhere near where C2 reported hypothetical fills for that date and time.
Today C2 reported my “market order” filled with $1800 of slippage! Again, I checked the exchange data and do not see anything that supports $1800 of slippage for EMDH6.
So what is going on here? I am seriously concerned that this is damaging the reported hypothetical performance of “Frontier LTD (95883303).”
There is no reason for me to renew my listing if there is such a HUGE disparity between C2 reported hypothetical fills on the one hand vs. TradeStation computed hypothetical fills and corresponding data coming from cmegroup.com.
Hi Definitive:
I am definitely going to try my best to help you quickly… but probably the forums aren’t the best place for the kind of information exchange we’ll need to have in order to resolve the issue. I’ll need to collect a bit more info from you in order to help. So: I will open a case for you at the help desk and someone there (well… probably me, I admit) will be able to ask you for more info, and help solve your problem. So, I’ll check in with you via the help desk and will close this thread.
Matthew
Ahh… I see what’s going on.
A quick check of the CME web site has revealed that C2 has incorrect trading hours in its database for the E-Mini Midcap 400. The market is open only from 18:00 to 17:00. (We incorrectly had it listed as open until 17:30 - 30 minutes too long - which is why our hypothetical fill engine filled you at these crazy prices at 17:25.) I will fix and report back to you via the help desk.
