Collective 2 wrong stops

This is the 2nd occassion that C2 has triggered stops when price doesn’t actually trade at the number.



Why does it do that on the S&P, when the stop is outside the range by .25 on the E-mini?



Franco

I’m a bit puzzled why you say the price never hit 1241.75 when you can in fact see that your AutoTraders actually filled at that price in their real-life accounts. So the price was hit. Do I misunderstand your question?

but the high of the day (globex) was 1241.50…



so i’m curious, how would it get filled @ 1241.75

Who are you going to believe – me or your lying eyes?



But seriously, I don’t make the trades, I just report what the brokers report to me. And this order was filled at 1241.75. Truly it was. In a live trading account. So obviously either GLOBEX is not accurately reporting the real high of the day, or your data service is delayed or flaky.

I have two independant live data feeds that say the high was 1240.50.



And I prefer you don’t call me a liar!

Franco -



That phrase - “Who you gonna believe? Me or your lyin’ eyes?” is based on an old (too old, apparently) joke. (It starts, I am afraid, this way: “A woman walks into her husband’s bedroom and finds another girl in the bed…”) I meant no disrespect, but in hindsight, I see my humor may have been, well, not too humorous.



As far as your data feeds, I’m unable to provide any other information other than to say that the order was indeed filled in a real-life customer brokerage account. I do not know what else can be said other than that.

Franco -



I checked 3 sources, and all say the high on 11/17 was 1241.75.



You can go here for the official settlement:



http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_settlements_futures.html



My Sources: Tradestation, ESignal and CME.

Thanks Kevin & Matt.



for some reason my tick data didn’t pick up those trades going through @ 1241.75.



It wasn’t until later on that I reloaded the data that those trades appeared.



my apologies.