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Price execution that doesn't exists


Call me crazy, but we care very much about our client’s money and don’t understand how they are getting harm from time after time; that’s why we are always submitting those tickets to understand and share the issues.
Yesterday we executed an order for the NQ.
Not only we put a limit order for a specific price, and the execution was by 13 points difference ( there was no volatility in the market at that time ) How is that possible to get a different price on Limit?!?!
But most importantly, HOW IS THAT POSSIBLE that they got a price that doesn’t exist on the market???
Good thing we were just in 1 contract the equal 260$ but again, what will happen if we were in 5 contracts ( something that our portfolio allows )
I’m attaching a picture of the fill price and attaching and the market status.
The lowest that day was 11662 ( Esignal Data ), and the clients on C2 had 11657; how is that possible???

I am waiting for your update about this issue.
Thank you

I think you are confused. You are looking at the Esignal data for the January contract (month code F), whereas what you traded at C2 was December (month Z). As you know, futures contracts for different expiration-months have different prices.

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My apologies for budding in, but actually I think you are both confused :slight_smile: There is no “F” contract for NQ, it’s either H/U/M or Z so I’m assuming the #F stands for front month. Regardless, the trade was entered right at the cash market close which is normally volatile and this time was no different. See attached chart where the 1 minute bar from 4:00 to 4:01 ranged from 11647 to 11670.25, So in reality one of your subs got a great fill and chances are if you submitted a limit order that immediately became marketable then C2 will do it’s best to auto sync that, likely with a market order. I honestly don’t see any problem here, it’s the timing of the trade that needs consideration.

My bad! Of course there’s no January contract for NQ. That was a dumb mistake.

And so, yes, the #F contract that avibutz refers to in his eSignal data must refer to the front month in eSignal symbology.

The main thing I really want to stress is that C2 showed the prices that actual traders received in their actual accounts. So there can be no doubt that these prices occurred in the market, regardless of what Avi’s data service claimed. I agree with you JH5: the disconnect here probably involves a different interpretation (by eSignal) of when a daily session starts/ends.

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