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Tradestation 9.5 Fill price mismatch

I’m getting very heavy mismatches between the actual fills on Tradestation 9.5 and the recorded fills on C2. The problem seems to occur primarily on the exits rather than the entries and can differ $3 or more on the S&P emini which is surprising as its obviously highly liquid. I have had no luck getting through to the C2 helpdesk on several occasions. Do they exist? Would be grateful for some help (or if Matt could get his support to contact me, that would be great). Thanks.

Nick

Hello Nicholas,

I know your issue and it’s not an isolated one. There are some cases due to Easylanguage limitations and the way how the plugin was designed the entry/exit orders are sent in a wrong sequence to C2 API and the position should be re-synced after 1-2 minutes.

This is why the slippage, delay occurs.

The avg publishing time (from platform to c2 api and strategy) usually happens within 1 second based on few millions of historical data), except for some corner cases, like yours.

We will work on a new version of TS plugin, probably rebuilding the order data publishing method, but will take some time.

I will keep you informed in PM directly and also update this topic.

This is fine Lorant but I’m still getting mismatches over 4 months after I put the strategy up on the site (including yesterday and today $2-3 mismatches). This is not really acceptable when I’m paying monthly subscription fees. Assume C2 will rebate me the fees I have been paying whilst this has been going on? You and I have talked about this on multiple occasions and we still dont seem any closer to a resolution, notwithstanding our last session which took significant time and effort. I’m not sure why I should be paying for a track record that doesnt reflect the true position (its not even close)

Matt, if you’re seeing this (which I assume you are), can you respond to my above post? The other problem I’m having here with the size of the mismatches is that people who I know who may subscribe to the strat will not do so until this is fixed. It is preventing me from getting TOS certification as I dont want to trade it in a separate account if the signals are wrong (if we were talking about a quarter point or so, that’s fine but not $2-3)

Lorant, can you give me an update?

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