Posted: Nov 07, 2019 @ 03:13 PM             Msg. 1 of 9

My program sends a market order (buy or sell) through the API and the price that it is filled at is ticks and sometimes points away from the current market price that I’m seeing in different charts/DOMS. This started happening this past Monday afternoon.

Posted: Nov 07, 2019 @ 03:17 PM             Msg. 2 of 9

The fills in the developer environment may not offer realistic price with every order. It is purely a simulated environment. Obviously in production, we do not handle fills, the exchanges fill orders.

Posted: Nov 07, 2019 @ 03:22 PM             Msg. 3 of 9

Understood. However, I've been testing/observing the program in the developer environment for months and have not seen this in the past. I can understand a tick here and there, but it's every order and it's normally points away. Sometimes up to 5 points from current price reflected in the developer OEC DOM. There is definitely a problem and I'd appreciate it if someone looked into it.

Posted: Nov 07, 2019 @ 03:24 PM             Msg. 4 of 9

Also, as I mentioned in my first post, this was not happening until after the developer environment came back online after the outage from this past Sunday into Monday.

Posted: Nov 07, 2019 @ 03:28 PM             Msg. 5 of 9

I will have our Developers review this matter, but you should not take stock in the actual fill price. This is a testing environment for purpose of development, not a production environment.

Posted: Nov 07, 2019 @ 03:40 PM             Msg. 6 of 9

I understand and appreciate the development team taking a look in this. Thanks!

Posted: Nov 15, 2019 @ 09:15 AM             Msg. 7 of 9

Is there an update on this effort? The problem is still occurring making it almost impossible to test our program's overall effectiveness. We currently have to record the market 23 x 5 and review every trade to find the actual price vs. the filled price. It is extremely time consuming. I just witnessed a trade taken where the developer DOM's price was accurate, but the trade was filled 3 points away from the DOM price. I'd appreciate your efforts to get this resolved. Thanks!

Posted: Nov 15, 2019 @ 12:47 PM             Msg. 8 of 9

Sorry, no update to offer. It is in the pipeline to be reviewed.

Posted: Nov 15, 2019 @ 03:31 PM             Msg. 9 of 9

Do you have a timeline associated with the pipeline? Days? Weeks? Months?