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[Build 137.1639 RC3] list of trades : open price not matching DataManager open price





Sometime the open price of a trade (in the list of trades) does not match the open price of the instrument in the DataManager

in this case, the open price of the trade is not even between the high and the low of the bar.

Please see attached video and screen capture

Attachments
open price do not match Datamanager price.mp4
open price do not match Datamanager price.mp4
(5.67 MiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Waiting for information
  • Priority Normal
  • Assignee Mark Fric
  • Category Backend

History

E
#1

Emmanuel

12.06.2023 12:56

Task created

E
#2

Emmanuel

12.06.2023 12:57
Voted for this task.
TT
#3

Tamas

12.06.2023 13:58

Status changed from New to Waiting for information

Hello Emmanuel, can you attach the problematic strategy to reproduce the issue ? Thanks, Tamas
E
#4

Emmanuel

12.06.2023 14:06

Status changed from Waiting for information to New

Attachment image-0.png added

Attachment image-0.png added

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E
#5

Emmanuel

12.06.2023 14:07

Description changed:





Sometime the open price of a trade (in the list of trades) does not match the open price of the instrument in the DataManager


Please see attached video and screen capture

E
#6

Emmanuel

12.06.2023 17:17

Description changed:





Sometime the open price of a trade (in the list of trades) does not match the open price of the instrument in the DataManager

in this case, the open price is not even between the high and the low of the bar.

Please see attached video and screen capture

E
#7

Emmanuel

12.06.2023 17:18

Description changed:





Sometime the open price of a trade (in the list of trades) does not match the open price of the instrument in the DataManager

in this case, the open price of the trade is not even between the high and the low of the bar.

Please see attached video and screen capture

E
#8

Emmanuel

12.06.2023 17:50


Whatever is the template it should not be possible to open an order outside of the range Low High of a bar

E
#9

Emmanuel

12.06.2023 20:08
In this case, SQX is executing one order limit short then one order limit long. (on the next bar?)


maybe this is why, the the trade open above the high on the next bar ?





E
#10

Emmanuel

13.06.2023 12:26
Here is another example where the open price is outside High - low range :


https://drive.proton.me/urls/CVGD06B0HM#XhyUN6pn5LXO



TT
#11

Tamas

21.06.2023 13:06

Assignee changed from Mark Fric to Mark Fric

Status changed from New to Waiting for information

Category changed from None to Backend

Hello Emmanuel, can you attach the problematic strategy to reproduce the bug ? Thanks in advance, Tamas
E
#12

Emmanuel

22.06.2023 12:54

REF : N UB 17 (12/06/2023 : 12:27)

Hello Tamas,


I will create a strategies with an order limit producing this error. (N UB 17  : 12/06/2023 : 12:27)


I will need few days to create the template


Emmanuel





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