Missing Bid-Ask levels

 

A question probably for the developers.
Often the trades in the feed are at the wrong Bid and Ask levels.
That is, purchases are made at the Bid level, but sales are made at the Ask level.
It appears as if the rendering is lagging. But the same data
is in the feed. When full data is saved, Bid-Ask fluctuations are available along with
trades and everything is the same there. Some deals hang
in the air. I need undistorted data in the indicator.

Where is this data distorted and can it all be corrected?
Bid-Ask

Here I have finished what it should be. Incorrect data spoils the whole picture.

 
I forgot to explain. Demo account, AMP broker. E-mini S&P500 (EPZ20)
Maybe it's because of the demo account, I can't check it yet.
If anyone has access to the real, we can compare.
Документация по MQL5: Константы, перечисления и структуры / Состояние окружения / Информация о счете
Документация по MQL5: Константы, перечисления и структуры / Состояние окружения / Информация о счете
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, то позиции по каждому символу разрешается закрывать только в том порядке, в котором они были открыты — сначала самую старую, затем более новую и т.д. При попытке закрыть позиции в ином порядке будет получена ошибка. Уровень залоговых средств, при достижении которого происходит принудительное закрытие самой убыточной позиции (Stop Out). В...
 
If the highest Buy Limit is triggered, the trade will go through at the Bid price. After all, the Bid price is formed by the highest Buy Limit and the Ask price by the lowest Sell Limit.
 

I understand all this, rightly so.

The counterparty is always on the opposite side, after all.
Limiters are always reducible to the market.
This is often not the case here. I'm not talking about an exchange order.
It's about providing information.




csv


tics

 
The data is already messed up thanks to HFT, and now it's all upside down at the terminal level
. I'm not the only one who has such questions.
You could say I'm moving in the wrong direction one way or another, there's still only noise out there.
Noise there or the system is no reason to leave things as they are.
We need to get the terminal up to speed.
 
Ihor Herasko:
If the highest Buy Limit is triggered, then this trade will be executed at the Bid price. After all, the Bid price is formed by the highest Buy Limit and the Ask price by the lowest Sell Limit.

By the way, for the sake of interest I just set the minimum Buy Limit, and watched the Bid price stand on it for a few seconds and go up a couple of times, and only when the Bid went lower did it activate.

did you try this on forex, this E-mini S&P500 index, or fund? Should it be exchange-traded?

 
Aleksey Mavrin:

By the way, just for the sake of interest, I set the minimum Buy Limit right now and watched the Bid price stand on it for a few seconds and go up a couple of times, and only when the Bid went lower did it activate.

did you try this on forex, this E-mini S&P500 index, or fund? Does it have to be exchange-traded?

It's an index futures. And it doesn't have to execute.
FIFO works there, last in last out and they will execute.

 
Andrey Gladyshev:

It is an index futures. And it doesn't have to execute.
The FIFO works there, the last in last out will be executed.

I noticed that in forex and other similar markets like CFDs, there are no limiters in the exchange sense, because there is no exchange, but it's only for fun)

I want to ask if there is a sense to use this AMP. I`m very attracted by stock access to CME and the American Fund on MT5, but I don`t know about commissions, risks and other nuances.

 

In general, a stock exchange is like a stock exchange. You can find the details of the contracts and all the commissions as it is.
I don't think anyone will cheat you there. If you have earned a million, you will get everything.

 

If anyone has access to Ameri on the real, please share the information.
If this is a bug in the terminal, you need to fix it.
Or maybe it's not on the terminal level either.

But maybe it is not at the terminal level. Suppose the deals are in place.
then the information about bid and ask positions is just late.
You don't need access to the stack here.

 
Andrey Gladyshev:
The data is confusing as it is, thanks to HFT, and so it's also flipped at the terminal level
. I'm not the only one who has such questions.
You could say I'm moving in the wrong direction one way or another, there's all the same noise out there.
Noise there or the system is no reason to leave things as they are.
We need to get the terminal up to speed.

However, if you look more closely, it is possible that the limit orders, thrown into the spread, have converged there, and you can see that the last trade in this millisecond is a sell, i.e. as if there was no reason to change Asc, not sure if it's true)

Reason: