MT5 - Strange behaviour with ASK and BID values at the market watch

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Gentlemen,


I am experiencing an unusual (I think it is unsusual) behavior in my MT5 platform, as illustrated in the attached image. In the screenshot, numerous ticks (last deals) appear to occur outside the ASK/BID spread range.

This observation raises me the questions:

How is it possible for trades to be executed outside this range since a buy order is always executed at the ASK price and a sell order at the BID price?

Maybe the broker's  ASK/BID values provided are incorrect?

Upon closer inspection, it seems that the ASK and BID prices provided by the broker's server are not from the realtime order book, instead derived from previous last deals, possibly through some form of averaging, resulting in a noticeable delay. These discrepancies between the last tick price and the ASK/BID prices potentially impact EA scalping simulations, even using realticks. Example: If a condition is triggered using the last price, the corresponding trade will be executed at the ASK or BID price, which are delayed.

For reference, the market watch displayed consists of real ticks exported from my broker and imported into a custom symbol. The symbol is the Brazilian IBOVESPA MINI STOCK INDEX JUNE 2025 (WINM25)

I would appreciate your insights on this matter.

Thank you in advance for your attention.

Best regards,

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leonardoafcabral:

Gentlemen,


I am experiencing an unusual (I think it is unsusual) behavior in my MT5 platform, as illustrated in the attached image. In the screenshot, numerous ticks (last deals) appear to occur outside the ASK/BID spread range.

This observation raises me the questions:

How is it possible for trades to be executed outside this range since a buy order is always executed at the ASK price and a sell order at the BID price?

Maybe the broker's  ASK/BID values provided are incorrect?

Upon closer inspection, it seems that the ASK and BID prices provided by the broker's server are not from the realtime order book, instead derived from previous last deals, possibly through some form of averaging, resulting in a noticeable delay. These discrepancies between the last tick price and the ASK/BID prices potentially impact EA scalping simulations, even using realticks. Example: If a condition is triggered using the last price, the corresponding trade will be executed at the ASK or BID price, which are delayed.

For reference, the market watch displayed consists of real ticks exported from my broker and imported into a custom symbol. The symbol is the Brazilian IBOVESPA MINI STOCK INDEX JUNE 2025 (WINM25)

I would appreciate your insights on this matter.

Thank you in advance for your attention.

Best regards,

It's not unusual and not related to MT5 specifically, though possibly (I can't check as I only have MT5) it happens more often on MT5 data as the Bid/Ask are not updated fast enough.
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