Getting filled higher than the high of bar - LMAX  [SOLVED]

I have this issue of getting stopped out higher than the high of the bar. I've contacted LMAX side and they told me that the fill did happen, just that the chart didn't capture it. It would appear that the charts were plotted using the BID prices, instead of the traded price I would expect.

From LMAX

Please note that you should only use 'Ask' or 'Bid' price when loading the charts as we do not publish 'trade' prices

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How do I correct this issue?

Thanks in advance.

Hello vahalla,

Buy and BuyToCover orders are filled on Ask prices, Sell and SellShort orders are filled on Bid prices. You can check the Ask price series to make sure such price level was reached. How to select the quote field for the chart: https://www.multicharts.com/trading-sof ... uote_Field

Please keep in mind that there is no "Trade" data provided by LMAX. Quote Field "Trade" plots "Bid" data when the option “Build trade ticks from ask ticks and bid ticks” is disabled in LMAX data feed configuration. When the option is enabled - quote field "Trade" includes both Bid and Ask prices which makes the Volume Profile feature usable for Forex symbols. Trade field records a new tick even if only the Ask price/volume has changed and does not wait for the Bid to change either price or volume.

Hi Henry,

I did what you wrote and it works after I clear the cache and deleted the data in the quote manager. I'll monitor for a while and see if I still get weird fills. Thanks a lot for the help!