Trading Simulator Gives Incorrect Market Entry Prices

TraderBiku · December 13, 2022, 4:44pm

Hello,

I am trying to use the built-in trading simulator function on Flow, but I have a problem where market entries are entered quite far from market price, meaning I don’t get meaningful data from the simulator. I’ve attached screengrabs below - please let me know if there is a solution to this - thank you.

In the first image, the chart is in sync with the live data feed - in the second image, about 1 second later, I have clicked “Sell Market” and the price wicks up and a trade is entered at the entry level shown - however on the live ES chart, no such wick exists. This happens with every market entry I make, both long and short.

Mod-JakeM · December 13, 2022, 6:12pm

Hello @TraderBiku,

Thank you for bringing this to my attention.

Can you kindly let me know what data feed you are using for live trading? Also, are you subscribed to level 1 or level 2 data.

I would strongly encourage you to update your platform if it hasn’t been already and see if this continues on the new update. Also, it may be worth trying to disable the simulator > Reactivate it > and replace the current symbol you have applied - reapply the same symbol and lets see if this behavior persists.

Please let us know.
Thanks,
Jake
Optimus Futures Support

TraderBiku · December 13, 2022, 6:29pm

Hi Jake,

I’m subscribed to Level 1 data I believe - I don’t actually remember choosing a data plan for Optimus Connect - I have disconnected from SIM several times and used other instruments and the issue persists - I will update and see if that has any impact.

Thanks -

TraderBiku · December 14, 2022, 12:38am

@Mod-JakeM I have updated and can confirm that the same issue persists - thank you.

reboeiras · April 18, 2023, 11:07am

Hi TraderBiku, I opened my account in December and noticed these same problems I didn’t go trading for some time hoping they would be solved. I also uploaded two images with on second difference. Look at the candle counter in the lower right corner of the image. Have you found a solution? I

Mod-MattZ · April 21, 2023, 10:17pm

The Flow trading platform supports integration with three data feeds: Optimus Futures, CQG, and Rithmic. All three providers offer real-time market data, high-speed data feeds, and advanced trading tools, with some variations in latency and focus on specific trader categories. If you encounter issues with your current data feed, consider contacting support for assistance in exploring alternative options.

If you experience glitches or delays in your current data feed, contact the support team to explore alternative options that suit your technical requirements better.
Best,
Matt Z
Optimus Futures

eifersucht9 · May 9, 2023, 8:45pm

Same issue with the sim here. Using Optimus connection level 1. If I market order the trade is placed about 10 points away from current price. This does not happen while trading live.

Mod-MattZ · May 9, 2023, 9:28pm

Could you please provide specific details about what occurred?

Thanks,
Matt Z
Optimus Futures

eifersucht9 · May 9, 2023, 9:56pm

Hello Matt, Today was my first day with Optimus and I was able to sign on for the last few hours of the market session. I trade range charts. Using the Optimus connection with the included level 1 data I placed a single contract market trade on the current /ES month. The simulated fill was 10 points above current market. The platform printed a full red bar 10 points above current market price then price continued as usual back down where the market was trading. I used brackets and when the limit was hit, no fill occurred despite price continuing past the limit. I duplicated this at least 8 times while re-loading the platform, simulated markets, and refreshing charts.

eifersucht9 · May 10, 2023, 4:01pm

I went into the sim today to see if the problem is still there. Here is what happens with a market short.
Screenshot 2023-05-10 095933

Mod-MattZ · May 11, 2023, 5:59pm

Thank you for providing us with your valuable feedback and bringing this situation to our attention. We are glad to inform you that this issue does not impact actual trading activities.
Our team is currently investigating the root cause of the problem in the sim engine.

Best,
Matt Z
Optimus Futures

Role · May 16, 2023, 6:09pm

I am also using sim account and noticed that tick data for the MNQ/NQ are not correct often large gaps appear which definitely should not be there…

Mod-JakeM · May 16, 2023, 7:54pm

HI @Role,

We will need to investigate this with our developers.

In the meantime, can you please try right-clicking your chart > reload history (server)

Does this fix the gap you are having? If there are any gaps in your data due to a disconnection or the computer being asleep while the market is live, you can follow the method above to remove all data from your charts and pull it back in from the server.

If there is a data gap, this should typically fix it.

Please let us know if this fixes your issue.
Jake
Optimus Futures Support

Role · May 16, 2023, 8:16pm

Thanks! I did do that previously and this has not resolved the issue.
Now, for some other reasons I needed to reintall the OptimusFlow platform. After I reinstall the platform and logged in with the same credentials tick data strangely starts from today only and tick data from the previous days is not available…

goldmund · June 7, 2023, 8:35pm

I just started using the simulator today trading MES and unfortunately it looks like I’m having the same issue, with the Optimus connection and Level 1 data. Is there by chance any update on this? Thanks!

goldmund · June 8, 2023, 2:20pm

Here is a screen shot of the live chart of MES vs the simulated chart. When I placed a market buy order it wicked down from 4725 to 4720. You can see the wick on the simulated chart on the right (yellow arrow pointing to it).

Mod-JakeM · June 9, 2023, 8:54pm

Hi @goldmund,

Welcome to the Optimus community forum! And thank you for your feedback as well.

I know you mentioned you were using level 1 data. To confirm, are you using the Optimus Flow built-in simulator with a live account connected? Or is this connected with a demo account? There were several reports from users that the demo server had issues filling today.

We have reported this to our developers several times and we do believe that the simulator is filling incorrectly because of how the Optimus Futures connection displays level 1 data. Rather than displaying no level 1 data at all, similar to the other data feeds we work with, the Optimus futures connection does display level 2 data - however, it comes in as delayed. We believe this is why your simulator might be filling at the incorrect price.

We do not have an immediate fix for you at the time of this post, but as mentioned our developers are still testing and we will update this thread as soon as there is an official fix.

Thank you for your understanding and continued feedback.
Jake
Optimus Futures Support

goldmund · June 10, 2023, 2:55pm

Thanks for the response Jake. Yes that is correct, I’m using the live account with the built in simulator. I am also using the OF connection not Rithmic or CQG.

I’ve also noticed that when I export my live trades to the built in trading journal, no P/L data is shown. You can see in the photo below, these are all live trades. I’m guessing this is because this data is not provided in the “Trades” panel? Is there a way to see profit/loss per trade without connecting to CQG or Rithmic?

Thanks!

primo · February 1, 2024, 8:54pm

Has this problem been addressed yet? I opened the live trading account recently and decided to practice, but the price is so ridiculously off, it’s no use. I use Optimus Futures data feed, level 1 only. Before I found this thread, I figured out it was probably due to delayed data. Didn’t know it’s an ongoing issue.

Mod-JakeM · February 8, 2024, 7:52pm

Hi @primo,

Thanks for following up on this post and welcome to the community forum!

I can confirm that when using the Optimus Futures data feed with level 1 top-of-book data, the bid/ask data you receive is delayed. Rather than displaying no level 1 data at all, similar to the other data feeds we work with, the Optimus futures connection does display level 2 data - however, it comes in as delayed.

The built-simulator on Optimus Flow relies on bid/ask data to simulate fills, so when using a data feed with delayed bid/ask data, the fills you receive on the simulator are delayed as well.

At this time we do not have a fix for this yet. If additional practice is required when using the Optimus futures data feed on Optimus Flow, you may need to consider subscribing to level 2 market depth data to allow the simulator to fill orders properly using the live bid/ask data.

Thanks for your understanding and I hope this helps you understand the behavior you are seeing.
Jake
Optimus Futures Support