Disliked{quote} I may be talking nonsense, but i would get that his 300 orders would not all be filled at the same tick, unless he had an opposite 300 orders liquidity The best way for you to check is time and sales EDIT: also notice, if SC is not configured properly, this may also be in effect -> https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#SplitDataRecordsIgnored
And opposite for stop market orders. If he trail his stop and this stop is 400 contracts when price come to his stop he need to buy all liquidity above his stop and for YM 400 contracts is 20-30 prices above his stop market order (look at DOM each price have liquidity from 1-5 lots and most of them are not real just machine trading) but he stops out to the tick like on DEMO. Just logic.
Doesn`t matter how your sierra chart configured this information from your data-feed CQG RITHMIC.....
Don’t blindly believe what your local guru said to you. Ready to have a lot of bad messages)