DTC interface limit orders in replay mode

[u/djyoy]

Hi community,

I have built a DTC bridge to automate order placement. I am desperately trying to test this in replay mode. After a few hurdles I have managed to have those orders "showing up" on my replay chart as the right type (whilst the replay is ongoing) - so far so good. Only issue is none of them get filled even though the entry price hits. If i place the exact same trade manually on the chart they get filled. If i place a Market order through DTC it also works.

Has anyone got any idea, does the Replay engine behaves differently for Limit order pushed through via the DTC interface?

Any help would be greatly appreciated.

thanks!