Fills printed outside the candle's high and low
Posted: Sat Oct 31, 2026 2:18 pm
Occasionally a trade record shows a price that is above the candle high or below the candle low for that minute. It looks like a pricing error or a broker trick. Usually it is neither.
Candles on most platforms are built from the bid price alone. A buy order fills at the ask, which is higher than the bid by the spread. If the ask touched a level that the bid chart never reached, the fill price will sit above the bid candle's high.
Similarly, a sell filled at the bid can appear below the low of an ask-based chart. And when spreads widen, the gap grows.
Slippage can add to the effect. A fill that slips beyond the candle's range on a thin tape is possible when price jumped, but the candle only recorded quotes that were published at the end of the minute.
To check suspicious fills, overlay the ask line on the chart, or pull tick data for the exact second. Most apparent anomalies resolve into plain bid-ask mechanics.
Has an out-of-range fill ever turned out to be real rather than a bid-ask artifact?
Candles on most platforms are built from the bid price alone. A buy order fills at the ask, which is higher than the bid by the spread. If the ask touched a level that the bid chart never reached, the fill price will sit above the bid candle's high.
Similarly, a sell filled at the bid can appear below the low of an ask-based chart. And when spreads widen, the gap grows.
Slippage can add to the effect. A fill that slips beyond the candle's range on a thin tape is possible when price jumped, but the candle only recorded quotes that were published at the end of the minute.
To check suspicious fills, overlay the ask line on the chart, or pull tick data for the exact second. Most apparent anomalies resolve into plain bid-ask mechanics.
Has an out-of-range fill ever turned out to be real rather than a bid-ask artifact?