stop submitted at $29,187.25, actual fill at $29,172.75, a ~14.5 point / 58-tick gap, with Slippage set to 1 tick.
exact configuration: isSimulatedStop parameter value (test both true and false if you can before posting, so you can report which ones exhibit it), Order fill resolution = High/Second/1, and that the stop is recalculated every bar rather than set once.
is this a known interaction between repeatedly-modified simulated stops and high-resolution historical fill simulation
High fill resolution at 1 second needs tick history for those dates, because second bars are built from ticks. Check Tools, Historical Data for that day first. Where ticks are missing the fill engine has no intrabar prices, so the stop fills at the first price it does have, often the next bar’s open.
Disclosure: I run Wizdough, an approved NinjaTrader Ecosystem vendor, so I am biased toward my own tools.
Before attributing the gap to missing ticks, I would match the fill to the last accepted stop update for that same order. Since the stop changes each bar, the price visible in Orders may not tell you which revision was active when the historical fill occurred.
In a small reproduction, log the order ID, order state, stop price and update time, then join the execution price/time to that order. Compare a fixed stop with the recalculated stop over the same bars and fill-resolution settings. That separates a price-revision/timing issue from a fill-price issue without assuming either cause from the screenshot.
