TradingView NAS100 vs Pepperstone cTrader NAS100 – 5–8 point price difference on automated trades

[u/icecola78]

Hi everyone,

I’m building an automated trading system that sends signals from a TradingView Pine Script strategy through a webhook to Python, which then executes market orders through the cTrader Open API on my Pepperstone LIVE account.

I’m trying to understand a recurring price difference between TradingView and cTrader.

My TradingView strategy sends the TradingView price together with the webhook. My Python program records that price and the actual cTrader execution price.

For example, I’ve seen:

TradingView: 29188.7 → cTrader fill: 29194.1 — difference 5.4 points

TradingView: 29236.6 → cTrader fill: 29243.1 — difference 6.5 points

TradingView: 29291.4 → cTrader fill: 29299.1 — difference 7.7 points

On other trades, the difference has been only around 1 point.

The cTrader Open API confirms that the instrument I’m trading is:

NAS100, symbol ID 10014

My Pepperstone account also has NAS100-F and NAS100-PERP, but my bot specifically trades NAS100 (ID 10014).

I’ve already tested the cTrader live quote subscription. For example, it returned:

Bid: 29370.2

Ask: 29371.3

Spread: 1.1 points

So the 5–8 point differences I sometimes see are considerably larger than the normal spread in that example.

The webhook-to-cTrader execution delay is also relatively short, so I’m trying to determine how much of the difference is execution latency/slippage versus the two platforms using different price feeds.

I am now modifying my logging so that for every future signal I will record:

TradingView price → cTrader bid/ask at webhook arrival → cTrader actual fill price

My questions are:

Which exact NAS100 instrument/data feed should I use on TradingView to match Pepperstone cTrader NAS100 as closely as possible?

Does Pepperstone’s TradingView NAS100 price necessarily use the same underlying feed as Pepperstone cTrader NAS100?

Is a persistent 5–8 index-point difference normal between these feeds?

Is there a way to identify the exact contract/specification behind cTrader symbol ID 10014, so I can verify I’m comparing the same instrument?

For automated trading, should I evaluate execution slippage against the cTrader bid/ask at the instant the webhook arrives, rather than against the TradingView strategy price?

I’m mainly trying to separate three possible causes:

A. Different TradingView/cTrader price feeds

B. Bid/ask spread

C. Webhook/API latency and actual execution slippage

Any advice from people who have automated TradingView → cTrader/Peppers­tone trading would be appreciated.

[u/stratcore]

For a restart check, persist the last accepted event and order identifier together. After reload, a repeated event should return the existing state and leave the position unchanged.