Trade Execution & Automation Architecture Verified 2026 Specification

What is On-Submit vs On-Fill Replication?

LogToLast Quantitative Team Verified October 2026 Quantitative & Prop Risk Encyclopedia
Direct Quantitative Definition (BLUF)

On-Submit replication mirrors resting limit and stop orders to follower accounts the exact millisecond they are placed on the master account, whereas On-Fill (Entry/Exit Market Sync) waits until the master executes before dispatching instant market orders to follower accounts.

Formula

Mathematical Calculation

Mode 1: Exact 1:1 Bracket Sync (Resting Orders) vs Mode 2: Entry/Exit Market Sync (Instant Market Fills)

With 1:1 Bracket Sync, resting limit and OCO stop brackets sit natively on the exchange for pure futures routes. With Entry/Exit Market Sync, followers execute market entries and exits when the leader fills—solving cross-market price discrepancies between Futures and Forex/CFDs.

Scenario

Real-World Numerical Simulation

Simulation Model

Choosing Between 1:1 Brackets and Entry/Exit Market Sync

Baseline: $50,000 x 10 Accounts
Max Risk: $2,500 each
1

Scenario A (Tradovate to Tradovate / AMP Futures): Both accounts share the exact same CME tick feed. Use 1:1 Bracket Sync so atomic OCO Stop-Loss and Take-Profit orders rest natively on the exchange.

2

Scenario B (Tradovate NQ to MT5 US100.cash CFD): Because NQ futures and US100 CFDs trade at different dollar prices (basis spread), copying a hard NQ stop price would fail or stop out early on MT5.

3

The Solution: Enable Entry/Exit Market Sync on the MT5 follower—the millisecond the Leader enters or exits, the follower fires an instant market order, bypassing price level differences completely!

Automated Platform Solution

Configurable 1:1 Bracket Sync & Entry/Exit Market Sync

LogToLast gives you complete control per follower account: enforce atomic exchange-side OCO brackets across futures accounts, or toggle on Entry/Exit Market Sync to replicate trades seamlessly between Futures and Forex/CFDs.

Configure Your Sync Mode Free
Benchmark

Institutional Comparison Matrix

On-Submit vs On-Fill Replication — Institutional Trading & Prop Firm Comparison Matrix (2026)
Replication Mode Execution Mechanism Price Discrepancy Immunity Best Used For
1:1 Bracket Sync (Native OCO) Mirrors Entry + hard SL/TP price levels Requires identical underlying feed (Futures <-> Futures) Tradovate <-> Tradovate, NinjaTrader Cloud, AMP MT5
Entry/Exit Market Sync Fires Market Entry & Market Exit when Leader acts 100% Immune to cash-futures price discrepancy Cross-Market (Tradovate Futures <-> MT5 Forex/CFDs)
Enforcement

Monitored Prop Firms Applying This Rule

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Q&A

Frequently Asked Questions

Configurable 1:1 Bracket Sync & Entry/Exit Market Sync

Stop Tracking On-Submit vs On-Fill Replication Manually in Spreadsheets

LogToLast gives you complete control per follower account: enforce atomic exchange-side OCO brackets across futures accounts, or toggle on Entry/Exit Market Sync to replicate trades seamlessly between Futures and Forex/CFDs. Test our 5-engine trading OS—including 20+ account cloud & MT5 replication, Playbook Active Enforcer, AI Journal, and Native Ctrl+C Backtest Lab—for $0.00 today during your 14-day Elite trial.

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