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Direct MessagesDate/Time: Fri, 26 Apr 2024 13:13:59 +0000
Post From: order fill simulations when using delayed data feed
| [2019-12-31 18:23:57] |
| onnb - Posts: 660 |
|
Environment 1. Using delayed data feed (futures) 2. Trade Simulation Mode On When I place a limit order, I see that the limit order is filled at prices where there was no trading happening. Is this related to the delayed data feed in any way? If you have any documentation on simulating order fills and how that happens, can you please send me a link to that? |