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Date/Time: Mon, 16 Mar 2026 16:16:51 +0000



Post From: Order price off by 1 tick in replay mode (question)

[2015-12-22 21:13:22]
onnb - Posts: 666
I am running an automated study that places limit orders. In replay, I am "seeing" that sometimes, the order gets placed one tick off from the price I submit. I am still investigating this but just wanted to check if there are any cases that you are aware of that that might happen?