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Date/Time: Mon, 20 May 2024 15:57:58 +0000

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

[2015-12-22 21:13:22] Link To Thread - Link To Post [Go To First Post]
onnb - Posts: 661
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?