Support Board
Date/Time: Thu, 28 Nov 2024 10:43:48 +0000
Post From: Simulation replay and bid / ask fills with no market depth data
| [2023-05-12 09:38:08] |
| BenjFlame - Posts: 324 |
|
Hi, If I run a simulation by replaying charts but with no market depth enabled, how are the first levels of the bid / ask established? Are they same as it was during live market? I ask this to know if market orders in the context of a replayed simulated environment would use same bid/ask level as in a live environment. |