Support Board
Date/Time: Mon, 23 Dec 2024 15:41:27 +0000
Post From: replay Fill Related question
| [2015-10-01 19:00:30] |
| ejtrader - Posts: 688 |
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SC Team - It's understandable, but this is NOT realistic fill representation. If there is a limit price(long) in the queue, and a trade Happens AFTER it enters the queue with a price BELOW the limit price and still doesn't get a fill - This certainly doesn't represent a true/realistic fill case. When there is a trade below the limit price - it should be filled irrespective of best ASK price. Thanks if (limitLong >= bestAskPrice or limitLong > lastTradePrice) fill the Long order at limitLong Price if (limitShort <= bestBidPrice or limitShort < lastTradePrice) fill the Short order at limitShort Price Date Time Of Last Edit: 2015-10-01 23:20:30
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