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Date/Time: Sun, 12 Jan 2025 14:00:22 +0000



Post From: Simulated fills

[2015-11-20 09:35:18]
Lux - Posts: 14
Hi!

How is SC dealing with Sim fills?
For example,if i place limit,what parameters in SIM trading SC takes into account in order to calculate limit's position in the queue?

After playing around a bit,i have seen fills on second,third,fourth touch,on trading thru so i am wondering what parameters are taken into account to get such picture.
I have been looking at ES,FGBL and FESX.Does SC take into account differences between markets when simulating fills or it is "one size fits all" thing?

I know that simulated vs live cash fills is impossible to match exactly,but i would like to understand more about mechanics that SC is using for SIM fills,limit orders in particular.
Could you please explain it?
Date Time Of Last Edit: 2015-11-20 09:42:06