Support Board
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
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