Support Board
Date/Time: Wed, 27 Nov 2024 18:33:23 +0000
Bid / Ask quantities during replay and placing order
View Count: 270
| [2023-07-12 15:43:05] |
| BenjFlame - Posts: 324 |
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Hi, from this page: Trade Simulation: Trade Simulation Accuracy and Bid/Ask Prices During Replays in the context of replaying stocks feed with 1 tick stored data and placing some trades, I understand that bid/ask value will be determined by each trade associated bid / ask, but also that quantity will always be 1 (since I didn't specifically enable the study to record market depth). What is to be expected in this context if a buy order of 100 shares at market is placed? 1) Will it ALL get filled at current trade ASK price even if quantity is 1? 2) Will it partially get filled for 1 share at current trade ASK price ? (in this case what will happen with the remainder of the order)? 3) Will it be rejected? 4) Something else? Regards, Benj |
| [2023-07-12 16:08:13] |
| John - SC Support - Posts: 36331 |
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Refer to the following: Trade Simulation: How Orders are Filled For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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