Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Delta inaccuracies on stock subcent fills

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Delta inaccuracies on stock subcent fills

    Hi,

    Here's a couple MSFT fills
    You'll see orders are filled at a midprice between bid in ask.

    However ninja always reports the execution on the ask side, making these trades always buys, when they should be split bid/ask with a neutral delta

    Source is IQ

    Any clue ?
    Attached Files

    #2
    Hello,

    Thank you for your post.

    To receive quotes beyond two decimal places please use the steps provided below to change the Tick size for MSFT:
    • Tools->Instruments
    • Select MSFT
    • Edit
    • Tick size->Set to 0.0001
    • Click Ok


    Let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by CarlTrading, 03-30-2026, 11:51 AM
    0 responses
    20 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 03-30-2026, 11:48 AM
    0 responses
    23 views
    0 likes
    Last Post CarlTrading  
    Started by CaptainJack, 03-25-2026, 09:53 PM
    0 responses
    30 views
    0 likes
    Last Post CaptainJack  
    Started by CaptainJack, 03-25-2026, 09:51 PM
    0 responses
    18 views
    0 likes
    Last Post CaptainJack  
    Started by Mindset, 03-23-2026, 11:13 AM
    0 responses
    24 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Working...
    X