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 judysamnt7, 03-13-2023, 09:11 AM
    4 responses
    59 views
    0 likes
    Last Post DynamicTest  
    Started by ScottWalsh, Today, 06:52 PM
    4 responses
    36 views
    0 likes
    Last Post ScottWalsh  
    Started by olisav57, Today, 07:39 PM
    0 responses
    7 views
    0 likes
    Last Post olisav57  
    Started by trilliantrader, Today, 03:01 PM
    2 responses
    22 views
    0 likes
    Last Post helpwanted  
    Started by cre8able, Today, 07:24 PM
    0 responses
    10 views
    0 likes
    Last Post cre8able  
    Working...
    X