The result of all this is that my short limit order got filled in the market at 134.74, but NT ends up thinking the fill was at 134.73, which should be impossible for a short limit order.
This screws up my ATM atuotmated stop and targets by 1 tick, and this 1 tick difference could mean the difference between a wining or losing trade.
IB says that their avg fil price calculation includes commissions, that's why an actual market price of 134.74 fill ends up being reported as 134.73. I believe this is unacceptable, they are falsifying the actual technical market fill price of an order, and therefore any decision made on that price will be erroneous. The IB API should report the actual fill price separately from the commissions associated with a trade, so that decisions can be made on actual and correct data. If not then NT needs to take this up with IB and demand that they report the true and correct fill prices, as they are currently reporting falsified data.
In the mean time, Is there any way around this? Am I missing something?
Comment