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Fills in Market Replay

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    Fills in Market Replay

    for a limit order to execute during Market Replay environment, does the entire price have to trade out is it filled via FIFO, so for example when there's 50 lots on the bid and you place an order to buy 1, and the new bid is 200, but 51 trades, you get filled?

    #2
    Hello,

    Thank you for your post.

    When submitting orders to the Playback101 account, these orders are processed immediately and synchronously. This enables reproducible results for strategy developers that run a strategy on the playback connection. Playback101 and Sim101 work differently when executing, since simulated internet latency delay simulation is not present in playback.

    Please let me know if I may be of any further assistance.
    Dennis E.NinjaTrader Customer Service

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      #3
      Did you not see this when testing? It would be easy to test.

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