I am trying to troubleshoot why some partial fill executions (after full fill) are not being captured in OnExecutionUpdate, but I am unable to recreate partial fills during testing.
The setting 'Enforce partial fills' is checked in Options - but doesn't seem to work with Simulated Data Feed - does this option only work during market hours of an actual data feed, and not in simulated mode?
If so, is there no other way to test partial fills?
Please confirm.
Thanks,
Alex

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