1) Are there particular methods that are not compatible/reliable when utilizing the Playback Connection given the immediate/synchronous nature of order processing?
2) What might account for erroneous fill prints (i.e. buy executions several ticks below lowest last traded price in a condition-driven order event where it is known with certainty that the modeled execution price was never achieved)?
3) When executing an order with AutoChase that gets a partial fill, the resultant behavior of the chase perpetually moves the price 1 tick away from the last traded price and never fills... what might be causing this? The chase limit is set to 1 in the prior example. When I change the chase limit to 5 (for example) it produces the same behavior, except the order now floats 5 ticks from the last traded price... Attaching video of the chase limit == 1 example.
Thank you.
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