When I place live trades, based on the order trace log, there is a ~300-400 millisecond delay between order enter and order fill. However, when I use the backtest, there is an almost immediate fill. Is there a feature that I could enable in sim/paper trading that simulates the true/live time delay between order enter and order fill? I could probably program this delay into my script, but I think this would be a great feature to add.
Thank you,
traderUS

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