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Re: [Test] mode: Simulate both market *and* limit orders
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Re: AndrewAMD
]
#486262
07/06/22
18:55
07/06/22
18:55
Joined:
Jul 2000
Posts: 28,136
Frankfurt
jcl
Chief Engineer
jcl
Chief Engineer
Joined:
Jul 2000
Posts: 28,136
Frankfurt
You need t2 ask/bid data for simulating partial fills at different sizes. Trade ticks won't do.
Entire Thread
Subject
Posted By
Posted
[Test] mode: Simulate both market *and* limit orders
AndrewAMD
07/05/22
13:59
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/05/22
14:59
Re: [Test] mode: Simulate both market *and* limit orders
AndrewAMD
07/05/22
15:44
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
06:36
Re: [Test] mode: Simulate both market *and* limit orders
AndrewAMD
07/06/22
12:51
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
14:27
Re: [Test] mode: Simulate both market *and* limit orders
MegaTanker
07/06/22
14:46
Re: [Test] mode: Simulate both market *and* limit orders
AndrewAMD
07/06/22
14:47
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
15:09
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
15:18
Re: [Test] mode: Simulate both market *and* limit orders
MegaTanker
07/06/22
16:11
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
18:55
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