Team,
I've been running tests on my program and have noticed that the very first order of the day - between 6:30a and 7:00a PST - consistently takes about 10 seconds to fill but all subsequent orders (for the rest of the trading day) will fill within 100ms or less.? I've searched the boards to see if anyone else has seen the same issue with no luck.? I'm not thinking I need to "warm up" the API or ATS anything, but I'm properly stumped.
Any thoughts on why this is occurring?
TJ
