Hello
Yesterday, my bot was running in a paper trading environnement. It interacts with IB API and TWS.
The bot bot 3 contracts NQ at 09:31:45 (15:31:45 in my french local time) at 14916.25 , and placed a Stop order at 14909.?
Then the price went down and the stop loss has benn executed in two partials orders :
- the first at 09:31:57? with 2 contracts for an average price of 14908.50 => OK
- the second also et 09:31:57, with 1 contract for a price of 14893.75 !!! => how strange, since the price has always benn above 14907.75 at this time. Il effectively touched this price at 09:32:44 ??!!?
I've checked in TWS interface, and I have the same times / prices / orders...
Up to you, is this a TWS bug in paper trading environnement ? Or am I wrong somewhere ??
Thanks a lot
