I experienced this with the sim account as well, it¡¯s not accurate. Frustrated me for awhile, but many people I have talked with said while the sim account is good to make sure your algorithm submits orders properly as well as get live data, and other api functionality, price execution of the simulated account is not feasible to use for tracking results. Forced me to make my own simulated account hooked to a local database and adjusted my fills according to liquidity on the order book. I experienced the same issues and went this route to solve. I may have been doing something wrong but didn¡¯t want to take the chance before going live as price execution clearly did not match order liquidity for market and other orders at times in IB¡¯s sim.
On Sun, Oct 8, 2023 at 5:57 AM FrenchFlorent <
fcourtin@...> wrote:
Thank you for your answers.
I totally agree that the stop order is a MKT type order and offer no garanty on the price effectively executed.
But I've checked order book at this time (8:31:57 ECT), via reqhistoricalTicks and?whatToShow=BID_ASK, and it seems to have great activity (not surprising, at the market opening). So I am quite sceptical that there were such a huge gap on the priceBid between?14908.50 and?14893.75.
I'd like to go further in the analyze, what is?Level II data and how I can I get it ?
Thank's a lot?
