Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Delta inaccuracies on stock subcent fills

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Delta inaccuracies on stock subcent fills

    Hi,

    Here's a couple MSFT fills
    You'll see orders are filled at a midprice between bid in ask.

    However ninja always reports the execution on the ask side, making these trades always buys, when they should be split bid/ask with a neutral delta

    Source is IQ

    Any clue ?
    Attached Files

    #2
    Hello,

    Thank you for your post.

    To receive quotes beyond two decimal places please use the steps provided below to change the Tick size for MSFT:
    • Tools->Instruments
    • Select MSFT
    • Edit
    • Tick size->Set to 0.0001
    • Click Ok


    Let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by hazylizard, Today, 08:38 AM
    1 response
    8 views
    0 likes
    Last Post NinjaTrader_Erick  
    Started by geddyisodin, Today, 05:20 AM
    2 responses
    16 views
    0 likes
    Last Post geddyisodin  
    Started by Max238, Today, 01:28 AM
    5 responses
    44 views
    0 likes
    Last Post Max238
    by Max238
     
    Started by giulyko00, Yesterday, 12:03 PM
    3 responses
    13 views
    0 likes
    Last Post NinjaTrader_BrandonH  
    Started by habeebft, Today, 07:27 AM
    1 response
    16 views
    0 likes
    Last Post NinjaTrader_ChristopherS  
    Working...
    X