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Delta inaccuracies on stock subcent fills

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    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

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