is there a way to see the price of the last tick with more than 2 decimals?
For example a "sub-penny" trade could occur at 56.2501$, but it appears that the info that a strategy receives about this tick would be 56.25$ if I use Close[0] for example.
I tried OnMarketData(), but e.Price appears to show only 2 decimals either.
My data comes from Kinetick.
Thanks,
NutFlush
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