Let's say that I want to buy an ES-future at a limit price of 780.25. In the next couple of seconds price moves from 780.75 to 780.25 and then goes up again to 781 and never touches my limit price again.
How does NinjaTrader deal with the situation that I may not have gotten filled? Is it checking the real execution info or just using the datastream in making the decision if I have been filled or not? Is there a risk in the way NinjaTrader deals with this that I become out-of-sync?
Please advise.
Thank you.
Daniel
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