I have a price issue with a strategy I wrote for the ZS contract. Broker and data is IB.
Charts in TWS displays the price like this: 1483 1/4. NT like this: 1483.25. So the tick size is correct in both. However when my system enters a trade the execution price is returned like this: 14,8325
So I immediately get a huge virtual profit, and all my trade management logic no longer works. Has anyone had similar issues, and found a solution?
Marco
Comment