If I'm using Market Replay (NT 7) and the Default Fill Type, does a limit order fill only after the level has been passed through? I.e. Bid/Ask is 1.01x1.02, you have a buy limit order sitting at 1.01. The order is only filled when the ask hits 1.01?
That thread seems to suggest that it uses some other calculation based on bid/ask size and price. But looking at the code for the default order type, it says:
Thanks
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