I'm just wondering how realistic the fills will be when orders are triggered in terms of slippage/spread etc.
Will the orders using live data in a paper trading account be filled the exact same way (at the exact same prices) as if it were a live account? My strategy uses market orders so I know that there will be a spread and potential slippage in a live account and want to know if the sim live feed will reflect similar conditions.
Thank you.
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