With these settings I would expect near accurate fills on limit orders since we have tick data and price has to pass through our limit price to guarantee execution. (Granted live could potentially fill and not pass through).
The problem I am seeing is that all of my limit orders are being filled 1 cent off which is simply not correct. Every sell order is being filled 1 cent higher and every buy order is being filled 1 cent lower, it's as if ninja is treating the price passing through my limit order as the execution price. See attachment.
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