the problem I get when playing back at higher speeds is that fills are way off the mark compared to playing the same data back at normal speeds. It would seem that although data is played back faster, orders etc are not processed at the same speed or inserted into the queue in the same sort of timeframe. This means they are inserted late and for me at least, it makes it impossible to utilise the increased speed to reduce the time it takes to backtest strategies on playback.
Is this expected?
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