I am connected to Kinetick and to a paper trading account at Interactive Brokers (IB).
Using an ATM strategy, with the IB account selected. The strategy places an order to buy 6 contracts of CL, at market, today around 11:00. CL is quite active. Yet, I get a fill of 3 contracts at 59.91 (which is about what is displayed in the chart) and A FILL OF 3 CONTRACTS AT 60.06!!! 15 ticks difference!
Yesterday, in YM, around 14:20, while YM is also quite active, an order to buy 6 contracts at market saw a fill of 5 contracts at 24857 (which was about right as per the chart) AND A FILL OF ONE CONTRACT AT 24872!!! Again, 15 ticks difference!!!
Can someone explain this to me???
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