Hi guys.

What price(Bid/Ask/Last) does Portfolio[Symbol].Price return? Is it filtered in QC to disregard bad ticks or is it pushed directly by the broker(IB in my case)?

The reason I am asking, I got 2 trades, on consecutive 1 minute bars, market open and market close that executed at the same price, but were trigered by Portfolio.Price >1% from the market at that time, and there had been no spikes or any major moves in the minute between the two bars.