Today in live trading the algo used liquidate() to liquidate a short holding at the beginning of market open. The filled price was $2.95 with $1 fees with a market long order. But the highest price in Yahoo's data of today was much less than $2.95. Though it should have been profitable it turned into a loss. I believe there is a microstructural problem.


New Order Event: Time: 4/20/2018 9:30:00 AM OrderID: 10 Symbol: MTEX Status: Filled Quantity: 61 FillPrice: 20.95 USD OrderFee: 1 USD Message: Interactive Brokers Order Fill Event.


Yahoo Screen Shot: