Back
| Ticker | wmt |
| From | 2009-06-11 15:31:00 |
| To | 2009-06-11 15:32:00 |
| Security Type | Equity |
| Market | USA |
| Resolution | Minute |
| Status | Resolved |
Start New Discussion 
Reward Discussion 
2009-06-11 15:31:00 WMT - -49 Submitted
2009-06-11 15:31:00 WMT -
Fill: $0.07621539 USD
-49 FilledFill price of 0.07 is incorrect.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
This looks fine (and the quotes look good too); guessing the fill was accurate when accounting for adjusted pricing or your fee models. Please post more information to permit us to debug further.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jared Broad has marked this issue as resolved.
WMT was trading in the $30 range prior and at the next minute after the 0.07 fill. Is that a flash crash price?
Please provide some way to replicate your issue.Â
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Brian Christopher : Thank you for reporting the issue.Â
Jared Broad : Check the attached backtest to reproduce the issue.Â
Close Price of Bid Quote was 0.076... as you can see here:Â
So Brian was right in that point. However, I didn't get filled at 0.07 but instead at the close price of the previous trading day (06/10/2009) with warning "fill at stale price".Â
I'd like to understand what is going on under hood. Why did the algorithm decide to fill at a stale price even though data was available (minute resolution) at time of order submission ...?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can
continue your Boot Camp training progress from the terminal. We
hope to see you in the community soon!
QuantConnect™ 2023. All Rights Reserved
|
|
6
